JPM USD Etf Market Value

JPMB -  USA Etf  

USD 46.50  0.20  0.43%

JPM USD's market value is the price at which a share of JPM USD stock trades on a public exchange. It measures the collective expectations of JPM USD Emrg investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of JPM USD Emrg and determine expected loss or profit from investing in JPM USD over a given investment horizon. Please see JPM USD Hype Analysis, JPM USD Correlation, Portfolio Optimization, JPM USD Volatility, as well as analyze JPM USD Alpha and Beta and JPM USD Performance.
Symbol
Backtest

The market value of JPM USD Emrg is measured differently than its book value, which is the value of JPM USD that is recorded on the company's balance sheet. Investors also form their own opinion of JPM USD's value that differs from its market value or its book value, called intrinsic value, which is JPM USD'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 JPM USD's market value can be influenced by many factors that don't directly affect JPM USD'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 JPM USD's value and its price as these two are different measures arrived at by different means. Investors typically determine JPM USD value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPM USD'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.

JPM USD '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 JPM USD's etf 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 JPM USD.
0.00
02/06/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
01/26/2022
0.00
If you would invest  0.00  in JPM USD on February 6, 2020 and sell it all today you would earn a total of 0.00 from holding JPM USD Emrg or generate 0.0% return on investment in JPM USD over 720 days. JPM USD is related to or competes with USD Emrg, Vaneck Emerging, Emrg Mkts, Emrg Mkts, SPDR Emerging, Global X, and SPDR Doubleline. The investment seeks investment results that closely correspond, before fees and expenses, to the performance of the JPM...

JPM USD 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 JPM USD's etf 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 JPM USD Emrg upside and downside potential and time the market with a certain degree of confidence.

JPM USD Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for JPM USD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPM USD's standard deviation. In reality, there are many statistical measures that can use JPM USD historical prices to predict the future JPM USD's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of JPM USD'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 JPM USD in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
46.0446.5046.96
Details
Intrinsic
Valuation
LowReal ValueHigh
46.3846.8447.30
Details
Naive
Forecast
LowNext ValueHigh
46.5847.0447.50
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
46.0847.4848.88
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as JPM USD. Your research has to be compared to or analyzed against JPM USD's peers to derive any actionable benefits. When done correctly, JPM USD's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in JPM USD Emrg.

JPM USD Emrg Backtested Returns

JPM USD Emrg holds Efficiency (Sharpe) Ratio of -0.19, which attests that the entity had -0.19% of return per unit of volatility over the last 3 months. Macroaxis approach towards determining the risk of any etf is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. JPM USD Emrg exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out JPM USD market risk adjusted performance of (0.52), and Risk Adjusted Performance of (0.13) to validate the risk estimate we provide.
The etf retains a Market Volatility (i.e., Beta) of 0.1501, which attests to not very significant fluctuations relative to the market. Let's try to break down what JPM USD's beta means in this case. As returns on the market increase, JPM USD returns are expected to increase less than the market. However, during the bear market, the loss on holding JPM USD will be expected to be smaller as well. Even though it is essential to pay attention to JPM USD Emrg current price history, it is always good to be careful when utilizing equity current price movements. Our approach towards determining any etf's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. JPM USD Emrg exposes twenty-one different technical indicators, which can help you to evaluate its performance.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.00   

No correlation between past and present

JPM USD Emrg has no correlation between past and present. Overlapping area represents the amount of predictability between JPM USD time series from 6th of February 2020 to 31st of January 2021 and 31st of January 2021 to 26th of January 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of JPM USD Emrg price movement. The serial correlation of 0.0 indicates that just 0.0% of current JPM USD price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test-0.22
Residual Average0.0
Price Variance0.74

JPM USD Emrg lagged returns against current returns

Autocorrelation, which is JPM USD etf'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 JPM USD's etf expected returns. We can calculate the autocorrelation of JPM USD returns to help us make a trade decision. For example, suppose you find that JPM USD etf 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 
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      Timeline 

JPM USD 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 JPM USD etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPM USD etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPM USD etf over time.
 Current vs Lagged Prices 
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      Timeline 

JPM USD Lagged Returns

When evaluating JPM USD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPM USD etf have on its future price. JPM USD 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, JPM USD autocorrelation shows the relationship between JPM USD etf current value and its past values and can show if there is a momentum factor associated with investing in JPM USD Emrg.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in JPM USD 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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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as JPM USD Emrg using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please see JPM USD Hype Analysis, JPM USD Correlation, Portfolio Optimization, JPM USD Volatility, as well as analyze JPM USD Alpha and Beta and JPM USD Performance. Note that the JPM USD Emrg information on this page should be used as a complementary analysis to other JPM USD'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 Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.

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When running JPM USD Emrg price analysis, check to measure JPM USD'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 JPM USD is operating at the current time. Most of JPM USD's value examination focuses on studying past and present price action to predict the probability of JPM USD's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move JPM USD's price. Additionally, you may evaluate how the addition of JPM USD to your portfolios can decrease your overall portfolio volatility.
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JPM USD technical etf 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.
A focus of JPM USD technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of JPM USD trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...