Jpmorgan Trust Iv Fund Market Value
| JSBPX Fund | 20.87 0.09 0.43% |
| Symbol | Jpmorgan |
Jpmorgan Trust '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 Trust'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 Trust.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Jpmorgan Trust on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Trust Iv or generate 0.0% return on investment in Jpmorgan Trust over 30 days. Jpmorgan Trust is related to or competes with Legg Mason, Aqr Large, Transamerica Large, Goldman Sachs, Fidelity Stock, Qs Us, and Jhancock Disciplined. More
Jpmorgan Trust 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 Trust'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 Trust Iv upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7197 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 3.01 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.01 |
Jpmorgan Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Trust's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Trust historical prices to predict the future Jpmorgan Trust's volatility.| Risk Adjusted Performance | 0.0347 | |||
| Jensen Alpha | 0.0229 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (1.78) |
Jpmorgan Trust Iv Backtested Returns
At this stage we consider Jpmorgan Mutual Fund to be very steady. Jpmorgan Trust Iv holds Efficiency (Sharpe) Ratio of 0.0474, which attests that the entity had a 0.0474% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jpmorgan Trust Iv, which you can use to evaluate the volatility of the entity. Please check out Jpmorgan Trust's Risk Adjusted Performance of 0.0347, market risk adjusted performance of (1.77), and Downside Deviation of 0.7197 to validate if the risk estimate we provide is consistent with the expected return of 0.0317%. The fund retains a Market Volatility (i.e., Beta) of -0.0122, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jpmorgan Trust are expected to decrease at a much lower rate. During the bear market, Jpmorgan Trust is likely to outperform the market.
Auto-correlation | 0.19 |
Very weak predictability
Jpmorgan Trust Iv has very weak predictability. Overlapping area represents the amount of predictability between Jpmorgan Trust time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Trust Iv price movement. The serial correlation of 0.19 indicates that over 19.0% of current Jpmorgan Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Jpmorgan Trust Iv lagged returns against current returns
Autocorrelation, which is Jpmorgan Trust 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 Trust's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Trust returns to help us make a trade decision. For example, suppose you find that Jpmorgan Trust 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 Trust 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 Trust mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Trust 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 Trust mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jpmorgan Trust Lagged Returns
When evaluating Jpmorgan Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan Trust mutual fund have on its future price. Jpmorgan Trust 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 Trust autocorrelation shows the relationship between Jpmorgan Trust mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan Trust Iv.
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 Trust 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 Trust security.
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities |