JPMorgan Equity (Australia) Alpha and Beta Analysis
| JEPI Etf | 55.56 0.35 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JPMorgan Equity Premium. It also helps investors analyze the systematic and unsystematic risks associated with investing in JPMorgan Equity over a specified time horizon. Remember, high JPMorgan Equity's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to JPMorgan Equity's market risk premium analysis include:
Beta (0.51) | Alpha 0.17 | Risk 1.14 | Sharpe Ratio 0.11 | Expected Return 0.13 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
JPMorgan |
JPMorgan Equity Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JPMorgan Equity market risk premium is the additional return an investor will receive from holding JPMorgan Equity long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in JPMorgan Equity. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate JPMorgan Equity's performance over market.| α | 0.17 | β | -0.51 |
JPMorgan Equity expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of JPMorgan Equity's Buy-and-hold return. Our buy-and-hold chart shows how JPMorgan Equity performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JPMorgan Equity Market Price Analysis
Market price analysis indicators help investors to evaluate how JPMorgan Equity etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JPMorgan Equity shares will generate the highest return on investment. By understating and applying JPMorgan Equity etf market price indicators, traders can identify JPMorgan Equity position entry and exit signals to maximize returns.
JPMorgan Equity Return and Market Media
The median price of JPMorgan Equity for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 52.45 with a coefficient of variation of 2.66. The daily time series for the period is distributed with a sample standard deviation of 1.41, arithmetic mean of 52.89, and mean deviation of 1.21. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | JEPI Is JP Morgans blue-chip boomer candy ETF a good buy - MSN | 09/03/2024 |
2 | Investment Report - Stock Traders Daily | 11/19/2024 |
About JPMorgan Equity Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including JPMorgan or other etfs. Alpha measures the amount that position in JPMorgan Equity Premium has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards JPMorgan Equity in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, JPMorgan Equity's short interest history, or implied volatility extrapolated from JPMorgan Equity options trading.
Build Portfolio with JPMorgan Equity
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out JPMorgan Equity Backtesting, Portfolio Optimization, JPMorgan Equity Correlation, JPMorgan Equity Hype Analysis, JPMorgan Equity Volatility, JPMorgan Equity History and analyze JPMorgan Equity Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
JPMorgan Equity technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.