JP Morgan Z Score

JPM -  USA Stock  

USD 151.45  0.20  0.13%

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Please see JP Morgan Piotroski F Score and JP Morgan Valuation analysis.

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JP Morgan Return on Invested Capital is relatively stable at the moment as compared to the past year. The company's current value of Return on Invested Capital is estimated at 0.0119. Invested Capital Average is expected to hike to about 3297 B this year, although the value of Invested Capital will most likely fall to nearly 3320.6 B. JP Morgan Net Income Common Stock is relatively stable at the moment as compared to the past year. The company's current value of Net Income Common Stock is estimated at 27.62 Billion. Net Income to Non Controlling Interests is expected to hike to about 1.9 B this year, although the value of Operating Income will most likely fall to nearly 50.6 B.

JP Morgan Z Score Analysis

JP Morgan's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..
Z Score 
 = 
Sum Of  
 
5 Factors 
More About Z Score | All Equity Analysis
First Factor
 = 
1.2 * (
Working Capital
/
Total Assets )
Second Factor
 = 
1.4 * (
Retained Earnings
/
Total Assets )
Thrid Factor
 = 
3.3 * (
EBITAD
/
Total Assets )
Fouth Factor
 = 
0.6 * (
Market Value of Equity
/
Total Liabilities )
Fifth Factor
 = 
0.99 * (
Revenue
/
Total Assets )

JP Morgan Z Score Driver Correlations

Understanding the fundamental principles of building solid financial models for JP Morgan is extremely important. It helps to project a fair market value of Ford stock properly, considering its historical fundamentals such as Z Score. Since JP Morgan's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of JP Morgan's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of JP Morgan's interrelated accounts and indicators.
To calculate Z-Score one would need to know current working capital of the company, its total assets, and liabilities, amount of latest retained earnings as well as earnings before interest and tax. Z-Score can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area' with scores of less than 1, indicating the high probability of distress. Z Score is used widely by financial auditors, accountants, money managers, loan processers, wealth advisers, as well as day traders. In the last 25 years, many financial models that utilize z score has been proved to be successful as a predictor of corporate bankruptcy.
Compare to competition

According to the company's disclosures, JP Morgan Chase has a Z Score of 0.0. This is 100.0% lower than that of the Financial Services sector and about the same as Banks—Diversified (which currently averages 0.0) industry. The z score for all United States stocks is 100.0% higher than that of the company.

JP Morgan Z Score Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses JP Morgan's direct or indirect competition against its Z Score to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of JP Morgan could also be used in its relative valuation, which is a method of valuing JP Morgan by comparing valuation metrics of similar companies.
JP Morgan is currently under evaluation in z score category among related companies.

JP Morgan Current Valuation Drivers

We derive many important indicators used in calculating different scores of JP Morgan from analyzing JP Morgan's financial statements. These drivers represent accounts that assess JP Morgan's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of JP Morgan's important valuation drivers and their relationship over time.
201620172018201920202021 (projected)
Net Income Per Employee101.36 K96.78 K126.8 K141.76 K113.77 K101.19 K
Revenue Per Employee432.28 K451.01 K513.12 K554.21 K505.77 K461.23 K
Average Assets2,475.48 B2,551.53 B2,609.39 B2,729.15 B3,245.84 B3,165.51 B
Earnings Before Interest Taxes and Depreciation Amortization EBITDA38.12 B40.2 B46.79 B51.12 B42.3 B43.74 B
Earnings Before Interest Taxes and Depreciation Amortization USD38.12 B40.2 B46.79 B51.12 B42.3 B43.74 B
Earnings before Tax32.64 B34.03 B39 B42.76 B33.69 B35.7 B
Average Equity252.78 B257.11 B257.28 B262.18 B269.05 B274.6 B
Enterprise Value405.82 B425.19 B421.9 B773.76 B457.42 B450.4 B
Free Cash Flow21.88 B(10.83 B)15.61 B4.09 B(79.91 B)(82.01 B)
Invested Capital2,542.45 B2,542.7 B2,823.02 B2,886.5 B3,345.82 B3,320.58 B
Invested Capital Average2,537.48 B2,559.81 B2,695.02 B2,964.1 B3,295.82 B3,297.01 B
Market Capitalization308.77 B371.05 B324.63 B437.23 B387.34 B360.97 B
Tangible Asset Value2,436.73 B2,479.21 B2,568.18 B2,634.04 B3,331.33 B3,186.49 B

JP Morgan Fundamentals

About JP Morgan Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze JP Morgan Chase's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of JP Morgan using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of JP Morgan Chase based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
JPMorgan Chase Co. operates as a financial services company worldwide. JPMorgan Chase Co. was founded in 1799 and is headquartered in New York, New York. JP Morgan operates under BanksDiversified classification in the United States and is traded on New York Stock Exchange. It employs 259350 people.

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Our tools can tell you how much better you can do entering a position in JP Morgan without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please see JP Morgan Piotroski F Score and JP Morgan Valuation analysis. Note that the JP Morgan Chase information on this page should be used as a complementary analysis to other JP Morgan'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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

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The market value of JP Morgan Chase is measured differently than its book value, which is the value of JP Morgan that is recorded on the company's balance sheet. Investors also form their own opinion of JP Morgan's value that differs from its market value or its book value, called intrinsic value, which is JP Morgan's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because JP Morgan's market value can be influenced by many factors that don't directly affect JP Morgan Chase underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between JP Morgan's value and its price as these two are different measures arrived at by different means. Investors typically determine JP Morgan value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JP Morgan'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.