Jpmorgan Value Active Etf Market Value
| JAVA Etf | 27.71 0.60 2.12% |
| Symbol | JPMorgan |
JPMorgan Value '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 Value's etf 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 Value.
| 07/25/2025 |
| 01/21/2026 |
If you would invest 0.00 in JPMorgan Value on July 25, 2025 and sell it all today you would earn a total of 0.00 from holding JPMorgan Value Active or generate 0.0% return on investment in JPMorgan Value over 180 days. JPMorgan Value is related to or competes with IShares Core, BMO SP, Vanguard, Global X, IShares Core, BMO MSCI, and BMO SP. JPMorgan Value is entity of Canada. It is traded as Etf on TO exchange. More
JPMorgan Value 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 Value's etf 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 Value Active upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6147 | |||
| Information Ratio | 0.104 | |||
| Maximum Drawdown | 4.26 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.54 |
JPMorgan Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPMorgan Value's standard deviation. In reality, there are many statistical measures that can use JPMorgan Value historical prices to predict the future JPMorgan Value's volatility.| Risk Adjusted Performance | 0.1434 | |||
| Jensen Alpha | 0.1483 | |||
| Total Risk Alpha | 0.0772 | |||
| Sortino Ratio | 0.1377 | |||
| Treynor Ratio | 19.58 |
JPMorgan Value Active Backtested Returns
As of now, JPMorgan Etf is very steady. JPMorgan Value Active holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for JPMorgan Value Active, which you can use to evaluate the volatility of the entity. Please check out JPMorgan Value's risk adjusted performance of 0.1434, and Market Risk Adjusted Performance of 19.59 to validate if the risk estimate we provide is consistent with the expected return of 0.0878%. The etf retains a Market Volatility (i.e., Beta) of 0.0076, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JPMorgan Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan Value is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
JPMorgan Value Active has good predictability. Overlapping area represents the amount of predictability between JPMorgan Value time series from 25th of July 2025 to 23rd of October 2025 and 23rd of October 2025 to 21st 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 Value Active price movement. The serial correlation of 0.66 indicates that around 66.0% of current JPMorgan Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
JPMorgan Value Active lagged returns against current returns
Autocorrelation, which is JPMorgan Value etf'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 Value's etf expected returns. We can calculate the autocorrelation of JPMorgan Value returns to help us make a trade decision. For example, suppose you find that JPMorgan Value has exhibited high autocorrelation historically, and you observe that the etf 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 Value 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 Value etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPMorgan Value etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPMorgan Value etf over time.
Current vs Lagged Prices |
| Timeline |
JPMorgan Value Lagged Returns
When evaluating JPMorgan Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPMorgan Value etf have on its future price. JPMorgan Value 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 Value autocorrelation shows the relationship between JPMorgan Value etf current value and its past values and can show if there is a momentum factor associated with investing in JPMorgan Value Active.
Regressed Prices |
| Timeline |
Pair Trading with JPMorgan Value
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if JPMorgan Value position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in JPMorgan Value will appreciate offsetting losses from the drop in the long position's value.Moving together with JPMorgan Etf
The ability to find closely correlated positions to JPMorgan Value could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace JPMorgan Value when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back JPMorgan Value - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling JPMorgan Value Active to buy it.
The correlation of JPMorgan Value is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as JPMorgan Value moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if JPMorgan Value Active moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for JPMorgan Value can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in JPMorgan Etf
JPMorgan Value financial ratios help investors to determine whether JPMorgan Etf 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 Value security.