Jpmorgan Mutual Fund Probability of Future Mutual Fund Price Finishing Over 38.55

JVAPX
 Fund
  

USD 35.71  0.25  0.70%   

Jpmorgan Value's future price is the expected price of Jpmorgan Value instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Jpmorgan Value Advantage performance during a given time horizon utilizing its historical volatility.
  
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Please see Jpmorgan Value Backtesting, Portfolio Optimization, Jpmorgan Value Correlation, Jpmorgan Value Hype Analysis, Jpmorgan Value Volatility, Jpmorgan Value History as well as Jpmorgan Value Performance. Please specify Jpmorgan Value time horizon, a valid symbol (red box) and a target price (blue box) you would like Jpmorgan Value odds to be computed.
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Jpmorgan Value Target Price Odds to finish over 38.55

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 PriceHorizonTarget PriceOdds to move over $ 38.55  or more in 90 days
 35.71 90 days 38.55  about 44.73
Based on a normal probability distribution, the odds of Jpmorgan Value to move over $ 38.55  or more in 90 days from now is about 44.73 (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 $ 35.71  and $ 38.55  at the end of the 90-day period is about 49.54 .
Assuming the 90 days horizon Jpmorgan Value has a beta of 0.0216. This indicates as returns on the market go up, Jpmorgan Value average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Jpmorgan Value Advantage will be expected to be much smaller as well. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Jpmorgan Value Advantage is significantly underperforming DOW.
 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 stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock 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, frequently view 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. Please use the tools below to analyze the current value of Jpmorgan Value in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.000.001.42
Details
Intrinsic
Valuation
LowReal ValueHigh
0.000.001.42
Details
Naive
Forecast
LowNext ValueHigh
35.1836.6038.02
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
34.8438.0641.27
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Jpmorgan Value. Your research has to be compared to or analyzed against Jpmorgan Value's peers to derive any actionable benefits. When done correctly, Jpmorgan Value's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Jpmorgan Value Advantage.

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 DOW
-0.19
β
Beta against DOW0.0216
σ
Overall volatility
1.66
Ir
Information ratio 0.001328

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.
Jpmorgan Value generated a negative expected return over the last 90 days
The fund retains 98.08% 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 time-series forecasting models is one of many Jpmorgan Value's mutual fund analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae 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. These 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 stock 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.

Jpmorgan Value Alerts

Jpmorgan Value Alerts and Suggestions

Jpmorgan Value generated a negative expected return over the last 90 days
The fund retains 98.08% of its assets under management (AUM) in equities
Please see 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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

Complementary Tools for Jpmorgan Mutual Fund analysis

When running Jpmorgan Value Advantage price analysis, check to measure Jpmorgan Value'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 Value is operating at the current time. Most of Jpmorgan Value's value examination focuses on studying past and present price action to predict the probability of Jpmorgan Value's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Jpmorgan Value's price. Additionally, you may evaluate how the addition of Jpmorgan Value to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Jpmorgan Value's value and its price as these two are different measures arrived at by different means. Investors typically determine Jpmorgan Value value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jpmorgan Value'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.