Jpmorgan Smartretirement 2040 Fund Alpha and Beta Analysis
| SMTSX Fund | USD 23.30 0.13 0.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Jpmorgan Smartretirement 2040. It also helps investors analyze the systematic and unsystematic risks associated with investing in Jpmorgan Smartretirement over a specified time horizon. Remember, high Jpmorgan Smartretirement'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 Smartretirement's market risk premium analysis include:
Beta 0.59 | Alpha (0.03) | Risk 0.54 | Sharpe Ratio 0.13 | Expected Return 0.0707 |
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 Smartretirement Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jpmorgan Smartretirement market risk premium is the additional return an investor will receive from holding Jpmorgan Smartretirement 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 Smartretirement. 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 Smartretirement's performance over market.| α | -0.03 | β | 0.59 |
Jpmorgan Smartretirement 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 Smartretirement's Buy-and-hold return. Our buy-and-hold chart shows how Jpmorgan Smartretirement performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Jpmorgan Smartretirement Market Price Analysis
Market price analysis indicators help investors to evaluate how Jpmorgan Smartretirement mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Jpmorgan Smartretirement shares will generate the highest return on investment. By understating and applying Jpmorgan Smartretirement mutual fund market price indicators, traders can identify Jpmorgan Smartretirement position entry and exit signals to maximize returns.
Jpmorgan Smartretirement Return and Market Media
The median price of Jpmorgan Smartretirement for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 22.88 with a coefficient of variation of 1.31. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 22.82, and mean deviation of 0.23. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Jpmorgan Smartretirement 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 funds. Alpha measures the amount that position in Jpmorgan Smartretirement 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 Smartretirement 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 Smartretirement's short interest history, or implied volatility extrapolated from Jpmorgan Smartretirement options trading.
Build Portfolio with Jpmorgan Smartretirement
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
Other Information on Investing in Jpmorgan Mutual Fund
Jpmorgan Smartretirement 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 Smartretirement security.
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Equity Valuation Check real value of public entities based on technical and fundamental data |