Use JPMorgan Chase & performance together with your assets to protect against small markets fluctuations as well as to check it against diversification policy that fits your risk preferences.
If you would invest 4,334 in JPMorgan Chase & on April 26, 2012 and sell it today you would lose (984) from holding JPMorgan Chase & or give up 22.7% of portfolio value over 30 days. JPMorgan Chase & is generating negative expected returns assuming volatility of 2.63% on return distribution over 30 days investment horizon. In other words, 44% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
Daily Expected Return (%)
Risk [Daily Volatility] (%)
Considering 30-days investment horizon, JPMorgan Chase & is expected to under-perform the market. In addition to that, the company is 3.6 times more volatile than its market benchmark. It trades about -0.45 of its total potential returns per unit of risk. The NYSE is currently generating roughly -0.47 per unit of volatility.
JPMorgan Operating Margin
Based on recorded statements JPMorgan Chase & has Operating Margin of 35.98%. This is 67.12% higher than that of Financial sector, and 9.06% higher than that of Money Center Banks industry, The Operating Margin for all stocks is 801.36% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.
Over the last 30 days JPMorgan Chase & has generated negative risk-adjusted returns adding no value to investors with long positions.
1 Month Effecincy (a.k Sharpe Ratio) ...
-0.45
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JPM
Estimated Market Risk
2.63
actual daily
56 %
of total potential
Expected Return
-1.18
actual daily
1 %
of total potential
Risk-Adjusted Return
-0.45
actual daily
1 %
of total potential
Based on monthly moving average JPMorgan is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JPMorgan by adding it to a well-diversified portfolio.
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