Jpmorgan Mutual Fund Market Value

OLVAX
 Fund
  

USD 17.45  0.47  2.77%   

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

Please note, there is a significant difference between Jpmorgan Large's value and its price as these two are different measures arrived at by different means. Investors typically determine Jpmorgan Large value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jpmorgan Large'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 Large '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 Large'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 Large.
0.00
09/01/2022
No Change 0.00  0.0 
In 30 days
10/01/2022
0.00
If you would invest  0.00  in Jpmorgan Large on September 1, 2022 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Large Cap or generate 0.0% return on investment in Jpmorgan Large over 30 days. Jpmorgan Large is related to or competes with Exxon. The investment seeks capital appreciation with the incidental goal of achieving current income by investing primarily in... More

Jpmorgan Large 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 Large'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 Large Cap upside and downside potential and time the market with a certain degree of confidence.

Jpmorgan Large Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Large's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Large historical prices to predict the future Jpmorgan Large'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 Large'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 Large in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
15.9917.1118.23
Details
Intrinsic
Valuation
LowReal ValueHigh
16.3017.4218.54
Details
Naive
Forecast
LowNext ValueHigh
15.4916.6217.74
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.2318.6220.01
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Jpmorgan Large. Your research has to be compared to or analyzed against Jpmorgan Large's peers to derive any actionable benefits. When done correctly, Jpmorgan Large'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 Large Cap.

Jpmorgan Large Cap Backtested Returns

Jpmorgan Large Cap holds Efficiency (Sharpe) Ratio of -0.0705, which attests that the entity had -0.0705% of return per unit of risk over the last 3 months. Macroaxis standpoint 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 Large Cap 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 Large market risk adjusted performance of (0.09), and Risk Adjusted Performance of (0.09) to validate the risk estimate we provide.
The fund retains a Market Volatility (i.e., Beta) of 0.9337, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Jpmorgan's beta means in this case. Jpmorgan Large returns are very sensitive to returns on the market. As the market goes up or down, Jpmorgan Large is expected to follow. Even though it is essential to pay attention to Jpmorgan Large Cap current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy 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 Large Cap exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.44  

Modest reverse predictability

Jpmorgan Large Cap has modest reverse predictability. Overlapping area represents the amount of predictability between Jpmorgan Large time series from 1st of September 2022 to 16th of September 2022 and 16th of September 2022 to 1st of October 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 Large Cap price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Jpmorgan Large price fluctuation can be explain by its past prices.
Correlation Coefficient-0.44
Spearman Rank Test-0.48
Residual Average0.0
Price Variance0.3

Jpmorgan Large Cap lagged returns against current returns

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

Jpmorgan Large 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 Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Large 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 Large mutual fund over time.
   Current vs Lagged Prices   
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       Timeline  

Jpmorgan Large Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Jpmorgan Large 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 check Jpmorgan Large Correlation, Jpmorgan Large Volatility and Jpmorgan Large Alpha and Beta module to complement your research on Jpmorgan Large. Note that the Jpmorgan Large Cap information on this page should be used as a complementary analysis to other Jpmorgan Large'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 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 Large Cap price analysis, check to measure Jpmorgan Large'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 Large is operating at the current time. Most of Jpmorgan Large's value examination focuses on studying past and present price action to predict the probability of Jpmorgan Large's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Jpmorgan Large's price. Additionally, you may evaluate how the addition of Jpmorgan Large to your portfolios can decrease your overall portfolio volatility.
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Jpmorgan Large 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 Large technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Jpmorgan Large 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...