JPMorgan Equity Standard Deviation
| JPEF ETF | | | 79.29 -0.42 -0.53% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is JPMorgan Equity's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
JPMorgan Equity carries a Standard Deviation of 0.9198, consistent with low price variability. This places JPMorgan Equity at the lower end of the volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 0.9198 | |
Standard Deviation Peers Comparison
Among sector peers, JPMorgan Equity's Standard Deviation of 0.9198 is below the 1.33 group average. The range runs from 0.5565 (iShares Core Moderate) to 2.15 (ARK Autonomous Technology). JPMorgan Equity has exhibited less price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for JPMorgan Equity and its peers. Each point represents one equity — position along the horizontal axis shows Standard Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
JPMorgan Equity records a Standard Deviation of
0.92 and a Maximum Drawdown of
3.45 , yielding roughly
3.75 units of Maximum Drawdown per Standard Deviation. This indicates Maximum Drawdown is significantly higher than Standard Deviation for JPMorgan Equity.
Methodology, Assumptions & Data Sources
JPMorgan Equity has a current Standard Deviation reading of 0.9198. JPMorgan Equity's Standard Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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