Jpmorgan Mortgage Backed Securities Fund Probability of Future Mutual Fund Price Finishing Under 10.18
| JMBUX Fund | USD 10.13 0.01 0.1% |
Jpmorgan |
Jpmorgan Mortgage-backed Target Price Odds to finish below 10.18
The tendency of Jpmorgan Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to stay under $ 10.18 after 90 days |
| 10.13 | 90 days | 10.18 | about 23.8 |
Based on a normal probability distribution, the odds of Jpmorgan Mortgage-backed to stay under $ 10.18 after 90 days from now is about 23.8 (This Jpmorgan Mortgage Backed Securities probability density function shows the probability of Jpmorgan Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Jpmorgan Mortgage-backed price to stay between its current price of $ 10.13 and $ 10.18 at the end of the 90-day period is about 10.36 .
Assuming the 90 days horizon Jpmorgan Mortgage Backed Securities has a beta of -0.0637. This indicates as returns on the benchmark increase, returns on holding Jpmorgan Mortgage-backed are expected to decrease at a much lower rate. During a bear market, however, Jpmorgan Mortgage Backed Securities is likely to outperform the market. Additionally Jpmorgan Mortgage Backed Securities has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Jpmorgan Mortgage-backed Price Density |
| Price |
Predictive Modules for Jpmorgan Mortgage-backed
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Jpmorgan Mortgage-backed. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan Mortgage-backed's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Jpmorgan Mortgage-backed Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Jpmorgan Mortgage-backed is not an exception. The market had few large corrections towards the Jpmorgan Mortgage-backed's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Jpmorgan Mortgage Backed Securities, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Jpmorgan Mortgage-backed within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.02 | |
β | Beta against Dow Jones | -0.06 | |
σ | Overall volatility | 0.13 | |
Ir | Information ratio | -0.56 |
Jpmorgan Mortgage-backed Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Jpmorgan Mortgage-backed for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Jpmorgan Mortgage-backed can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Jpmorgan Mortgage-backed generated a negative expected return over the last 90 days | |
| The fund generated three year return of -1.0% | |
| Jpmorgan Mortgage-backed retains most of the assets under management (AUM) in different types of exotic instruments. |
Jpmorgan Mortgage-backed Technical Analysis
Jpmorgan Mortgage-backed's future price can be derived by breaking down and analyzing its technical indicators over time. Jpmorgan Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Jpmorgan Mortgage Backed Securities. In general, you should focus on analyzing Jpmorgan Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Jpmorgan Mortgage-backed Predictive Forecast Models
Jpmorgan Mortgage-backed's time-series forecasting models is one of many Jpmorgan Mortgage-backed's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Jpmorgan Mortgage-backed's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Jpmorgan Mortgage-backed
Checking the ongoing alerts about Jpmorgan Mortgage-backed for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Jpmorgan Mortgage-backed help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Jpmorgan Mortgage-backed generated a negative expected return over the last 90 days | |
| The fund generated three year return of -1.0% | |
| Jpmorgan Mortgage-backed retains most of the assets under management (AUM) in different types of exotic instruments. |
Other Information on Investing in Jpmorgan Mutual Fund
Jpmorgan Mortgage-backed financial ratios help investors to determine whether Jpmorgan Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Jpmorgan with respect to the benefits of owning Jpmorgan Mortgage-backed security.
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