Jpmorgan Porate Bond Fund Market Value
| CBFSX Fund | USD 8.50 0.03 0.35% |
| Symbol | Jpmorgan |
Jpmorgan Porate '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 Porate'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 Porate.
| 12/02/2025 |
| 01/01/2026 |
If you would invest 0.00 in Jpmorgan Porate on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Porate Bond or generate 0.0% return on investment in Jpmorgan Porate over 30 days. Jpmorgan Porate is related to or competes with Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, and Jpmorgan Smartretirement. The fund mainly invests in corporate bonds that are rated investment grade by a nationally recognized statistical rating... More
Jpmorgan Porate 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 Porate'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 Porate Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2466 | |||
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 0.8222 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.3525 |
Jpmorgan Porate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Porate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Porate's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Porate historical prices to predict the future Jpmorgan Porate's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.22) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan Porate'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 Porate Bond Backtested Returns
At this stage we consider Jpmorgan Mutual Fund to be very steady. Jpmorgan Porate Bond holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jpmorgan Porate Bond, which you can use to evaluate the volatility of the entity. Please check out Jpmorgan Porate's Downside Deviation of 0.2466, risk adjusted performance of (0.01), and Market Risk Adjusted Performance of (0.07) to validate if the risk estimate we provide is consistent with the expected return of 2.0E-4%. The fund retains a Market Volatility (i.e., Beta) of 0.0748, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jpmorgan Porate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jpmorgan Porate is expected to be smaller as well.
Auto-correlation | 0.30 |
Below average predictability
Jpmorgan Porate Bond has below average predictability. Overlapping area represents the amount of predictability between Jpmorgan Porate time series from 2nd of December 2025 to 17th of December 2025 and 17th of December 2025 to 1st of January 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 Porate Bond price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Jpmorgan Porate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Jpmorgan Porate Bond lagged returns against current returns
Autocorrelation, which is Jpmorgan Porate mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Jpmorgan Porate's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Porate returns to help us make a trade decision. For example, suppose you find that Jpmorgan Porate has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Jpmorgan Porate regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Jpmorgan Porate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Porate mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jpmorgan Porate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jpmorgan Porate Lagged Returns
When evaluating Jpmorgan Porate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan Porate mutual fund have on its future price. Jpmorgan Porate autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Jpmorgan Porate autocorrelation shows the relationship between Jpmorgan Porate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan Porate Bond.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Porate 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 Porate security.
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