JPMorgan Global (Australia) Alpha and Beta Analysis
| JHGA Etf | 51.54 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JPMorgan Global Equity. It also helps investors analyze the systematic and unsystematic risks associated with investing in JPMorgan Global over a specified time horizon. Remember, high JPMorgan Global'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 Global's market risk premium analysis include:
Beta 0.11 | Alpha 0.0509 | Risk 0.28 | Sharpe Ratio 0.0834 | Expected Return 0.0232 |
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 Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JPMorgan Global market risk premium is the additional return an investor will receive from holding JPMorgan Global 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 Global. 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 Global's performance over market.| α | 0.05 | β | 0.11 |
JPMorgan Global Opportunities
JPMorgan Global Return and Market Media
The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About JPMorgan Global 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 Global Equity 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 Global 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 Global's short interest history, or implied volatility extrapolated from JPMorgan Global options trading.
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Other Information on Investing in JPMorgan Etf
JPMorgan Global financial ratios help investors to determine whether JPMorgan Etf 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 Global security.