Jpmorgan Value Advantage Fund Market Value
| JVAIX Fund | USD 37.54 0.18 0.48% |
| Symbol | Jpmorgan |
Jpmorgan Value '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 Value'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 Value.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Jpmorgan Value on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Value Advantage or generate 0.0% return on investment in Jpmorgan Value over 90 days. Jpmorgan Value is related to or competes with Jpmorgan Value, Jpmorgan Value, Jpmorgan Value, Prudential Jennison, T Rowe, Hartford Schroders, and Jpmorgan Emerging. The fund will invest primarily in equity securities across all market capitalizations More
Jpmorgan Value 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 Value'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 Value Advantage upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7132 | |||
| Information Ratio | 0.1046 | |||
| Maximum Drawdown | 15.32 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.5 |
Jpmorgan Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Value's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Value historical prices to predict the future Jpmorgan Value's volatility.| Risk Adjusted Performance | 0.1242 | |||
| Jensen Alpha | 0.1794 | |||
| Total Risk Alpha | 0.0513 | |||
| Sortino Ratio | 0.2754 | |||
| Treynor Ratio | 0.2459 |
Jpmorgan Value January 22, 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 | 0.1242 | |||
| Market Risk Adjusted Performance | 0.2559 | |||
| Mean Deviation | 0.7883 | |||
| Semi Deviation | 0.2096 | |||
| Downside Deviation | 0.7132 | |||
| Coefficient Of Variation | 625.21 | |||
| Standard Deviation | 1.88 | |||
| Variance | 3.53 | |||
| Information Ratio | 0.1046 | |||
| Jensen Alpha | 0.1794 | |||
| Total Risk Alpha | 0.0513 | |||
| Sortino Ratio | 0.2754 | |||
| Treynor Ratio | 0.2459 | |||
| Maximum Drawdown | 15.32 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.5 | |||
| Downside Variance | 0.5087 | |||
| Semi Variance | 0.0439 | |||
| Expected Short fall | (1.04) | |||
| Skewness | 6.16 | |||
| Kurtosis | 44.14 |
Jpmorgan Value Advantage Backtested Returns
Jpmorgan Value appears to be very steady, given 3 months investment horizon. Jpmorgan Value Advantage holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jpmorgan Value Advantage, which you can use to evaluate the volatility of the entity. Please utilize Jpmorgan Value's Downside Deviation of 0.7132, risk adjusted performance of 0.1242, and Market Risk Adjusted Performance of 0.2559 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 1.18, 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 Value will likely underperform.
Auto-correlation | 0.00 |
No correlation between past and present
Jpmorgan Value Advantage has no correlation between past and present. Overlapping area represents the amount of predictability between Jpmorgan Value time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd 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 Value Advantage price movement. The serial correlation of 0.0 indicates that just 0.0% of current Jpmorgan Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 2.3 |
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 Value 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 Value security.
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators |