JPMORGAN Mutual Fund Alpha and Beta Analysis

OLVAX
 Fund
  

USD 19.60  0.51  2.54%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JPMORGAN LARGE CAP. It also helps investors analyze the systematic and unsystematic risks associated with investing in JPMORGAN LARGE over a specified time horizon. Remember, high JPMORGAN LARGE'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 LARGE Backtesting, Portfolio Optimization, JPMORGAN LARGE Correlation, JPMORGAN LARGE Hype Analysis, JPMORGAN LARGE Volatility, JPMORGAN LARGE History and analyze JPMORGAN LARGE Performance.
  
Please note that although JPMORGAN LARGE 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 LARGE did 0.040288  better 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 LARGE CAP fund's relative risk over its benchmark. JPMORGAN LARGE CAP has a beta of 0.94  . 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.
.
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 LARGE Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JPMORGAN LARGE market risk premium is the additional return an investor will receive from holding JPMORGAN LARGE 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 LARGE. 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 LARGE's performance over market.
α0.040288   β0.94
90 days against NYA

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

JPMORGAN LARGE Market Price Analysis

Market price analysis indicators help investors to evaluate how JPMORGAN LARGE 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 LARGE shares will generate the highest return on investment. By understating and applying JPMORGAN LARGE mutual fund market price indicators, traders can identify JPMORGAN LARGE position entry and exit signals to maximize returns.

JPMORGAN LARGE Return and Market Media

The median price of JPMORGAN LARGE for the period between Fri, Sep 2, 2022 and Thu, Dec 1, 2022 is 18.57 with a coefficient of variation of 4.44. The daily time series for the period is distributed with a sample standard deviation of 0.82, arithmetic mean of 18.51, and mean deviation of 0.68. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About JPMORGAN LARGE 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 LARGE CAP 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 LARGE 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 LARGE's short interest history, or implied volatility extrapolated from JPMORGAN LARGE options trading.

Build Portfolio with JPMORGAN LARGE

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.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
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 LARGE Backtesting, Portfolio Optimization, JPMORGAN LARGE Correlation, JPMORGAN LARGE Hype Analysis, JPMORGAN LARGE Volatility, JPMORGAN LARGE History and analyze JPMORGAN LARGE Performance. 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 Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for JPMORGAN Mutual Fund analysis

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.
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Go
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Stock Screener
Find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Go
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...