JPMORGAN Mutual Fund Volatility

OGBCX
 Fund
  

USD 14.61  0.23  1.60%   

We consider JPMORGAN INVESTOR out of control. JPMORGAN INVESTOR holds Efficiency (Sharpe) Ratio of 0.04, which attests that the entity had 0.04% of return per unit of volatility over the last 3 months. Our approach towards determining the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for JPMORGAN INVESTOR, which you can use to evaluate the future volatility of the entity. Please check out JPMORGAN INVESTOR risk adjusted performance of 0.0122, and Market Risk Adjusted Performance of 0.0123 to validate if the risk estimate we provide is consistent with the expected return of 0.0372%.
  
JPMORGAN INVESTOR Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of JPMORGAN daily returns, and it is calculated using variance and standard deviation. We also use JPMORGAN's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of JPMORGAN INVESTOR volatility.

720 Days Market Risk

Out of control

Chance of Distress

Very Small

720 Days Economic Sensitivity

Ignores market trends
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as JPMORGAN INVESTOR can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of JPMORGAN INVESTOR at lower prices. For example, an investor can purchase JPMORGAN stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of JPMORGAN INVESTOR's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving together with JPMORGAN INVESTOR

+0.98BALCXAMERICAN BALANCED FUNDPairCorr
+0.98RLBBXAMERICAN BALANCED FUNDPairCorr
+0.97ABALXAmerican BalancedPairCorr
+0.93RLBCXAMERICAN BALANCED FUNDPairCorr
+0.97CLBAXAMERICAN BALANCED FUNDPairCorr
+0.98CLBEXAMERICAN BALANCED FUNDPairCorr
+0.97RLBFXAMERICAN BALANCED FUNDPairCorr

JPMORGAN INVESTOR Market Sensitivity And Downside Risk

JPMORGAN INVESTOR's beta coefficient measures the volatility of JPMORGAN mutual fund compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents JPMORGAN mutual fund's returns against your selected market. In other words, JPMORGAN INVESTOR's beta of 0.6 provides an investor with an approximation of how much risk JPMORGAN INVESTOR mutual fund can potentially add to one of your existing portfolios.
JPMORGAN INVESTOR BALANCED has low volatility with Treynor Ratio of 0.0, Maximum Drawdown of 3.95 and kurtosis of 1.49. However, we advice all investors to further analyze JPMORGAN INVESTOR BALANCED to make certain all market information is desiminated and is consistent with the current expectations about JPMORGAN INVESTOR upside potential. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure JPMORGAN INVESTOR's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact JPMORGAN INVESTOR's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.
3 Months Beta |Analyze JPMORGAN INVESTOR Demand Trend
Check current 90 days JPMORGAN INVESTOR correlation with market (NYSE Composite)

JPMORGAN Beta

    
  0.6  
JPMORGAN standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  0.93  
It is essential to understand the difference between upside risk (as represented by JPMORGAN INVESTOR's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of JPMORGAN INVESTOR's daily returns or price. Since the actual investment returns on holding a position in jpmorgan mutual fund tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in JPMORGAN INVESTOR.

JPMORGAN INVESTOR Mutual Fund Volatility Analysis

Volatility refers to the frequency at which JPMORGAN INVESTOR fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with JPMORGAN INVESTOR's price changes. Investors will then calculate the volatility of JPMORGAN INVESTOR's mutual fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A mutual fund with relatively stable price changes has low volatility. A highly volatile fund is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of JPMORGAN INVESTOR's volatility:

Historical Volatility

This type of fund volatility measures JPMORGAN INVESTOR's fluctuations based on previous trends. It's commonly used to predict JPMORGAN INVESTOR's future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for JPMORGAN INVESTOR's current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on JPMORGAN INVESTOR's to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. JPMORGAN INVESTOR Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
.

JPMORGAN INVESTOR Projected Return Density Against Market

Assuming the 90 days horizon JPMORGAN INVESTOR has a beta of 0.5973 . This indicates as returns on the market go up, JPMORGAN INVESTOR average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding JPMORGAN INVESTOR BALANCED will be expected to be much smaller as well.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to JPMORGAN INVESTOR or JPMorgan sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that JPMORGAN INVESTOR's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a JPMORGAN fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. JPMORGAN INVESTOR is significantly underperforming NYSE Composite.
   Predicted Return Density   
       Returns  
JPMORGAN INVESTOR's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how jpmorgan mutual fund's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a JPMORGAN INVESTOR Price Volatility?

Several factors can influence a Fund's stock volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

JPMORGAN INVESTOR Mutual Fund Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to JPMORGAN INVESTOR or JPMorgan sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that JPMORGAN INVESTOR's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a JPMORGAN fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Assuming the 90 days horizon the coefficient of variation of JPMORGAN INVESTOR is 2501.05. The daily returns are distributed with a variance of 0.86 and standard deviation of 0.93. The mean deviation of JPMORGAN INVESTOR BALANCED is currently at 0.72. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 1.49
α
Alpha over NYSE Composite
-0.04
β
Beta against NYSE Composite0.60
σ
Overall volatility
0.93
Ir
Information ratio -0.07

JPMORGAN INVESTOR Mutual Fund Return Volatility

JPMORGAN INVESTOR historical daily return volatility represents how much of JPMORGAN INVESTOR fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.9298% volatility of returns over 90 . By contrast, NYSE Composite accepts 1.5194% volatility on return distribution over the 90 days horizon.
 Performance (%) 
       Timeline  

About JPMORGAN INVESTOR Volatility

Volatility is a rate at which the price of JPMORGAN INVESTOR or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of JPMORGAN INVESTOR may increase or decrease. In other words, similar to JPMORGAN's beta indicator, it measures the risk of JPMORGAN INVESTOR and helps estimate the fluctuations that may happen in a short period of time. So if prices of JPMORGAN INVESTOR fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
Generally, the funds allocation strategy is to achieve a long-term riskreturn profile similar to a fund that invests 50 percent in income securities and 50 percent in equity securities. Jpmorgan Investor is traded on NASDAQ Exchange in the United States.

JPMORGAN INVESTOR Investment Opportunity

NYSE Composite has a standard deviation of returns of 1.52 and is 1.63 times more volatile than JPMORGAN INVESTOR BALANCED. of all equities and portfolios are less risky than JPMORGAN INVESTOR. Compared to the overall equity markets, volatility of historical daily returns of JPMORGAN INVESTOR BALANCED is lower than 8 () of all global equities and portfolios over the last 90 days. Use JPMORGAN INVESTOR BALANCED to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The mutual fund experiences a large bullish trend. Check odds of JPMORGAN INVESTOR to be traded at $16.07 in 90 days.

Almost no diversification

The correlation between JPMORGAN INVESTOR BALANCED and NYA is 0.97 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding JPMORGAN INVESTOR BALANCED and NYA in the same portfolio, assuming nothing else is changed.

JPMORGAN INVESTOR Additional Risk Indicators

The analysis of JPMORGAN INVESTOR's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in JPMORGAN INVESTOR's investment and either accepting that risk or mitigating it. Along with some common measures of JPMORGAN INVESTOR mutual fund's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential mutual funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

JPMORGAN INVESTOR Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against JPMORGAN INVESTOR as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. JPMORGAN INVESTOR's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, JPMORGAN INVESTOR's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to JPMORGAN INVESTOR BALANCED.
Please check Your Equity Center. 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 Global Correlations module to find global opportunities by holding instruments from different markets.

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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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.