Jpmorgan International Bond Etf Alpha and Beta Analysis
| JPIB Etf | USD 47.96 0.24 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JPMorgan International Bond. It also helps investors analyze the systematic and unsystematic risks associated with investing in JPMorgan International over a specified time horizon. Remember, high JPMorgan International'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 International's market risk premium analysis include:
Beta 0.0518 | Alpha (0.01) | Risk 0.17 | Sharpe Ratio 0.0546 | Expected Return 0.0093 |
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 International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JPMorgan International market risk premium is the additional return an investor will receive from holding JPMorgan International 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 International. 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 International's performance over market.| α | -0.0094 | β | 0.05 |
JPMorgan International 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 International's Buy-and-hold return. Our buy-and-hold chart shows how JPMorgan International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JPMorgan International Market Price Analysis
Market price analysis indicators help investors to evaluate how JPMorgan International 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 International shares will generate the highest return on investment. By understating and applying JPMorgan International etf market price indicators, traders can identify JPMorgan International position entry and exit signals to maximize returns.
JPMorgan International Return and Market Media
The median price of JPMorgan International for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 47.78 with a coefficient of variation of 0.48. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 47.84, and mean deviation of 0.2. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | JPMorgan International Bond Opportunities ETF declares monthly distribution of 0.1816 - MSN | 09/05/2024 |
2 | JPMorgan International Bond Opportunities ETF Shares Purchased by Adamsbrown Wealth Consultants LLC | 10/14/2024 |
About JPMorgan International 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 International 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 International 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 International's short interest history, or implied volatility extrapolated from JPMorgan International options trading.
Build Portfolio with JPMorgan International
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 International Backtesting, Portfolio Optimization, JPMorgan International Correlation, JPMorgan International Hype Analysis, JPMorgan International Volatility, JPMorgan International History and analyze JPMorgan International Performance. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
JPMorgan International 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.