JPMorgan ETFs (Germany) Performance
| JMBA Etf | EUR 99.79 0.06 0.06% |
The etf retains a Market Volatility (i.e., Beta) of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JPMorgan ETFs' returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan ETFs is expected to be smaller as well.
Risk-Adjusted Performance
13 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in JPMorgan ETFs ICAV are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable fundamental drivers, JPMorgan ETFs is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
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JPMorgan ETFs Relative Risk vs. Return Landscape
If you would invest 9,536 in JPMorgan ETFs ICAV on September 2, 2024 and sell it today you would earn a total of 443.00 from holding JPMorgan ETFs ICAV or generate 4.65% return on investment over 90 days. JPMorgan ETFs ICAV is generating 0.0696% of daily returns assuming 0.4049% volatility of returns over the 90 days investment horizon. Simply put, 3% of all etfs have less volatile historical return distribution than JPMorgan ETFs, 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 ETFs Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan ETFs' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPMorgan ETFs ICAV, and traders can use it to determine the average amount a JPMorgan ETFs' 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 = 0.172
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Estimated Market Risk
| 0.4 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average JPMorgan ETFs is performing at about 13% 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 ETFs by adding it to a well-diversified portfolio.
About JPMorgan ETFs Performance
By analyzing JPMorgan ETFs' fundamental ratios, stakeholders can gain valuable insights into JPMorgan ETFs' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if JPMorgan ETFs has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if JPMorgan ETFs has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.