JPMorgan Stock Market Value

JPM
 Stock
  

USD 134.35  3.83  2.77%   

JPMorgan Chase's market value is the price at which a share of JPMorgan Chase stock trades on a public exchange. It measures the collective expectations of JPMorgan Chase Co investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of JPMorgan Chase Co and determine expected loss or profit from investing in JPMorgan Chase over a given investment horizon. Please see JPMorgan Chase Correlation, JPMorgan Chase Volatility and JPMorgan Chase Alpha and Beta module to complement your research on JPMorgan Chase.
Symbol


Is JPMorgan Chase's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of JPMorgan Chase. If investors know JPMorgan will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about JPMorgan Chase listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
(0.17) 
Market Capitalization
405.3 B
Return On Assets
0.0098
Return On Equity
0.13
The market value of JPMorgan Chase is measured differently than its book value, which is the value of JPMorgan that is recorded on the company's balance sheet. Investors also form their own opinion of JPMorgan Chase's value that differs from its market value or its book value, called intrinsic value, which is JPMorgan Chase's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because JPMorgan Chase's market value can be influenced by many factors that don't directly affect JPMorgan Chase's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between JPMorgan Chase's value and its price as these two are different measures arrived at by different means. Investors typically determine JPMorgan Chase value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPMorgan Chase's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

JPMorgan Chase 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to JPMorgan Chase's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of JPMorgan Chase.
0.00
05/05/2022
No Change 0.00  0.0 
In 6 months and 29 days
12/01/2022
0.00
If you would invest  0.00  in JPMorgan Chase on May 5, 2022 and sell it all today you would earn a total of 0.00 from holding JPMorgan Chase Co or generate 0.0% return on investment in JPMorgan Chase over 210 days. JPMorgan Chase is related to or competes with Walmart, Exxon, General Electric, Coca Cola, Merck, International Business, and Caterpillar. JPMorgan Chase Co. operates as a financial services company worldwide More

JPMorgan Chase Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure JPMorgan Chase's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess JPMorgan Chase Co upside and downside potential and time the market with a certain degree of confidence.

JPMorgan Chase Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Chase's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPMorgan Chase's standard deviation. In reality, there are many statistical measures that can use JPMorgan Chase historical prices to predict the future JPMorgan Chase's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of JPMorgan Chase'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. Please use the tools below to analyze the current value of JPMorgan Chase in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
135.50137.47139.44
Details
Intrinsic
Valuation
LowReal ValueHigh
124.36159.13161.10
Details
14 Analysts
Consensus
LowTarget PriceHigh
135.00181.47210.00
Details
Earnings
Estimates (12)
LowProjected EPSHigh
11.3711.9412.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as JPMorgan Chase. Your research has to be compared to or analyzed against JPMorgan Chase's peers to derive any actionable benefits. When done correctly, JPMorgan Chase's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in JPMorgan Chase.

JPMorgan Chase Backtested Returns

JPMorgan Chase appears to be very steady, given 3 months investment horizon. JPMorgan Chase holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had 0.18% of return per unit of volatility over the last 3 months. Our approach towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for JPMorgan Chase, which you can use to evaluate the future volatility of the firm. Please utilize JPMorgan Chase's risk adjusted performance of 0.2477, and Market Risk Adjusted Performance of 0.2982 to validate if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, JPMorgan Chase holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of 1.0699, which attests to a somewhat significant risk relative to the market. Let's try to break down what JPMorgan's beta means in this case. JPMorgan Chase returns are very sensitive to returns on the market. As the market goes up or down, JPMorgan Chase is expected to follow. Although it is vital to follow JPMorgan Chase current price history, it is good to be conservative about what you can do with the information regarding equity current price movements. The approach towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing JPMorgan Chase technical indicators, you can now evaluate if the expected return of 0.35% will be sustainable into the future. Please utilizes JPMorgan Chase coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and semi variance to make a quick decision on whether JPMorgan Chase Co current trending patterns will revert.

Auto-correlation

    
  0.00  

No correlation between past and present

JPMorgan Chase Co has no correlation between past and present. Overlapping area represents the amount of predictability between JPMorgan Chase time series from 5th of May 2022 to 18th of August 2022 and 18th of August 2022 to 1st of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of JPMorgan Chase price movement. The serial correlation of 0.0 indicates that just 0.0% of current JPMorgan Chase price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test-0.26
Residual Average0.0
Price Variance103.04

JPMorgan Chase lagged returns against current returns

Autocorrelation, which is JPMorgan Chase stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting JPMorgan Chase's stock expected returns. We can calculate the autocorrelation of JPMorgan Chase returns to help us make a trade decision. For example, suppose you find that JPMorgan Chase stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

JPMorgan Chase regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If JPMorgan Chase stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPMorgan Chase stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPMorgan Chase stock over time.
   Current vs Lagged Prices   
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       Timeline  

JPMorgan Chase Lagged Returns

When evaluating JPMorgan Chase's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPMorgan Chase stock have on its future price. JPMorgan Chase autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, JPMorgan Chase autocorrelation shows the relationship between JPMorgan Chase stock current value and its past values and can show if there is a momentum factor associated with investing in JPMorgan Chase Co.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in JPMorgan Chase without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please see JPMorgan Chase Correlation, JPMorgan Chase Volatility and JPMorgan Chase Alpha and Beta module to complement your research on JPMorgan Chase. You can also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

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When running JPMorgan Chase price analysis, check to measure JPMorgan Chase's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy JPMorgan Chase is operating at the current time. Most of JPMorgan Chase's value examination focuses on studying past and present price action to predict the probability of JPMorgan Chase's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move JPMorgan Chase's price. Additionally, you may evaluate how the addition of JPMorgan Chase to your portfolios can decrease your overall portfolio volatility.
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JPMorgan Chase technical stock 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, stock market cycles, or different charting patterns.
A focus of JPMorgan Chase technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of JPMorgan Chase trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...