Jpmorgan Large Cap Fund Market Value
| JLPSX Fund | USD 21.58 0.23 1.08% |
| Symbol | Jpmorgan |
Jpmorgan Large '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 Large'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 Large.
| 01/30/2023 |
| 01/19/2025 |
If you would invest 0.00 in Jpmorgan Large on January 30, 2023 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Large Cap or generate 0.0% return on investment in Jpmorgan Large over 720 days. Jpmorgan Large is related to or competes with Jpmorgan, Jpmorgan, Jpmorgan, Jpmorgan Equity, and Jpmorgan. Under normal circumstances, at least 80 percent of the value of the funds assets, which are expected to include both lon... More
Jpmorgan Large 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 Large'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 Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.19 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.22 |
Jpmorgan Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Large's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Large historical prices to predict the future Jpmorgan Large's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan Large'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 Large Cap Backtested Returns
Jpmorgan Large Cap holds Efficiency (Sharpe) Ratio of -0.0562, which attests that the entity had a -0.0562% return per unit of risk over the last 3 months. Jpmorgan Large Cap exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jpmorgan Large's Market Risk Adjusted Performance of (0.19), standard deviation of 1.18, and Risk Adjusted Performance of (0.04) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jpmorgan Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jpmorgan Large is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
Jpmorgan Large Cap has very good predictability. Overlapping area represents the amount of predictability between Jpmorgan Large time series from 30th of January 2023 to 25th of January 2024 and 25th of January 2024 to 19th of January 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 Large Cap price movement. The serial correlation of 0.82 indicates that around 82.0% of current Jpmorgan Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 1.83 |
Jpmorgan Large Cap lagged returns against current returns
Autocorrelation, which is Jpmorgan Large 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 Large's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Large returns to help us make a trade decision. For example, suppose you find that Jpmorgan Large 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 Large 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 Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Large 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 Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jpmorgan Large Lagged Returns
When evaluating Jpmorgan Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan Large mutual fund have on its future price. Jpmorgan Large 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 Large autocorrelation shows the relationship between Jpmorgan Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan Large Cap.
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in Jpmorgan Mutual Fund
Jpmorgan Large 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 Large security.
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |