Jpmorgan Value Advantage Fund Probability of Future Mutual Fund Price Finishing Over 47.40
| JVAAX Fund | USD 36.63 0.16 0.43% |
Jpmorgan |
Jpmorgan Value Target Price Odds to finish over 47.40
The tendency of Jpmorgan Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move over $ 47.40 or more in 90 days |
| 36.63 | 90 days | 47.40 | close to zero percent |
Based on a normal probability distribution, the odds of Jpmorgan Value to move over $ 47.40 or more in 90 days from now is close to zero percent (This Jpmorgan Value Advantage probability density function shows the probability of Jpmorgan Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Jpmorgan Value Advantage price to stay between its current price of $ 36.63 and $ 47.40 at the end of the 90-day period is about 45.91 .
Assuming the 90 days horizon Jpmorgan Value has a beta of 0.91. This indicates Jpmorgan Value Advantage market returns are sensitive to returns on the market. As the market goes up or down, Jpmorgan Value is expected to follow. Additionally Jpmorgan Value Advantage has an alpha of 0.0033, implying that it can generate a 0.003264 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Jpmorgan Value Price Density |
| Price |
Predictive Modules for Jpmorgan Value
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Jpmorgan Value Advantage. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan Value'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.
Jpmorgan Value Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Jpmorgan Value is not an exception. The market had few large corrections towards the Jpmorgan Value's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Jpmorgan Value Advantage, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Jpmorgan Value within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0 | |
β | Beta against NYSE Composite | 0.91 | |
σ | Overall volatility | 1.07 | |
Ir | Information ratio | -0.002 |
Jpmorgan Value Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Jpmorgan Value for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Jpmorgan Value Advantage can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund retains 97.83% of its assets under management (AUM) in equities |
Jpmorgan Value Technical Analysis
Jpmorgan Value's future price can be derived by breaking down and analyzing its technical indicators over time. Jpmorgan Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Jpmorgan Value Advantage. In general, you should focus on analyzing Jpmorgan Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Jpmorgan Value Predictive Forecast Models
Jpmorgan Value's time-series forecasting models is one of many Jpmorgan Value's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Jpmorgan Value's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Jpmorgan Value Advantage
Checking the ongoing alerts about Jpmorgan Value for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Jpmorgan Value Advantage help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund retains 97.83% of its assets under management (AUM) in equities |
Check out Jpmorgan Value Backtesting, Portfolio Optimization, Jpmorgan Value Correlation, Jpmorgan Value Hype Analysis, Jpmorgan Value Volatility, Jpmorgan Value History as well as Jpmorgan Value Performance. Note that the Jpmorgan Value Advantage information on this page should be used as a complementary analysis to other Jpmorgan Value'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 the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.