JP Morgan Risk Adjusted Performance

JPM -- USA Stock  

Fiscal Quarter End: December 31, 2019  

JP Morgan risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for JP Morgan Chase Co or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
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JP Morgan Chase Co has current Risk Adjusted Performance of 0.1645.
RAP 
 = 
(ER[a] - RFR) * STD[b])/STD[b] 
RFR 
 = 
0.1645
ER[a] =   Expected return on investing in JP Morgan
RFR =   Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Comparison

JP Morgan Chase Co is rated second overall in risk adjusted performance category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  34.37  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for JP Morgan Chase Co is roughly  34.37 
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