JPMorgan Municipal Risk Analysis And Volatility Evaluation

OTBBX -- USA Fund  

USD 9.92  0.01  0.10%

Our approach towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for JPMorgan Municipal which you can use to evaluate future volatility of the entity. Please check out JPMorgan Municipal Risk Adjusted Performance of 0.021503 and Market Risk Adjusted Performance of 0.12 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

JPMorgan Municipal Market Sensitivity

As returns on market increase, JPMorgan Municipal returns are expected to increase less than the market. However during bear market, the loss on holding JPMorgan Municipal will be expected to be smaller as well.
One Month Beta |Analyze JPMorgan Municipal Demand Trend
Check current 30 days JPMorgan Municipal correlation with market (DOW)
β = 0.036
JPMorgan Municipal Small BetaJPMorgan Municipal Beta Legend

JPMorgan Municipal Technical Analysis

Transformation
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JPMorgan Municipal Projected Return Density Against Market

Assuming 30 trading days horizon, JPMorgan Municipal has beta of 0.036 . This implies as returns on market go up, JPMorgan Municipal average returns are expected to increase less than the benchmark. However during bear market, the loss on holding JPMorgan Municipal Income B will be expected to be much smaller as well. Additionally, JPMorgan Municipal Income B has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.036
σ
Overall volatility
=0.00
Ir
Information ratio =2.16

JPMorgan Municipal Return Volatility

JPMorgan Municipal Income B shows 0.0% volatility of returns over 30 trading days. DOW inherits 0.4541% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

JPMorgan Municipal Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

JPMorgan Municipal Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 9.223372036854776E16 times more volatile than JPMorgan Municipal Income B. 0% of all equities and portfolios are less risky than JPMorgan Municipal. Compared to the overall equity markets, volatility of historical daily returns of JPMorgan Municipal Income B is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use JPMorgan Municipal Income B to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of JPMorgan Municipal to be traded at $10.42 in 30 days. As returns on market increase, JPMorgan Municipal returns are expected to increase less than the market. However during bear market, the loss on holding JPMorgan Municipal will be expected to be smaller as well.

JPMorgan Municipal correlation with market

Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding JPMorgan Municipal Income B and equity matching DJI index in the same portfolio.

JPMorgan Municipal Volatility Indicators

JPMorgan Municipal Income B Current Risk Indicators

Additionally take a look at Your Equity Center. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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