JPMorgan Global (UK) Market Value
| JEMI Stock | 137.50 1.50 1.08% |
| Symbol | JPMorgan |
JPMorgan Global '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 Global'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 Global.
| 04/07/2023 |
| 02/25/2025 |
If you would invest 0.00 in JPMorgan Global on April 7, 2023 and sell it all today you would earn a total of 0.00 from holding JPMorgan Global Emerging or generate 0.0% return on investment in JPMorgan Global over 690 days. JPMorgan Global is related to or competes with Samsung Electronics, Samsung Electronics, Samsung Electronics, Toyota, State Bank, SoftBank Group, and Reliance Industries. JPMorgan Global is entity of United Kingdom More
JPMorgan Global 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 Global'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 Global Emerging upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.0708 | |||
| Maximum Drawdown | 4.88 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 1.85 |
JPMorgan Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPMorgan Global's standard deviation. In reality, there are many statistical measures that can use JPMorgan Global historical prices to predict the future JPMorgan Global's volatility.| Risk Adjusted Performance | 0.0582 | |||
| Jensen Alpha | 0.0608 | |||
| Total Risk Alpha | 0.0674 | |||
| Sortino Ratio | 0.0567 | |||
| Treynor Ratio | (0.66) |
JPMorgan Global Emerging Backtested Returns
Currently, JPMorgan Global Emerging is very steady. JPMorgan Global Emerging holds Efficiency (Sharpe) Ratio of 0.081, which attests that the entity had a 0.081 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for JPMorgan Global Emerging, which you can use to evaluate the volatility of the firm. Please check out JPMorgan Global's market risk adjusted performance of (0.65), and Risk Adjusted Performance of 0.0582 to validate if the risk estimate we provide is consistent with the expected return of 0.0778%. JPMorgan Global has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0924, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JPMorgan Global are expected to decrease at a much lower rate. During the bear market, JPMorgan Global is likely to outperform the market. JPMorgan Global Emerging currently retains a risk of 0.96%. Please check out JPMorgan Global total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if JPMorgan Global will be following its current trending patterns.
Auto-correlation | 0.30 |
Below average predictability
JPMorgan Global Emerging has below average predictability. Overlapping area represents the amount of predictability between JPMorgan Global time series from 7th of April 2023 to 17th of March 2024 and 17th of March 2024 to 25th of February 2025. 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 Global Emerging price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current JPMorgan Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 6.59 |
JPMorgan Global Emerging lagged returns against current returns
Autocorrelation, which is JPMorgan Global 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 Global's stock expected returns. We can calculate the autocorrelation of JPMorgan Global returns to help us make a trade decision. For example, suppose you find that JPMorgan Global 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 Global 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 Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPMorgan Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPMorgan Global stock over time.
Current vs Lagged Prices |
| Timeline |
JPMorgan Global Lagged Returns
When evaluating JPMorgan Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPMorgan Global stock have on its future price. JPMorgan Global 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 Global autocorrelation shows the relationship between JPMorgan Global stock current value and its past values and can show if there is a momentum factor associated with investing in JPMorgan Global Emerging.
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 Global's price analysis, check to measure JPMorgan Global'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 Global is operating at the current time. Most of JPMorgan Global's value examination focuses on studying past and present price action to predict the probability of JPMorgan Global'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 Global's price. Additionally, you may evaluate how the addition of JPMorgan Global to your portfolios can decrease your overall portfolio volatility.