JPMORGAN Mutual Fund Alpha and Beta Analysis

GBOCX
 Fund
  

USD 9.40  0.09  0.95%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JPMORGAN GLOBAL BOND. 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.
Please check JPMORGAN GLOBAL Backtesting, Portfolio Optimization, JPMORGAN GLOBAL Correlation, JPMORGAN GLOBAL Hype Analysis, JPMORGAN GLOBAL Volatility, JPMORGAN GLOBAL History and analyze JPMORGAN GLOBAL Performance.
  
Please note that although JPMORGAN GLOBAL alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, JPMORGAN GLOBAL did 0.009452  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of JPMORGAN GLOBAL BOND fund's relative risk over its benchmark. JPMORGAN GLOBAL BOND has a beta of 0.0171  . Let's try to break down what JPMORGAN's beta means in this case. As returns on the market increase, returns on owning JPMORGAN GLOBAL are expected to decrease at a much lower rate. During the bear market, JPMORGAN GLOBAL is likely to outperform the market.
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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 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-0.0095   β-0.02
90 days against NYA

JPMORGAN GLOBAL 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 GLOBAL's Buy-and-hold return. Our buy-and-hold chart shows how JPMORGAN GLOBAL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

JPMORGAN GLOBAL Market Price Analysis

Market price analysis indicators help investors to evaluate how JPMORGAN GLOBAL mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JPMORGAN GLOBAL shares will generate the highest return on investment. By understating and applying JPMORGAN GLOBAL mutual fund market price indicators, traders can identify JPMORGAN GLOBAL position entry and exit signals to maximize returns.

JPMORGAN GLOBAL Return and Market Media

The median price of JPMORGAN GLOBAL for the period between Sun, Sep 4, 2022 and Sat, Dec 3, 2022 is 9.22 with a coefficient of variation of 1.39. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 9.2, and mean deviation of 0.12. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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 funds. Alpha measures the amount that position in JPMORGAN GLOBAL BOND 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.

Build Portfolio with JPMORGAN GLOBAL

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check JPMORGAN GLOBAL Backtesting, Portfolio Optimization, JPMORGAN GLOBAL Correlation, JPMORGAN GLOBAL Hype Analysis, JPMORGAN GLOBAL Volatility, JPMORGAN GLOBAL History and analyze JPMORGAN GLOBAL Performance. Note that the JPMORGAN GLOBAL BOND information on this page should be used as a complementary analysis to other JPMORGAN GLOBAL's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..

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When running JPMORGAN GLOBAL BOND price analysis, check to measure JPMORGAN GLOBAL'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 GLOBAL is operating at the current time. Most of JPMORGAN GLOBAL's value examination focuses on studying past and present price action to predict the probability of JPMORGAN GLOBAL's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move JPMORGAN GLOBAL's price. Additionally, you may evaluate how the addition of JPMORGAN GLOBAL to your portfolios can decrease your overall portfolio volatility.
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JPMORGAN GLOBAL technical mutual fund 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, fund market cycles, or different charting patterns.
A focus of JPMORGAN GLOBAL technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of JPMORGAN GLOBAL 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...