JPMorgan Total Risk Alpha

JQUA Etf  USD 52.83  0.03  0.06%   
JPMorgan total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for JPMorgan US Quality or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
JPMorgan US Quality has current Total Risk Alpha of 0.0044. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.

Total Risk Alpha

 = 

RFR + (ER[b] - ER[a])

x

STD[a] / STD[b]

 = 
0.0044
ER[a] = Expected return on investing in JPMorgan
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on JPMorgan
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

JPMorgan Total Risk Alpha Peers Comparison

JPMorgan Total Risk Alpha Relative To Other Indicators

JPMorgan US Quality is rated third overall ETF in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  697.00  of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare JPMorgan to Peers

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