Jpmorgan Active Small Etf Performance
| JPSV Etf | 63.98 0.41 0.64% |
The etf retains a Market Volatility (i.e., Beta) of 0.0843, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jpmorgan Active's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jpmorgan Active is expected to be smaller as well.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Jpmorgan Active Small are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of fairly unsteady basic indicators, Jpmorgan Active may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
Jpmorgan |
Jpmorgan Active Relative Risk vs. Return Landscape
If you would invest 5,936 in Jpmorgan Active Small on August 29, 2024 and sell it today you would earn a total of 462.00 from holding Jpmorgan Active Small or generate 7.78% return on investment over 90 days. Jpmorgan Active Small is currently generating 0.1242% in daily expected returns and assumes 1.2032% risk (volatility on return distribution) over the 90 days horizon. In different words, 10% of etfs are less volatile than Jpmorgan, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Jpmorgan Active Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Active's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Jpmorgan Active Small, and traders can use it to determine the average amount a Jpmorgan Active'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 = 0.1032
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | JPSV | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.2 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average Jpmorgan Active is performing at about 8% 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 Active by adding it to a well-diversified portfolio.
About Jpmorgan Active Performance
Evaluating Jpmorgan Active's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Jpmorgan Active 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 Active 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.