Jpmorgan International Value Fund Market Value

JNVMX Fund  USD 14.38  0.01  0.07%   
Jpmorgan International's market value is the price at which a share of Jpmorgan International trades on a public exchange. It measures the collective expectations of Jpmorgan International Value investors about its performance. Jpmorgan International is trading at 12.26 as of the 29th of March 2024; that is -4.83 percent down since the beginning of the trading day. The fund's open price was 14.39.
With this module, you can estimate the performance of a buy and hold strategy of Jpmorgan International Value and determine expected loss or profit from investing in Jpmorgan International over a given investment horizon. Check out Jpmorgan International Correlation, Jpmorgan International Volatility and Jpmorgan International Alpha and Beta module to complement your research on Jpmorgan International.
Symbol

Please note, there is a significant difference between Jpmorgan International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jpmorgan International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jpmorgan International'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.

Jpmorgan International 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Jpmorgan International's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Jpmorgan International.
0.00
04/04/2023
No Change 0.00  0.0 
In 11 months and 26 days
03/29/2024
0.00
If you would invest  0.00  in Jpmorgan International on April 4, 2023 and sell it all today you would earn a total of 0.00 from holding Jpmorgan International Value or generate 0.0% return on investment in Jpmorgan International over 360 days. Jpmorgan International is related to or competes with Us Government, Prudential Government, Dunham Porategovernment, Wesmark Government, Blackrock, and Jpmorgan Government. The investment seeks to provide long-term capital appreciation More

Jpmorgan International Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Jpmorgan International's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Jpmorgan International Value upside and downside potential and time the market with a certain degree of confidence.

Jpmorgan International Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan International's standard deviation. In reality, there are many statistical measures that can use Jpmorgan International historical prices to predict the future Jpmorgan International's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan International'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.
Hype
Prediction
LowEstimatedHigh
13.8014.3814.96
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Intrinsic
Valuation
LowRealHigh
13.1413.7215.82
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Jpmorgan International. Your research has to be compared to or analyzed against Jpmorgan International's peers to derive any actionable benefits. When done correctly, Jpmorgan International's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Jpmorgan International.

Jpmorgan International Backtested Returns

We consider Jpmorgan International very steady. Jpmorgan International holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Jpmorgan International, which you can use to evaluate the volatility of the entity. Please check out Jpmorgan International's Market Risk Adjusted Performance of (0.64), risk adjusted performance of 0.1285, and Downside Deviation of 0.6344 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. The fund retains a Market Volatility (i.e., Beta) of -0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jpmorgan International are expected to decrease at a much lower rate. During the bear market, Jpmorgan International is likely to outperform the market.

Auto-correlation

    
  0.59  

Modest predictability

Jpmorgan International Value has modest predictability. Overlapping area represents the amount of predictability between Jpmorgan International time series from 4th of April 2023 to 1st of October 2023 and 1st of October 2023 to 29th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Jpmorgan International price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Jpmorgan International price fluctuation can be explain by its past prices.
Correlation Coefficient0.59
Spearman Rank Test0.64
Residual Average0.0
Price Variance0.42

Jpmorgan International lagged returns against current returns

Autocorrelation, which is Jpmorgan International mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Jpmorgan International's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan International returns to help us make a trade decision. For example, suppose you find that Jpmorgan International has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Jpmorgan International regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Jpmorgan International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jpmorgan International mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Jpmorgan International Lagged Returns

When evaluating Jpmorgan International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan International mutual fund have on its future price. Jpmorgan International autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Jpmorgan International autocorrelation shows the relationship between Jpmorgan International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan International Value.
   Regressed Prices   
       Timeline  

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Check out Jpmorgan International Correlation, Jpmorgan International Volatility and Jpmorgan International Alpha and Beta module to complement your research on Jpmorgan International.
You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

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Jpmorgan International technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
A focus of Jpmorgan International technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Jpmorgan International trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...