Jpmorgan Mortgage Backed Securities Fund Manager Performance Evaluation
| JMBUX Fund | USD 10.13 0.01 0.1% |
The fund retains a Market Volatility (i.e., Beta) of -0.0637, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jpmorgan Mortgage-backed are expected to decrease at a much lower rate. During the bear market, Jpmorgan Mortgage-backed is likely to outperform the market.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Jpmorgan Mortgage Backed Securities has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Jpmorgan Mortgage-backed is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 0.2500 |
Jpmorgan |
Jpmorgan Mortgage-backed Relative Risk vs. Return Landscape
If you would invest 1,031 in Jpmorgan Mortgage Backed Securities on August 26, 2024 and sell it today you would lose (18.00) from holding Jpmorgan Mortgage Backed Securities or give up 1.75% of portfolio value over 90 days. Jpmorgan Mortgage Backed Securities is currently producing negative expected returns and takes up 0.2717% volatility of returns over 90 trading days. Put another way, 2% of traded mutual funds are less volatile than Jpmorgan, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Jpmorgan Mortgage-backed Current Valuation
Overvalued
Today
Please note that Jpmorgan Mortgage-backed's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Jpmorgan Mortgage-backed retains a regular Real Value of $9.81 per share. The prevalent price of the fund is $10.13. We determine the value of Jpmorgan Mortgage-backed from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Since Jpmorgan Mortgage-backed is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Jpmorgan Mutual Fund. However, Jpmorgan Mortgage-backed's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 10.13 | Real 9.81 | Hype 10.13 | Naive 10.13 |
The intrinsic value of Jpmorgan Mortgage-backed's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Jpmorgan Mortgage-backed's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Jpmorgan Mortgage Backed Securities helps investors to forecast how Jpmorgan mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Jpmorgan Mortgage-backed more accurately as focusing exclusively on Jpmorgan Mortgage-backed's fundamentals will not take into account other important factors: Jpmorgan Mortgage-backed Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Mortgage-backed's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Jpmorgan Mortgage Backed Securities, and traders can use it to determine the average amount a Jpmorgan Mortgage-backed'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 = -0.0984
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JMBUX |
Estimated Market Risk
| 0.27 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Jpmorgan Mortgage-backed is not performing at its full potential. However, 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 Mortgage-backed by adding Jpmorgan Mortgage-backed to a well-diversified portfolio.
Jpmorgan Mortgage-backed Fundamentals Growth
Jpmorgan Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Jpmorgan Mortgage-backed, and Jpmorgan Mortgage-backed fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Jpmorgan Mutual Fund performance.
| Total Asset | 4.07 B | ||||
About Jpmorgan Mortgage-backed Performance
Evaluating Jpmorgan Mortgage-backed's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Jpmorgan Mortgage-backed 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 Mortgage-backed has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund invests mainly in investment grade mortgage-backed securities or unrated mortgage-backed securities which the adviser determines to be of comparable quality. Under normal circumstances, it invests at least 80 percent of its assets in mortgage-backed securities. Assets means net assets plus the amount of borrowings for investment purposes. The funds average weighted maturity will normally range between two and ten years.Things to note about Jpmorgan Mortgage-backed performance evaluation
Checking the ongoing alerts about Jpmorgan Mortgage-backed for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Jpmorgan Mortgage-backed help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Jpmorgan Mortgage-backed generated a negative expected return over the last 90 days | |
| The fund generated three year return of -1.0% | |
| Jpmorgan Mortgage-backed retains most of the assets under management (AUM) in different types of exotic instruments. |
- Analyzing Jpmorgan Mortgage-backed's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Jpmorgan Mortgage-backed's stock is overvalued or undervalued compared to its peers.
- Examining Jpmorgan Mortgage-backed's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Jpmorgan Mortgage-backed's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Jpmorgan Mortgage-backed's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Jpmorgan Mortgage-backed's mutual fund. These opinions can provide insight into Jpmorgan Mortgage-backed's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Jpmorgan Mutual Fund
Jpmorgan Mortgage-backed 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 Mortgage-backed security.
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