Jpmorgan Us Small Fund Market Value

JSCSX Fund  USD 19.11  0.06  0.31%   
Jpmorgan's market value is the price at which a share of Jpmorgan trades on a public exchange. It measures the collective expectations of Jpmorgan Us Small investors about its performance. Jpmorgan is trading at 19.11 as of the 29th of March 2024; that is 0.31 percent increase since the beginning of the trading day. The fund's open price was 19.05.
With this module, you can estimate the performance of a buy and hold strategy of Jpmorgan Us Small and determine expected loss or profit from investing in Jpmorgan over a given investment horizon. Check out Jpmorgan Correlation, Jpmorgan Volatility and Jpmorgan Alpha and Beta module to complement your research on Jpmorgan.
Symbol

Please note, there is a significant difference between Jpmorgan's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jpmorgan is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jpmorgan'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 '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'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.
0.00
04/09/2022
No Change 0.00  0.0 
In 1 year 11 months and 21 days
03/29/2024
0.00
If you would invest  0.00  in Jpmorgan on April 9, 2022 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Us Small or generate 0.0% return on investment in Jpmorgan over 720 days. Jpmorgan is related to or competes with Vanguard Small-cap, Vanguard Small-cap, Vanguard Small-cap, Vanguard Small-cap, Fidelity Small, Us Small, and T Rowe. Under normal circumstances, the fund invests at least 80 percent of its assets in equity securities of small cap U.S More

Jpmorgan 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'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 Us Small upside and downside potential and time the market with a certain degree of confidence.

Jpmorgan Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan's standard deviation. In reality, there are many statistical measures that can use Jpmorgan historical prices to predict the future Jpmorgan'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'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
17.8719.1120.35
Details
Intrinsic
Valuation
LowRealHigh
17.5718.8120.05
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Jpmorgan. Your research has to be compared to or analyzed against Jpmorgan's peers to derive any actionable benefits. When done correctly, Jpmorgan'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 Us Small.

Jpmorgan Us Small Backtested Returns

We consider Jpmorgan very steady. Jpmorgan Us Small holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Jpmorgan Us Small, which you can use to evaluate the volatility of the entity. Please check out Jpmorgan's Market Risk Adjusted Performance of 0.0831, risk adjusted performance of 0.0711, and Downside Deviation of 1.3 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. The fund retains a Market Volatility (i.e., Beta) of 1.82, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Jpmorgan will likely underperform.

Auto-correlation

    
  0.25  

Poor predictability

Jpmorgan Us Small has poor predictability. Overlapping area represents the amount of predictability between Jpmorgan time series from 9th of April 2022 to 4th of April 2023 and 4th of April 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 Us Small price movement. The serial correlation of 0.25 indicates that over 25.0% of current Jpmorgan price fluctuation can be explain by its past prices.
Correlation Coefficient0.25
Spearman Rank Test0.14
Residual Average0.0
Price Variance1.24

Jpmorgan Us Small lagged returns against current returns

Autocorrelation, which is Jpmorgan 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's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan returns to help us make a trade decision. For example, suppose you find that Jpmorgan 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 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 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan 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 mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Jpmorgan Lagged Returns

When evaluating Jpmorgan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan mutual fund have on its future price. Jpmorgan 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 autocorrelation shows the relationship between Jpmorgan mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan Us Small.
   Regressed Prices   
       Timeline  

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Check out Jpmorgan Correlation, Jpmorgan Volatility and Jpmorgan Alpha and Beta module to complement your research on Jpmorgan.
You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.

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When running Jpmorgan's price analysis, check to measure Jpmorgan'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 is operating at the current time. Most of Jpmorgan's value examination focuses on studying past and present price action to predict the probability of Jpmorgan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jpmorgan's price. Additionally, you may evaluate how the addition of Jpmorgan to your portfolios can decrease your overall portfolio volatility.
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Jpmorgan 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 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Jpmorgan 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...