JPMorgan ETFs (Germany) Performance
| JREE Etf | EUR 42.11 0.42 1.01% |
The etf retains a Market Volatility (i.e., Beta) of 0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JPMorgan ETFs' returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan ETFs is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days JPMorgan ETFs ICAV has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, JPMorgan ETFs is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
JPMorgan |
JPMorgan ETFs Relative Risk vs. Return Landscape
If you would invest 4,323 in JPMorgan ETFs ICAV on August 27, 2024 and sell it today you would lose (112.00) from holding JPMorgan ETFs ICAV or give up 2.59% of portfolio value over 90 days. JPMorgan ETFs ICAV is producing return of less than zero assuming 0.7842% volatility of returns over the 90 days investment horizon. Simply put, 6% of all etfs have less volatile historical return distribution than JPMorgan ETFs, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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JPMorgan ETFs Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan ETFs' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPMorgan ETFs ICAV, and traders can use it to determine the average amount a JPMorgan ETFs' 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 = -0.0476
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| Negative Returns | JREE |
Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average JPMorgan ETFs 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 ETFs by adding JPMorgan ETFs to a well-diversified portfolio.
About JPMorgan ETFs Performance
By analyzing JPMorgan ETFs' fundamental ratios, stakeholders can gain valuable insights into JPMorgan ETFs' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if JPMorgan ETFs 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 ETFs has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| JPMorgan ETFs ICAV generated a negative expected return over the last 90 days |
Other Information on Investing in JPMorgan Etf
JPMorgan ETFs financial ratios help investors to determine whether JPMorgan Etf 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 ETFs security.