JPM BetaBuilders (UK) Performance
| JCAP Etf | 79.02 0.85 1.09% |
The etf retains a Market Volatility (i.e., Beta) of -0.0931, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JPM BetaBuilders are expected to decrease at a much lower rate. During the bear market, JPM BetaBuilders is likely to outperform the market.
Risk-Adjusted Performance
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in JPM BetaBuilders China are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, JPM BetaBuilders is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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JPM BetaBuilders Relative Risk vs. Return Landscape
If you would invest 7,631 in JPM BetaBuilders China on August 30, 2024 and sell it today you would earn a total of 271.00 from holding JPM BetaBuilders China or generate 3.55% return on investment over 90 days. JPM BetaBuilders China is generating 0.057% of daily returns and assumes 0.3649% volatility on return distribution over the 90 days horizon. Simply put, 3% of etfs are less volatile than JPM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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JPM BetaBuilders Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPM BetaBuilders' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPM BetaBuilders China, and traders can use it to determine the average amount a JPM BetaBuilders' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1561
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Estimated Market Risk
| 0.36 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average JPM BetaBuilders is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JPM BetaBuilders by adding it to a well-diversified portfolio.
About JPM BetaBuilders Performance
Assessing JPM BetaBuilders' fundamental ratios provides investors with valuable insights into JPM BetaBuilders' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the JPM BetaBuilders is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
JPM BetaBuilders is entity of United Kingdom. It is traded as Etf on LSE exchange.