JP Morgan Stock Market Value

JPM
 Stock
  

USD 115.82  0.56  0.48%   

JP Morgan's market value is the price at which a share of JP Morgan stock trades on a public exchange. It measures the collective expectations of JP Morgan Chase investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of JP Morgan Chase and determine expected loss or profit from investing in JP Morgan over a given investment horizon. Please see JP Morgan Hype Analysis, JP Morgan Correlation, JP Morgan Valuation, JP Morgan Volatility, as well as analyze JP Morgan Alpha and Beta and JP Morgan Performance.
Symbol
Backtest


Is JP Morgan'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 JP Morgan. If investors know JP Morgan 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 JP Morgan 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
-0.42
Market Capitalization
341.8 B
Quarterly Revenue Growth YOY
-0.2
Return On Assets
0.0111
Return On Equity
0.15
The market value of JP Morgan Chase is measured differently than its book value, which is the value of JP Morgan that is recorded on the company's balance sheet. Investors also form their own opinion of JP Morgan's value that differs from its market value or its book value, called intrinsic value, which is JP Morgan'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 JP Morgan's market value can be influenced by many factors that don't directly affect JP Morgan'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 JP Morgan's value and its price as these two are different measures arrived at by different means. Investors typically determine JP Morgan value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JP Morgan'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.

JP Morgan '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 JP Morgan'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 JP Morgan.
0.00
03/31/2022
No Change 0.00  0.0 
In 2 months and 31 days
06/29/2022
0.00
If you would invest  0.00  in JP Morgan on March 31, 2022 and sell it all today you would earn a total of 0.00 from holding JP Morgan Chase or generate 0.0% return on investment in JP Morgan over 90 days. JP Morgan is related to or competes with Johnson Johnson, Dupont Denemours, Caterpillar, and Microsoft Corp. JPMorgan Chase Co. operates as a financial services company worldwideMore

JP Morgan 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 JP Morgan'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 JP Morgan Chase upside and downside potential and time the market with a certain degree of confidence.

JP Morgan Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for JP Morgan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JP Morgan's standard deviation. In reality, there are many statistical measures that can use JP Morgan historical prices to predict the future JP Morgan's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of JP Morgan'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 JP Morgan in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
115.08117.02118.96
Details
Intrinsic
Valuation
LowReal ValueHigh
104.24134.17136.11
Details
Naive
Forecast
LowNext ValueHigh
113.32115.26117.20
Details
14 Analysts
Consensus
LowTarget PriceHigh
135.00181.47210.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as JP Morgan. Your research has to be compared to or analyzed against JP Morgan's peers to derive any actionable benefits. When done correctly, JP Morgan'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 JP Morgan Chase.

JP Morgan Chase Backtested Returns

JP Morgan Chase retains Efficiency (Sharpe Ratio) of -0.12, which attests that the entity had -0.12% of return per unit of price deviation over the last 3 months. Macroaxis outlook to determining the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. JP Morgan exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out JP Morgan Chase market risk adjusted performance of (0.25), and Standard Deviation of 1.89 to validate the risk estimate we provide.
The company owns a Beta (Systematic Risk) of 1.0413, which attests to a somewhat significant risk relative to the market. Let's try to break down what JP Morgan's beta means in this case. JP Morgan returns are very sensitive to returns on the market. As the market goes up or down, JP Morgan is expected to follow. Even though it is essential to pay attention to JP Morgan Chase existing price patterns, it is always good to be careful when utilizing equity price patterns. Our way in which we are determining any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. JP Morgan exposes twenty-seven different technical indicators, which can help you to evaluate its performance. JP Morgan Chase has an expected return of -0.24%. Please be advised to check out JP Morgan Chase maximum drawdown, and the relationship between the information ratio and expected short fall to decide if JP Morgan Chase performance from the past will be repeated sooner or later.

Auto-correlation

    
  0.50  

Modest predictability

JP Morgan Chase has modest predictability. Overlapping area represents the amount of predictability between JP Morgan time series from 31st of March 2022 to 15th of May 2022 and 15th of May 2022 to 29th of June 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 JP Morgan Chase price movement. The serial correlation of 0.5 indicates that about 50.0% of current JP Morgan price fluctuation can be explain by its past prices.
Correlation Coefficient0.5
Spearman Rank Test0.53
Residual Average0.0
Price Variance43.01

JP Morgan Chase lagged returns against current returns

Autocorrelation, which is JP Morgan 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 JP Morgan's stock expected returns. We can calculate the autocorrelation of JP Morgan returns to help us make a trade decision. For example, suppose you find that JP Morgan 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 

JP Morgan 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 JP Morgan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JP Morgan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JP Morgan stock over time.
 Current vs Lagged Prices 
Share
      Timeline 

JP Morgan Lagged Returns

When evaluating JP Morgan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JP Morgan stock have on its future price. JP Morgan 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, JP Morgan autocorrelation shows the relationship between JP Morgan stock current value and its past values and can show if there is a momentum factor associated with investing in JP Morgan Chase.
 Regressed Prices 
Share
      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in JP Morgan without increasing your portfolio risk or giving up 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 JP Morgan Hype Analysis, JP Morgan Correlation, JP Morgan Valuation, JP Morgan Volatility, as well as analyze JP Morgan Alpha and Beta and JP Morgan Performance. Note that the JP Morgan Chase information on this page should be used as a complementary analysis to other JP Morgan'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 Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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