Jp Morgan Exchange Etf Alpha and Beta Analysis
| BBLB Etf | 85.61 0.10 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JP Morgan Exchange. It also helps investors analyze the systematic and unsystematic risks associated with investing in JP Morgan over a specified time horizon. Remember, high JP Morgan'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 JP Morgan's market risk premium analysis include:
Beta (0.27) | Alpha (0.08) | Risk 0.8 | Sharpe Ratio (0.14) | Expected Return (0.11) |
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.
BBLB |
JP Morgan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JP Morgan market risk premium is the additional return an investor will receive from holding JP Morgan 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 JP Morgan. 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 JP Morgan's performance over market.| α | -0.08 | β | -0.27 |
JP Morgan 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 JP Morgan's Buy-and-hold return. Our buy-and-hold chart shows how JP Morgan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JP Morgan Market Price Analysis
Market price analysis indicators help investors to evaluate how JP Morgan etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JP Morgan shares will generate the highest return on investment. By understating and applying JP Morgan etf market price indicators, traders can identify JP Morgan position entry and exit signals to maximize returns.
JP Morgan Return and Market Media
The median price of JP Morgan for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 89.64 with a coefficient of variation of 3.49. The daily time series for the period is distributed with a sample standard deviation of 3.14, arithmetic mean of 89.87, and mean deviation of 2.81. The Etf received some media coverage during the period.About JP Morgan 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 BBLB or other etfs. Alpha measures the amount that position in JP Morgan Exchange 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 JP Morgan 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, JP Morgan's short interest history, or implied volatility extrapolated from JP Morgan options trading.
Build Portfolio with JP Morgan
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 JP Morgan Backtesting, Portfolio Optimization, JP Morgan Correlation, JP Morgan Hype Analysis, JP Morgan Volatility, JP Morgan History and analyze JP Morgan Performance. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
JP Morgan technical etf 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, etf market cycles, or different charting patterns.