JP Morgan Z Score

JPM
 Stock
  

USD 115.76  0.38  0.33%   

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.
  
The value of Return on Invested Capital is expected to pull down to 0.0155. The value of Invested Capital is estimated to pull down to about 3444.5 B. JP Morgan Selling General and Administrative Expense is relatively stable at the moment as compared to the past year. The company's current value of Selling General and Administrative Expense is estimated at 66.07 Billion. Weighted Average Shares is expected to hike to about 3.1 B this year, although the value of Earning Before Interest and Taxes EBIT will most likely fall to nearly 50.2 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 rated below average 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.
201720182019202020212022 (projected)
Net Income Per Employee96.78 K126.8 K141.76 K113.77 K178.34 K192.42 K
Revenue Per Employee451.01 K513.12 K554.21 K505.77 K469.34 K442.26 K
Average Assets2,551.53 B2,609.39 B2,729.15 B3,245.84 B3,718.68 B3,499.45 B
Earnings Before Interest Taxes and Depreciation Amortization EBITDA40.2 B46.79 B51.45 B42.71 B65.66 B58.05 B
Earnings Before Interest Taxes and Depreciation Amortization USD40.2 B46.79 B51.45 B42.71 B65.66 B58.05 B
Earnings before Tax34.03 B39 B43.08 B34.09 B57.73 B50.21 B
Average Equity257.11 B257.28 B262.18 B269.05 B287.82 B290.61 B
Enterprise Value425.19 B421.9 B773.76 B457.42 B311.88 B356.23 B
Free Cash Flow(10.83 B)15.61 B4.09 B(79.91 B)78.08 B84.25 B
Invested Capital2,542.7 B2,823.02 B2,886.5 B3,345.82 B3,494.98 B3,444.48 B
Invested Capital Average2,559.81 B2,695.02 B2,964.1 B3,295.82 B3,530.87 B3,469.23 B
Market Capitalization371.05 B324.63 B437.23 B387.34 B467.97 B419.31 B
Tangible Asset Value2,479.21 B2,568.18 B2,634.04 B3,331.33 B3,686.88 B3,459 B

JP Morgan ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, JP Morgan's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to JP Morgan's managers, analysts, and investors.
Environment Score
Governance Score
Social Score

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 278494 people.

JP Morgan Investors Sentiment

The influence of JP Morgan's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in JP Morgan. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to JP Morgan's public news can be used to forecast risks associated with investment in JP Morgan. The trend in average sentiment can be used to explain how an investor holding JP Morgan can time the market purely based on public headlines and social activities around JP Morgan Chase. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
JP Morgan's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for JP Morgan's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average JP Morgan's news discussions. The higher the estimate score, the more favorable is the investor's outlook on JP Morgan.

JP Morgan Implied Volatility

    
  30.96  
JP Morgan's implied volatility exposes the market's sentiment of JP Morgan Chase stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if JP Morgan's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that JP Morgan stock will not fluctuate a lot when JP Morgan's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards JP Morgan in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, JP Morgan's short interest history, or implied volatility extrapolated from JP Morgan options trading.

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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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

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When running JP Morgan Chase price analysis, check to measure JP Morgan'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 JP Morgan is operating at the current time. Most of JP Morgan's value examination focuses on studying past and present price action to predict the probability of JP Morgan's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move JP Morgan's price. Additionally, you may evaluate how the addition of JP Morgan to your portfolios can decrease your overall portfolio volatility.
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Is JP Morgan's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of JP Morgan. If investors know JP Morgan will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about JP Morgan listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
-0.27
Market Capitalization
335.3 B
Quarterly Revenue Growth YOY
-0.096
Return On Assets
0.0104
Return On Equity
0.14
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's underlying business (such as a 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.