Jpmorgan Small Cap Fund Market Value
| JSVPX Fund | USD 27.06 0.48 1.74% |
| Symbol | Jpmorgan |
Jpmorgan Small '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 Small'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 Small.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Jpmorgan Small on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Small Cap or generate 0.0% return on investment in Jpmorgan Small over 90 days. Jpmorgan Small is related to or competes with T Rowe, Fisher Investments, Multimanager Lifestyle, Retirement Living, Great West, Tiaa-cref Lifecycle, and Target Retirement. The fund invests at least 80 percent of its assets in equity securities of small cap companies More
Jpmorgan Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.975 | |||
| Information Ratio | 0.1373 | |||
| Maximum Drawdown | 12.48 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 2.32 |
Jpmorgan Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Small's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Small historical prices to predict the future Jpmorgan Small's volatility.| Risk Adjusted Performance | 0.1395 | |||
| Jensen Alpha | 0.2068 | |||
| Total Risk Alpha | 0.1441 | |||
| Sortino Ratio | 0.2428 | |||
| Treynor Ratio | 0.2121 |
Jpmorgan Small January 26, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1395 | |||
| Market Risk Adjusted Performance | 0.2221 | |||
| Mean Deviation | 0.9782 | |||
| Semi Deviation | 0.5805 | |||
| Downside Deviation | 0.975 | |||
| Coefficient Of Variation | 547.37 | |||
| Standard Deviation | 1.72 | |||
| Variance | 2.97 | |||
| Information Ratio | 0.1373 | |||
| Jensen Alpha | 0.2068 | |||
| Total Risk Alpha | 0.1441 | |||
| Sortino Ratio | 0.2428 | |||
| Treynor Ratio | 0.2121 | |||
| Maximum Drawdown | 12.48 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 2.32 | |||
| Downside Variance | 0.9506 | |||
| Semi Variance | 0.337 | |||
| Expected Short fall | (1.25) | |||
| Skewness | 4.17 | |||
| Kurtosis | 26.1 |
Jpmorgan Small Cap Backtested Returns
Jpmorgan Small appears to be very steady, given 3 months investment horizon. Jpmorgan Small Cap holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Jpmorgan Small Cap, which you can use to evaluate the volatility of the entity. Please utilize Jpmorgan Small's Market Risk Adjusted Performance of 0.2221, risk adjusted performance of 0.1395, and Downside Deviation of 0.975 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 1.44, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Jpmorgan Small will likely underperform.
Auto-correlation | 0.71 |
Good predictability
Jpmorgan Small Cap has good predictability. Overlapping area represents the amount of predictability between Jpmorgan Small time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Jpmorgan Small Cap price movement. The serial correlation of 0.71 indicates that around 71.0% of current Jpmorgan Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
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 Small 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 Small security.
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