Jpmorgan Mortgage Backed Securities Fund Statistic Functions Beta
| JMBUX Fund | USD 10.13 0.01 0.1% |
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The output start index for this execution was three with a total number of output elements of fifty-eight. The Beta measures systematic risk based on how returns on Jpmorgan Mortgage-backed correlated with the market. If Beta is less than 0 Jpmorgan Mortgage-backed generally moves in the opposite direction as compared to the market. If Jpmorgan Mortgage-backed Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Jpmorgan Mortgage-backed is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Jpmorgan Mortgage-backed is generally in the same direction as the market. If Beta > 1 Jpmorgan Mortgage-backed moves generally in the same direction as, but more than the movement of the benchmark.
Jpmorgan Mortgage-backed Technical Analysis Modules
Most technical analysis of Jpmorgan Mortgage-backed help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Jpmorgan from various momentum indicators to cycle indicators. When you analyze Jpmorgan charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
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About Jpmorgan Mortgage-backed Predictive Technical Analysis
Predictive technical analysis modules help investors to analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Jpmorgan Mortgage Backed Securities. We use our internally-developed statistical techniques to arrive at the intrinsic value of Jpmorgan Mortgage Backed Securities based on widely used predictive technical indicators. In general, we focus on analyzing Jpmorgan Mutual Fund price patterns and their correlations with different microeconomic environment and drivers. We also apply predictive analytics to build Jpmorgan Mortgage-backed's daily price indicators and compare them against related drivers, such as statistic functions and various other types of predictive indicators. Using this methodology combined with a more conventional technical analysis and fundamental analysis, we attempt to find the most accurate representation of Jpmorgan Mortgage-backed's intrinsic value. In addition to deriving basic predictive indicators for Jpmorgan Mortgage-backed, we also check how macroeconomic factors affect Jpmorgan Mortgage-backed price patterns. Please read more on our technical analysis page or use our predictive modules below to complement your research.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan Mortgage-backed's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
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Jpmorgan Mortgage-backed pair trading
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Jpmorgan Mortgage-backed position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Jpmorgan Mortgage-backed will appreciate offsetting losses from the drop in the long position's value.Jpmorgan Mortgage-backed Pair Trading
Jpmorgan Mortgage Backed Securities Pair Trading Analysis
The ability to find closely correlated positions to Jpmorgan Mortgage-backed could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Jpmorgan Mortgage-backed when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Jpmorgan Mortgage-backed - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Jpmorgan Mortgage Backed Securities to buy it.
The correlation of Jpmorgan Mortgage-backed is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Jpmorgan Mortgage-backed moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Jpmorgan Mortgage-backed moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Jpmorgan Mortgage-backed can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Jpmorgan Mutual Fund
Jpmorgan Mortgage-backed financial ratios help investors to determine whether Jpmorgan Mutual Fund 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 Mortgage-backed security.
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