JPM Global (UK) Performance
| JSGE Etf | 2,522 23.00 0.92% |
The etf retains a Market Volatility (i.e., Beta) of 0.52, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JPM Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPM Global is expected to be smaller as well.
Risk-Adjusted Performance
13 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in JPM Global Research are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively unsteady basic indicators, JPM Global may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
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JPM Global Relative Risk vs. Return Landscape
If you would invest 235,000 in JPM Global Research on August 26, 2024 and sell it today you would earn a total of 17,200 from holding JPM Global Research or generate 7.32% return on investment over 90 days. JPM Global Research is generating 0.1107% of daily returns and assumes 0.6396% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than JPM, and 98% 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 Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPM Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPM Global Research, and traders can use it to determine the average amount a JPM Global'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 = 0.1731
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Estimated Market Risk
| 0.64 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average JPM Global is performing at about 13% 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 Global by adding it to a well-diversified portfolio.