JPMorgan SmartRetirement Alpha and Beta Analysis

SRJPX -- USA Fund  

USD 21.04  0.02  0.1%

This module allows you to check different measures of market premium for JPMorgan SmartRetirement 2035 F as well as systematic risk associated with investing in JPMorgan SmartRetirement over a specified time horizon. Also please take a look at JPMorgan SmartRetirement Backtesting, Portfolio Optimization, JPMorgan SmartRetirement Correlation, JPMorgan SmartRetirement Hype Analysis, JPMorgan SmartRetirement Volatility, JPMorgan SmartRetirement History and analyze JPMorgan SmartRetirement Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

JPMorgan SmartRetirement Market Premiums

α0.014474   β0.55
30 days against DJI

JPMorgan SmartRetirement expected buy-and-hold returns

JPMorgan SmartRetirement Market Price Analysis

JPMorgan SmartRetirement Return and Market Media

The median price of JPMorgan SmartRetirement for the period between Wed, Aug 21, 2019 and Tue, Nov 19, 2019 is 20.44 with a coefficient of variation of 1.59. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 20.43, and mean deviation of 0.26. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
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