JPMorgan China (UK) Market Value
| JCGI Stock | 296.50 0.11 0.04% |
| Symbol | JPMorgan |
JPMorgan China '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 China's stock 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 China.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in JPMorgan China on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding JPMorgan China Growth or generate 0.0% return on investment in JPMorgan China over 360 days. JPMorgan China is related to or competes with Target Healthcare, OPKO Health, Siemens Healthineers, Zurich Insurance, Heavitree Brewery, Eco Animal, and Abingdon Health. JPMorgan China is entity of United Kingdom More
JPMorgan China 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 China's stock 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 China Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.58 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 2.11 |
JPMorgan China Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan China's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPMorgan China's standard deviation. In reality, there are many statistical measures that can use JPMorgan China historical prices to predict the future JPMorgan China's volatility.| Risk Adjusted Performance | 0.0337 | |||
| Jensen Alpha | 0.0136 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1458 |
JPMorgan China Growth Backtested Returns
Currently, JPMorgan China Growth is very steady. JPMorgan China Growth holds Efficiency (Sharpe) Ratio of 0.084, which attests that the entity had a 0.084 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for JPMorgan China Growth, which you can use to evaluate the volatility of the firm. Please check out JPMorgan China's risk adjusted performance of 0.0337, and Market Risk Adjusted Performance of 0.1558 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. JPMorgan China has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JPMorgan China's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan China is expected to be smaller as well. JPMorgan China Growth currently retains a risk of 1.2%. Please check out JPMorgan China standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if JPMorgan China will be following its current trending patterns.
Auto-correlation | -0.07 |
Very weak reverse predictability
JPMorgan China Growth has very weak reverse predictability. Overlapping area represents the amount of predictability between JPMorgan China time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 China Growth price movement. The serial correlation of -0.07 indicates that barely 7.0% of current JPMorgan China price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 290.78 |
JPMorgan China Growth lagged returns against current returns
Autocorrelation, which is JPMorgan China stock'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 China's stock expected returns. We can calculate the autocorrelation of JPMorgan China returns to help us make a trade decision. For example, suppose you find that JPMorgan China has exhibited high autocorrelation historically, and you observe that the stock 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 China 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 China stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPMorgan China stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPMorgan China stock over time.
Current vs Lagged Prices |
| Timeline |
JPMorgan China Lagged Returns
When evaluating JPMorgan China's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPMorgan China stock have on its future price. JPMorgan China 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 China autocorrelation shows the relationship between JPMorgan China stock current value and its past values and can show if there is a momentum factor associated with investing in JPMorgan China Growth.
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.Additional Tools for JPMorgan Stock Analysis
When running JPMorgan China's price analysis, check to measure JPMorgan China's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy JPMorgan China is operating at the current time. Most of JPMorgan China's value examination focuses on studying past and present price action to predict the probability of JPMorgan China's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JPMorgan China's price. Additionally, you may evaluate how the addition of JPMorgan China to your portfolios can decrease your overall portfolio volatility.