Jp Morgan Exchange Traded Etf Market Value
| JMSI Etf | 50.65 0.12 0.24% |
| Symbol | JMSI |
The market value of JP Morgan Exchange is measured differently than its book value, which is the value of JMSI that is recorded on the company's balance sheet. Investors also form their own opinion of JP Morgan's value that differs from its market value or its book value, called intrinsic value, which is JP Morgan's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because JP Morgan's market value can be influenced by many factors that don't directly affect JP Morgan's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between JP Morgan's value and its price as these two are different measures arrived at by different means. Investors typically determine if JP Morgan is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JP Morgan's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
JP Morgan '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 JP Morgan'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 JP Morgan.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in JP Morgan on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding JP Morgan Exchange Traded or generate 0.0% return on investment in JP Morgan over 90 days. JP Morgan is related to or competes with IShares Trust, Roundhill Bitcoin, IQ MacKay, Northern Lights, Morgan Stanley, Vanguard Ultra, and WisdomTree Japan. More
JP Morgan 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 JP Morgan'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 JP Morgan Exchange Traded upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1257 | |||
| Information Ratio | (0.69) | |||
| Maximum Drawdown | 0.5787 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.18 |
JP Morgan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JP Morgan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JP Morgan's standard deviation. In reality, there are many statistical measures that can use JP Morgan historical prices to predict the future JP Morgan's volatility.| Risk Adjusted Performance | 0.0512 | |||
| Jensen Alpha | 0.0038 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.69) | |||
| Treynor Ratio | 0.2083 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of JP Morgan'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.
JP Morgan January 23, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.0512 | |||
| Market Risk Adjusted Performance | 0.2183 | |||
| Mean Deviation | 0.0983 | |||
| Downside Deviation | 0.1257 | |||
| Coefficient Of Variation | 738.03 | |||
| Standard Deviation | 0.1255 | |||
| Variance | 0.0157 | |||
| Information Ratio | (0.69) | |||
| Jensen Alpha | 0.0038 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.69) | |||
| Treynor Ratio | 0.2083 | |||
| Maximum Drawdown | 0.5787 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.18 | |||
| Downside Variance | 0.0158 | |||
| Semi Variance | (0) | |||
| Expected Short fall | (0.11) | |||
| Skewness | 0.0469 | |||
| Kurtosis | (0.03) |
JP Morgan Exchange Backtested Returns
JP Morgan is out of control at the moment. JP Morgan Exchange retains Efficiency (Sharpe Ratio) of 0.13, which attests that the entity had a 0.13 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for JP Morgan, which you can use to evaluate the volatility of the entity. Please check out JP Morgan's Variance of 0.0157, market risk adjusted performance of 0.2183, and Downside Deviation of 0.1257 to validate if the risk estimate we provide is consistent with the expected return of 0.017%. The etf owns a Beta (Systematic Risk) of 0.0336, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JP Morgan's returns are expected to increase less than the market. However, during the bear market, the loss of holding JP Morgan is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
JP Morgan Exchange Traded has good predictability. Overlapping area represents the amount of predictability between JP Morgan time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 JP Morgan Exchange price movement. The serial correlation of 0.7 indicates that around 70.0% of current JP Morgan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Currently Active Assets on Macroaxis
When determining whether JP Morgan Exchange offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of JP Morgan's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Jp Morgan Exchange Traded Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Jp Morgan Exchange Traded Etf:Check out JP Morgan Correlation, JP Morgan Volatility and JP Morgan Alpha and Beta module to complement your research on JP Morgan. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
JP Morgan technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.