Jpmorgan Fundamental Data Etf Performance
| MCDS Etf | 57.60 0.40 0.69% |
The etf retains a Market Volatility (i.e., Beta) of 0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JPMorgan Fundamental's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan Fundamental is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in JPMorgan Fundamental Data are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable fundamental indicators, JPMorgan Fundamental is not utilizing all of its potentials. The recent stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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JPMorgan Fundamental Relative Risk vs. Return Landscape
If you would invest 5,514 in JPMorgan Fundamental Data on November 1, 2024 and sell it today you would earn a total of 246.00 from holding JPMorgan Fundamental Data or generate 4.46% return on investment over 90 days. JPMorgan Fundamental Data is currently generating 0.0774% in daily expected returns and assumes 0.8278% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than JPMorgan, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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JPMorgan Fundamental Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Fundamental's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPMorgan Fundamental Data, and traders can use it to determine the average amount a JPMorgan Fundamental'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 = 0.0935
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Estimated Market Risk
| 0.83 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average JPMorgan Fundamental is performing at about 7% 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 Fundamental by adding it to a well-diversified portfolio.
About JPMorgan Fundamental Performance
Assessing JPMorgan Fundamental's fundamental ratios provides investors with valuable insights into JPMorgan Fundamental's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the JPMorgan Fundamental 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.