Jpmorgan Chase Financial Etf Performance
| AMJB Etf | 31.91 0.18 0.56% |
The etf retains a Market Volatility (i.e., Beta) of 0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JPMorgan Chase's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan Chase is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in JPMorgan Chase Financial are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. Despite somewhat uncertain forward-looking indicators, JPMorgan Chase sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
JPMorgan |
JPMorgan Chase Relative Risk vs. Return Landscape
If you would invest 2,773 in JPMorgan Chase Financial on November 2, 2024 and sell it today you would earn a total of 418.00 from holding JPMorgan Chase Financial or generate 15.07% return on investment over 90 days. JPMorgan Chase Financial is currently generating 0.2408% in daily expected returns and assumes 1.156% risk (volatility on return distribution) over the 90 days horizon. In different words, 10% of etfs are less volatile than JPMorgan, and 96% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
JPMorgan Chase Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Chase's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPMorgan Chase Financial, and traders can use it to determine the average amount a JPMorgan Chase's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2083
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | AMJB | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.16 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.24 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average JPMorgan Chase is performing at about 16% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JPMorgan Chase by adding it to a well-diversified portfolio.
About JPMorgan Chase Performance
By analyzing JPMorgan Chase's fundamental ratios, stakeholders can gain valuable insights into JPMorgan Chase's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if JPMorgan Chase has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if JPMorgan Chase has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.