Jpmorgan Chase Co Stock Market Value
JPM Stock | USD 192.66 2.36 1.24% |
Symbol | JPMorgan |
JPMorgan Chase Price To Book Ratio
Is JPMorgan Chase'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 JPMorgan Chase. If investors know JPMorgan 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 JPMorgan Chase 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 (0.15) | Dividend Share 4.1 | Earnings Share 16.22 | Revenue Per Share 49.687 | Quarterly Revenue Growth 0.111 |
The market value of JPMorgan Chase is measured differently than its book value, which is the value of JPMorgan that is recorded on the company's balance sheet. Investors also form their own opinion of JPMorgan Chase's value that differs from its market value or its book value, called intrinsic value, which is JPMorgan Chase'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 JPMorgan Chase's market value can be influenced by many factors that don't directly affect JPMorgan Chase'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 JPMorgan Chase's value and its price as these two are different measures arrived at by different means. Investors typically determine if JPMorgan Chase is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPMorgan Chase'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 Chase '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 Chase's stock 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 Chase.
11/25/2022 |
| 03/19/2024 |
If you would invest 0.00 in JPMorgan Chase on November 25, 2022 and sell it all today you would earn a total of 0.00 from holding JPMorgan Chase Co or generate 0.0% return on investment in JPMorgan Chase over 480 days. JPMorgan Chase is related to or competes with Progressive Corp, Comfort Systems, JPMorgan Chase, JPMorgan Chase, Bank Of America, and Tat Techno. JPMorgan Chase Co. operates as a financial services company worldwide More
JPMorgan Chase 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 Chase's stock 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 Chase Co upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 0.6999 | |||
Information Ratio | 0.1831 | |||
Maximum Drawdown | 3.96 | |||
Value At Risk | (0.88) | |||
Potential Upside | 1.73 |
JPMorgan Chase Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Chase's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPMorgan Chase's standard deviation. In reality, there are many statistical measures that can use JPMorgan Chase historical prices to predict the future JPMorgan Chase's volatility.Risk Adjusted Performance | 0.2321 | |||
Jensen Alpha | 0.1948 | |||
Total Risk Alpha | 0.1111 | |||
Sortino Ratio | 0.208 | |||
Treynor Ratio | 0.442 |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of JPMorgan Chase'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. Please use the tools below to analyze the current value of JPMorgan Chase in the context of predictive analytics.
JPMorgan Chase Backtested Returns
JPMorgan Chase appears to be very steady, given 3 months investment horizon. JPMorgan Chase holds Efficiency (Sharpe) Ratio of 0.33, which attests that the entity had 0.33% return per unit of volatility over the last 3 months. Our approach towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-nine technical indicators for JPMorgan Chase, which you can use to evaluate the future volatility of the firm. Please utilize JPMorgan Chase's market risk adjusted performance of 0.452, and Risk Adjusted Performance of 0.2321 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, JPMorgan Chase holds a performance score of 25. The company retains a Market Volatility (i.e., Beta) of 0.63, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JPMorgan Chase returns are expected to increase less than the market. However, during the bear market, the loss on holding JPMorgan Chase will be expected to be smaller as well. Although it is vital to follow JPMorgan Chase current price history, it is good to be conservative about what you can do with the information regarding equity current price movements. Please utilizes JPMorgan Chase semi variance, and the relationship between the treynor ratio and daily balance of power to make a quick decision on whether JPMorgan Chase Co current trending patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
JPMorgan Chase Co has modest predictability. Overlapping area represents the amount of predictability between JPMorgan Chase time series from 25th of November 2022 to 23rd of July 2023 and 23rd of July 2023 to 19th 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 Chase price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current JPMorgan Chase price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.58 | |
Spearman Rank Test | 0.47 | |
Residual Average | 0.0 | |
Price Variance | 229.94 |
JPMorgan Chase lagged returns against current returns
Autocorrelation, which is JPMorgan Chase stock'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 Chase's stock expected returns. We can calculate the autocorrelation of JPMorgan Chase returns to help us make a trade decision. For example, suppose you find that JPMorgan Chase stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
Current and Lagged Values |
Timeline |
JPMorgan Chase 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 Chase stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPMorgan Chase stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPMorgan Chase stock over time.
Current vs Lagged Prices |
Timeline |
JPMorgan Chase Lagged Returns
When evaluating JPMorgan Chase's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPMorgan Chase stock have on its future price. JPMorgan Chase 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 Chase autocorrelation shows the relationship between JPMorgan Chase stock current value and its past values and can show if there is a momentum factor associated with investing in JPMorgan Chase Co.
Regressed Prices |
Timeline |
JPMorgan Chase Investors Sentiment
The influence of JPMorgan Chase'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 JPMorgan. 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 market does not have solid backing from leading economists and market statisticians.
Investor biases related to JPMorgan Chase's public news can be used to forecast risks associated with an investment in JPMorgan. The trend in average sentiment can be used to explain how an investor holding JPMorgan can time the market purely based on public headlines and social activities around JPMorgan Chase Co. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
JPMorgan Chase'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 JPMorgan Chase'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 JPMorgan Chase's news discussions. The higher the estimated score, the more favorable is the investor's outlook on JPMorgan Chase.
JPMorgan Chase Implied Volatility | 27.1 |
JPMorgan Chase's implied volatility exposes the market's sentiment of JPMorgan Chase Co stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if JPMorgan Chase'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 JPMorgan Chase stock will not fluctuate a lot when JPMorgan Chase'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 JPMorgan Chase 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, JPMorgan Chase's short interest history, or implied volatility extrapolated from JPMorgan Chase options trading.
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Try AI Portfolio ArchitectCheck out JPMorgan Chase Correlation, JPMorgan Chase Volatility and JPMorgan Chase Alpha and Beta module to complement your research on JPMorgan Chase. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for JPMorgan Stock analysis
When running JPMorgan Chase's price analysis, check to measure JPMorgan Chase'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 Chase is operating at the current time. Most of JPMorgan Chase's value examination focuses on studying past and present price action to predict the probability of JPMorgan Chase'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 Chase's price. Additionally, you may evaluate how the addition of JPMorgan Chase to your portfolios can decrease your overall portfolio volatility.
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JPMorgan Chase technical stock 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, stock market cycles, or different charting patterns.