JPMorgan Equity (Australia) Performance
| JHPI Etf | 53.99 0.05 0.09% |
The etf retains a Market Volatility (i.e., Beta) of -0.0563, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JPMorgan Equity are expected to decrease at a much lower rate. During the bear market, JPMorgan Equity is likely to outperform the market.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in JPMorgan Equity Premium are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, JPMorgan Equity 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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JPMorgan Equity Relative Risk vs. Return Landscape
If you would invest 5,207 in JPMorgan Equity Premium on September 1, 2024 and sell it today you would earn a total of 192.00 from holding JPMorgan Equity Premium or generate 3.69% return on investment over 90 days. JPMorgan Equity Premium is generating 0.0564% of daily returns and assumes 0.3795% volatility on return distribution over the 90 days horizon. Simply put, 3% of etfs are less volatile than JPMorgan, 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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JPMorgan Equity Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Equity's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPMorgan Equity Premium, and traders can use it to determine the average amount a JPMorgan Equity's 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 = 0.1487
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Estimated Market Risk
| 0.38 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
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average JPMorgan Equity is performing at about 11% 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 JPMorgan Equity by adding it to a well-diversified portfolio.
About JPMorgan Equity Performance
Assessing JPMorgan Equity's fundamental ratios provides investors with valuable insights into JPMorgan Equity's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the JPMorgan Equity 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.
JPMorgan Equity is entity of Australia. It is traded as Etf on AU exchange.