Jpmorgan Quality Factor Etf Alpha and Beta Analysis
| JQUA Etf | USD 59.18 0.49 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JPMorgan Quality Factor. It also helps investors analyze the systematic and unsystematic risks associated with investing in JPMorgan Quality over a specified time horizon. Remember, high JPMorgan Quality'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 Quality's market risk premium analysis include:
Beta 0.79 | Alpha 0.0196 | Risk 0.69 | Sharpe Ratio 0.16 | 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.
JPMorgan |
JPMorgan Quality Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JPMorgan Quality market risk premium is the additional return an investor will receive from holding JPMorgan Quality 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 Quality. 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 Quality's performance over market.| α | 0.02 | β | 0.79 |
JPMorgan Quality 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 Quality's Buy-and-hold return. Our buy-and-hold chart shows how JPMorgan Quality performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JPMorgan Quality Market Price Analysis
Market price analysis indicators help investors to evaluate how JPMorgan Quality etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JPMorgan Quality shares will generate the highest return on investment. By understating and applying JPMorgan Quality etf market price indicators, traders can identify JPMorgan Quality position entry and exit signals to maximize returns.
JPMorgan Quality Return and Market Media
The median price of JPMorgan Quality for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 56.52 with a coefficient of variation of 2.32. The daily time series for the period is distributed with a sample standard deviation of 1.31, arithmetic mean of 56.48, and mean deviation of 1.03. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | JQUA A Diversified, Lower Volatility Quality ETF - Seeking Alpha | 09/16/2024 |
2 | JPMorgan US Quality Factor ETF Shares Sold by Teamwork Financial Advisors LLC | 10/18/2024 |
3 | JPMorgan US Quality Factor ETF Shares Bought by CAP Partners LLC | 11/18/2024 |
About JPMorgan Quality 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 etfs. Alpha measures the amount that position in JPMorgan Quality Factor 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 Quality 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 Quality's short interest history, or implied volatility extrapolated from JPMorgan Quality options trading.
Build Portfolio with JPMorgan Quality
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 Quality Backtesting, Portfolio Optimization, JPMorgan Quality Correlation, JPMorgan Quality Hype Analysis, JPMorgan Quality Volatility, JPMorgan Quality History and analyze JPMorgan Quality Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
JPMorgan Quality 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.