JPMORGAN Mutual Fund Market Value


USD 14.48  0.03  0.21%   

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

Please note, there is a significant difference between JPMORGAN INVESTOR's value and its price as these two are different measures arrived at by different means. Investors typically determine JPMORGAN INVESTOR value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPMORGAN INVESTOR'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 INVESTOR '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 INVESTOR's mutual fund 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 INVESTOR.
No Change 0.00  0.0 
In 11 months and 26 days
If you would invest  0.00  in JPMORGAN INVESTOR on December 13, 2021 and sell it all today you would earn a total of 0.00 from holding JPMORGAN INVESTOR BALANCED or generate 0.0% return on investment in JPMORGAN INVESTOR over 360 days. JPMORGAN INVESTOR is related to or competes with THE HARTFORD, ASHMORE EMERGING, GOLDMAN SACHS, IVY EMERGING, IVY EMERGING, and THE HARTFORD. Generally, the funds allocation strategy is to achieve a long-term riskreturn profile similar to a fund that invests 50 ... More

JPMORGAN INVESTOR 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 INVESTOR's mutual fund 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 INVESTOR BALANCED upside and downside potential and time the market with a certain degree of confidence.

JPMORGAN INVESTOR Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMORGAN INVESTOR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPMORGAN INVESTOR's standard deviation. In reality, there are many statistical measures that can use JPMORGAN INVESTOR historical prices to predict the future JPMORGAN INVESTOR'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 INVESTOR'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 INVESTOR in the context of predictive analytics.
LowEstimated ValueHigh
LowReal ValueHigh
LowNext ValueHigh
Band Projection (param)
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as JPMORGAN INVESTOR. Your research has to be compared to or analyzed against JPMORGAN INVESTOR's peers to derive any actionable benefits. When done correctly, JPMORGAN INVESTOR'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 INVESTOR.

JPMORGAN INVESTOR Backtested Returns

JPMORGAN INVESTOR holds Efficiency (Sharpe) Ratio of -0.0037, which attests that the entity had -0.0037% of return per unit of volatility over the last 3 months. Macroaxis approach towards determining the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. JPMORGAN INVESTOR exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out JPMORGAN INVESTOR market risk adjusted performance of 0.0444, and Risk Adjusted Performance of 0.0434 to validate the risk estimate we provide.
The fund retains a Market Volatility (i.e., Beta) of 0.5974, which attests to possible diversification benefits within a given portfolio. Let's try to break down what JPMORGAN's beta means in this case. As returns on the market increase, JPMORGAN INVESTOR returns are expected to increase less than the market. However, during the bear market, the loss on holding JPMORGAN INVESTOR will be expected to be smaller as well. Even though it is essential to pay attention to JPMORGAN INVESTOR current price history, it is always good to be careful when utilizing equity current price movements. Our approach towards determining any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. JPMORGAN INVESTOR exposes twenty-one different technical indicators, which can help you to evaluate its performance.



Insignificant predictability

JPMORGAN INVESTOR BALANCED has insignificant predictability. Overlapping area represents the amount of predictability between JPMORGAN INVESTOR time series from 13th of December 2021 to 11th of June 2022 and 11th of June 2022 to 8th 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 INVESTOR price movement. The serial correlation of 0.13 indicates that less than 13.0% of current JPMORGAN INVESTOR price fluctuation can be explain by its past prices.
Correlation Coefficient0.13
Spearman Rank Test0.17
Residual Average0.0
Price Variance0.17

JPMORGAN INVESTOR lagged returns against current returns

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

JPMORGAN INVESTOR 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 INVESTOR mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPMORGAN INVESTOR mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPMORGAN INVESTOR mutual fund over time.
   Current vs Lagged Prices   


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

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 INVESTOR 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 INVESTOR's short interest history, or implied volatility extrapolated from JPMORGAN INVESTOR options trading.

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as JPMORGAN INVESTOR using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please check JPMORGAN INVESTOR Correlation, JPMORGAN INVESTOR Volatility and JPMORGAN INVESTOR Alpha and Beta module to complement your research on JPMORGAN INVESTOR. Note that the JPMORGAN INVESTOR information on this page should be used as a complementary analysis to other JPMORGAN INVESTOR'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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.

Complementary Tools for JPMORGAN Mutual Fund analysis

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