Jpmorgan Etf Alpha and Beta Analysis
| JPHY Etf | USD 45.45 0.18 0.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JPMorgan. It also helps investors analyze the systematic and unsystematic risks associated with investing in JPMorgan over a specified time horizon. Remember, high JPMorgan'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's market risk premium analysis include:
Beta 0.0621 | Alpha 0.0631 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JPMorgan market risk premium is the additional return an investor will receive from holding JPMorgan 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. 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's performance over market.| α | 0.06 | β | 0.06 |
JPMorgan Fundamentals Vs Peers
Comparing JPMorgan's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze JPMorgan's direct or indirect competition across all of the common fundamentals between JPMorgan and the related equities. This way, we can detect undervalued stocks with similar characteristics as JPMorgan or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of JPMorgan's fundamental indicators could also be used in its relative valuation, which is a method of valuing JPMorgan by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare JPMorgan to competition |
| Fundamentals | JPMorgan | Peer Average |
| Beta | 1.12 | |
| One Year Return | 11.10 % | (0.97) % |
| Three Year Return | 1.50 % | 3.23 % |
| Five Year Return | 3.60 % | 1.12 % |
| Net Asset | 387.25 M | 2.29 B |
| Last Dividend Paid | 0.19 | 0.14 |
| Bond Positions Weight | 9.71 % | 8.16 % |
JPMorgan Opportunities
JPMorgan Return and Market Media
The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About JPMorgan 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 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 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's short interest history, or implied volatility extrapolated from JPMorgan options trading.
Build Portfolio with JPMorgan
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 Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in rate. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
JPMorgan 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.