Jpmorgan Strategic Income Fund Key Fundamental Indicators
| JSOSX Fund | USD 11.42 0.03 0.26% |
As of the 2nd of February, Jpmorgan Strategic retains the Market Risk Adjusted Performance of 0.1035, standard deviation of 0.0464, and Risk Adjusted Performance of (0.0005). Jpmorgan Strategic technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
Jpmorgan Strategic's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Jpmorgan Strategic's valuation are provided below:Jpmorgan Strategic Income does not presently have any fundamental trends for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Jpmorgan |
Jpmorgan Strategic 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Jpmorgan Strategic's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Jpmorgan Strategic.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Jpmorgan Strategic on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Strategic Income or generate 0.0% return on investment in Jpmorgan Strategic over 90 days. Jpmorgan Strategic is related to or competes with Schwab Health, Invesco Global, Blackrock Health, Tekla Healthcare, Putnam Global, and Alphacentric Lifesci. The fund has an absolute return orientation which means that it is not managed relative to an index More
Jpmorgan Strategic Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Jpmorgan Strategic's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Jpmorgan Strategic Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.77) | |||
| Maximum Drawdown | 0.3501 | |||
| Potential Upside | 0.0879 |
Jpmorgan Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Strategic's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Strategic historical prices to predict the future Jpmorgan Strategic's volatility.| Risk Adjusted Performance | (0.0005) | |||
| Jensen Alpha | (0.0004) | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | 0.0935 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan Strategic's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Jpmorgan Strategic February 2, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | (0.0005) | |||
| Market Risk Adjusted Performance | 0.1035 | |||
| Mean Deviation | 0.0238 | |||
| Coefficient Of Variation | 497.45 | |||
| Standard Deviation | 0.0464 | |||
| Variance | 0.0022 | |||
| Information Ratio | (0.77) | |||
| Jensen Alpha | (0.0004) | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | 0.0935 | |||
| Maximum Drawdown | 0.3501 | |||
| Potential Upside | 0.0879 | |||
| Skewness | (2.41) | |||
| Kurtosis | 17.97 |
Jpmorgan Strategic Income Backtested Returns
At this stage we consider Jpmorgan Mutual Fund to be very steady. Jpmorgan Strategic Income holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Jpmorgan Strategic Income, which you can use to evaluate the volatility of the entity. Please check out Jpmorgan Strategic's Standard Deviation of 0.0464, risk adjusted performance of (0.0005), and Market Risk Adjusted Performance of 0.1035 to validate if the risk estimate we provide is consistent with the expected return of 0.0086%. The fund retains a Market Volatility (i.e., Beta) of -0.0072, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jpmorgan Strategic are expected to decrease at a much lower rate. During the bear market, Jpmorgan Strategic is likely to outperform the market.
Auto-correlation | 0.51 |
Modest predictability
Jpmorgan Strategic Income has modest predictability. Overlapping area represents the amount of predictability between Jpmorgan Strategic time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Jpmorgan Strategic Income price movement. The serial correlation of 0.51 indicates that about 51.0% of current Jpmorgan Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Price to Book ratio is mostly used in financial services industries where assets and liabilities are typically represented by dollars. Although low Price to Book ratio generally implies that the firm is undervalued, it is often a good indicator that the company may be in financial or managerial distress and should be investigated more carefully.
| Competition |
Based on the latest financial disclosure, Jpmorgan Strategic Income has a Price To Book of 0.15 times. This is much higher than that of the JPMorgan family and significantly higher than that of the Nontraditional Bond category. The price to book for all United States funds is notably lower than that of the firm.
Jpmorgan Strategic Income Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Jpmorgan Strategic's current stock value. Our valuation model uses many indicators to compare Jpmorgan Strategic value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Jpmorgan Strategic competition to find correlations between indicators driving Jpmorgan Strategic's intrinsic value. More Info.Jpmorgan Strategic Income is currently considered the top fund in price to earning among similar funds. It also is currently considered the top fund in price to book among similar funds fabricating about 0.01 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Jpmorgan Strategic Income is roughly 88.33 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Jpmorgan Strategic's earnings, one of the primary drivers of an investment's value.Jpmorgan Price To Book Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Jpmorgan Strategic's direct or indirect competition against its Price To Book to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Jpmorgan Strategic could also be used in its relative valuation, which is a method of valuing Jpmorgan Strategic by comparing valuation metrics of similar companies.Jpmorgan Strategic is currently under evaluation in price to book among similar funds.
Jpmorgan Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Jpmorgan Strategic's current stock value. Our valuation model uses many indicators to compare Jpmorgan Strategic value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Jpmorgan Strategic competition to find correlations between indicators driving Jpmorgan Strategic's intrinsic value. More Info.Jpmorgan Strategic Income is currently considered the top fund in price to earning among similar funds. It also is currently considered the top fund in price to book among similar funds fabricating about 0.01 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Jpmorgan Strategic Income is roughly 88.33 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Jpmorgan Strategic's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Jpmorgan Strategic
.Asset allocation divides Jpmorgan Strategic's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Jpmorgan Fundamentals
| Price To Earning | 13.25 X | |||
| Price To Book | 0.15 X | |||
| Price To Sales | 0.15 X | |||
| Total Asset | 7.1 B | |||
| Annual Yield | 0.04 % | |||
| Year To Date Return | 0.31 % | |||
| One Year Return | 4.01 % | |||
| Three Year Return | 4.89 % | |||
| Five Year Return | 3.15 % | |||
| Ten Year Return | 2.92 % | |||
| Net Asset | 9.69 B | |||
| Minimum Initial Investment | 1000 K | |||
| Last Dividend Paid | 0.01 | |||
| Cash Position Weight | 51.73 % | |||
| Equity Positions Weight | 0.74 % | |||
| Bond Positions Weight | 42.83 % |
About Jpmorgan Strategic Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Jpmorgan Strategic Income's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Jpmorgan Strategic using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Jpmorgan Strategic Income based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund has an absolute return orientation which means that it is not managed relative to an index. It has flexibility to allocate its assets among a broad range of fixed income securities and derivatives as well as in a single or limited number of strategiessectors including cash, money market instruments and short-term investments. The fund may invest up to 100 percent of its total assets in securities that are rated below investment grade or the unrated equivalent.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Jpmorgan Mutual Fund
Jpmorgan Strategic financial ratios help investors to determine whether Jpmorgan Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Jpmorgan with respect to the benefits of owning Jpmorgan Strategic security.
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