Jpmorgan Chase Co Stock Alpha and Beta Analysis
| JPM Stock | 33.32 0.21 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JPMorgan Chase Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in JPMorgan Chase over a specified time horizon. Remember, high JPMorgan Chase's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to JPMorgan Chase's market risk premium analysis include:
Beta 1.04 | Alpha 0.11 | Risk 2.1 | Sharpe Ratio 0.11 | Expected Return 0.22 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
JPMorgan |
JPMorgan Chase Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JPMorgan Chase market risk premium is the additional return an investor will receive from holding JPMorgan Chase long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in JPMorgan Chase. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate JPMorgan Chase's performance over market.| α | 0.11 | β | 1.04 |
JPMorgan Chase expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of JPMorgan Chase's Buy-and-hold return. Our buy-and-hold chart shows how JPMorgan Chase performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JPMorgan Chase Market Price Analysis
Market price analysis indicators help investors to evaluate how JPMorgan Chase stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JPMorgan Chase shares will generate the highest return on investment. By understating and applying JPMorgan Chase stock market price indicators, traders can identify JPMorgan Chase position entry and exit signals to maximize returns.
JPMorgan Chase Return and Market Media
The median price of JPMorgan Chase for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 29.22 with a coefficient of variation of 5.68. The daily time series for the period is distributed with a sample standard deviation of 1.67, arithmetic mean of 29.41, and mean deviation of 1.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | JPMorgan Chase Buy, Sell, or Hold - The Motley Fool | 09/18/2024 |
2 | JPMorgan Chase Insiders Sell US224m Of Stock, Possibly Signalling Caution - Yahoo Finance | 09/24/2024 |
3 | JPMorgan Chase Co. Is This A Good Stock to Buy for Long Term - Yahoo Finance | 10/01/2024 |
4 | JP Morgans Earnings Report Will It Break 225 or Drop Below 200 - InvestingCube | 10/08/2024 |
5 | JPMorgan Chase Co. stock rises Friday, outperforms market - MarketWatch | 11/22/2024 |
About JPMorgan Chase Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including JPMorgan or other stocks. Alpha measures the amount that position in JPMorgan Chase has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards JPMorgan Chase in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, JPMorgan Chase's short interest history, or implied volatility extrapolated from JPMorgan Chase options trading.
Build Portfolio with JPMorgan Chase
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out JPMorgan Chase Backtesting, JPMorgan Chase Valuation, JPMorgan Chase Correlation, JPMorgan Chase Hype Analysis, JPMorgan Chase Volatility, JPMorgan Chase History and analyze JPMorgan Chase Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
JPMorgan Chase technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.