Jpmorgan Disciplined Equity Fund Market Value
| JDESX Fund | USD 46.99 0.27 0.58% |
| Symbol | JPMORGAN |
Jpmorgan Disciplined '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 Disciplined'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 Disciplined.
| 08/29/2024 |
| 11/27/2024 |
If you would invest 0.00 in Jpmorgan Disciplined on August 29, 2024 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Disciplined Equity or generate 0.0% return on investment in Jpmorgan Disciplined over 90 days. Jpmorgan Disciplined is related to or competes with Rbc Ultra-short, Versatile Bond, Ms Global, T Rowe, Multisector Bond, Ultra-short Fixed, and Rational/pier. The fund invests at least 80 percent of its net assets plus the amount of borrowings for investment purposes More
Jpmorgan Disciplined 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 Disciplined'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 Disciplined Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9026 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 4.02 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.09 |
Jpmorgan Disciplined Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Disciplined's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Disciplined's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Disciplined historical prices to predict the future Jpmorgan Disciplined's volatility.| Risk Adjusted Performance | 0.1131 | |||
| Jensen Alpha | 0.0989 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 2.33 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan Disciplined'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 Disciplined Backtested Returns
At this stage we consider JPMORGAN Mutual Fund to be very steady. Jpmorgan Disciplined holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jpmorgan Disciplined, which you can use to evaluate the volatility of the entity. Please check out Jpmorgan Disciplined's Downside Deviation of 0.9026, market risk adjusted performance of 2.34, and Risk Adjusted Performance of 0.1131 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The fund retains a Market Volatility (i.e., Beta) of 0.0447, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jpmorgan Disciplined's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jpmorgan Disciplined is expected to be smaller as well.
Auto-correlation | 0.53 |
Modest predictability
Jpmorgan Disciplined Equity has modest predictability. Overlapping area represents the amount of predictability between Jpmorgan Disciplined time series from 29th of August 2024 to 13th of October 2024 and 13th of October 2024 to 27th of November 2024. 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 Disciplined price movement. The serial correlation of 0.53 indicates that about 53.0% of current Jpmorgan Disciplined price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Jpmorgan Disciplined lagged returns against current returns
Autocorrelation, which is Jpmorgan Disciplined 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 Disciplined's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Disciplined returns to help us make a trade decision. For example, suppose you find that Jpmorgan Disciplined 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 Disciplined 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 Disciplined mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Disciplined 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 Disciplined mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jpmorgan Disciplined Lagged Returns
When evaluating Jpmorgan Disciplined's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan Disciplined mutual fund have on its future price. Jpmorgan Disciplined 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 Disciplined autocorrelation shows the relationship between Jpmorgan Disciplined mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan Disciplined Equity.
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 Disciplined 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 Disciplined security.
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