JPM AC (UK) Performance
| JRXE Etf | 1,760 7.40 0.42% |
The etf retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JPM AC's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPM AC is expected to be smaller as well.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in JPM AC Asia are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, JPM AC is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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JPM AC Relative Risk vs. Return Landscape
If you would invest 167,824 in JPM AC Asia on August 30, 2024 and sell it today you would earn a total of 8,216 from holding JPM AC Asia or generate 4.9% return on investment over 90 days. JPM AC Asia is generating 0.0793% of daily returns and assumes 0.9621% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than JPM, 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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JPM AC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPM AC's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPM AC Asia, and traders can use it to determine the average amount a JPM AC'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 = 0.0824
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Estimated Market Risk
| 0.96 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average JPM AC is performing at about 6% 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 JPM AC by adding it to a well-diversified portfolio.
About JPM AC Performance
Assessing JPM AC's fundamental ratios provides investors with valuable insights into JPM AC's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the JPM AC is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
JPM AC is entity of United Kingdom. It is traded as Etf on LSE exchange.