Jpmorgan Value Factor Etf Market Value
| JVAL Etf | USD 51.76 0.33 0.64% |
| Symbol | JPMorgan |
The market value of JPMorgan Value Factor is measured differently than its book value, which is the value of JPMorgan that is recorded on the company's balance sheet. Investors also form their own opinion of JPMorgan Value's value that differs from its market value or its book value, called intrinsic value, which is JPMorgan Value'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 JPMorgan Value's market value can be influenced by many factors that don't directly affect JPMorgan Value's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that JPMorgan Value's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether JPMorgan Value represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, JPMorgan Value's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
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 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 JPMorgan Value.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in JPMorgan Value on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding JPMorgan Value Factor or generate 0.0% return on investment in JPMorgan Value over 90 days. JPMorgan Value is related to or competes with JPMorgan Diversified, SPDR Russell, Longview Advantage, WisdomTree China, Invesco International, First Trust, and IShares Morningstar. The fund will invest at least 80 percent of its assets in securities included in the underlying index 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 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 JPMorgan Value Factor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8773 | |||
| Information Ratio | 0.0509 | |||
| Maximum Drawdown | 4.51 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.73 |
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 | 0.1442 | |||
| Jensen Alpha | 0.1726 | |||
| Total Risk Alpha | 0.0258 | |||
| Sortino Ratio | 0.0519 | |||
| Treynor Ratio | (1.19) |
JPMorgan Value February 27, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1442 | |||
| Market Risk Adjusted Performance | (1.18) | |||
| Mean Deviation | 0.6886 | |||
| Semi Deviation | 0.6289 | |||
| Downside Deviation | 0.8773 | |||
| Coefficient Of Variation | 533.71 | |||
| Standard Deviation | 0.8953 | |||
| Variance | 0.8015 | |||
| Information Ratio | 0.0509 | |||
| Jensen Alpha | 0.1726 | |||
| Total Risk Alpha | 0.0258 | |||
| Sortino Ratio | 0.0519 | |||
| Treynor Ratio | (1.19) | |||
| Maximum Drawdown | 4.51 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.73 | |||
| Downside Variance | 0.7697 | |||
| Semi Variance | 0.3955 | |||
| Expected Short fall | (0.75) | |||
| Skewness | 0.0749 | |||
| Kurtosis | 0.5766 |
JPMorgan Value Factor Backtested Returns
As of now, JPMorgan Etf is very steady. JPMorgan Value Factor holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for JPMorgan Value Factor, which you can use to evaluate the volatility of the entity. Please check out JPMorgan Value's risk adjusted performance of 0.1442, and Market Risk Adjusted Performance of (1.18) to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The etf retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JPMorgan Value are expected to decrease at a much lower rate. During the bear market, JPMorgan Value is likely to outperform the market.
Auto-correlation | 0.50 |
Modest predictability
JPMorgan Value Factor has modest predictability. Overlapping area represents the amount of predictability between JPMorgan Value time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th of February 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 Factor price movement. The serial correlation of 0.5 indicates that about 50.0% of current JPMorgan Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
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JPMorgan Value 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.