JPMORGAN Mutual Fund Market Value

JSEAX Fund  USD 17.16  0.23  1.32%   
JPMORGAN INTERNATIONAL's market value is the price at which a share of JPMORGAN INTERNATIONAL stock trades on a public exchange. It measures the collective expectations of JPMORGAN INTERNATIONAL EQUITY investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of JPMORGAN INTERNATIONAL EQUITY and determine expected loss or profit from investing in JPMORGAN INTERNATIONAL over a given investment horizon. Check out JPMORGAN INTERNATIONAL Correlation, JPMORGAN INTERNATIONAL Volatility and JPMORGAN INTERNATIONAL Alpha and Beta module to complement your research on JPMORGAN INTERNATIONAL.
Symbol

Please note, there is a significant difference between JPMORGAN INTERNATIONAL's value and its price as these two are different measures arrived at by different means. Investors typically determine if JPMORGAN INTERNATIONAL is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPMORGAN INTERNATIONAL'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 INTERNATIONAL '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 INTERNATIONAL's mutual fund 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 INTERNATIONAL.
0.00
08/24/2023
No Change 0.00  0.0 
In 31 days
09/23/2023
0.00
If you would invest  0.00  in JPMORGAN INTERNATIONAL on August 24, 2023 and sell it all today you would earn a total of 0.00 from holding JPMORGAN INTERNATIONAL EQUITY or generate 0.0% return on investment in JPMORGAN INTERNATIONAL over 30 days. JPMORGAN INTERNATIONAL is related to or competes with IShares Gold, SPDR Gold, GREAT WEST, VANGUARD PRECIOUS, FT Cboe, GOLDMAN SACHS, and Direxion Daily. The investment seeks total return from long-term capital growth and income More

JPMORGAN INTERNATIONAL 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 INTERNATIONAL's mutual fund 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 INTERNATIONAL EQUITY upside and downside potential and time the market with a certain degree of confidence.

JPMORGAN INTERNATIONAL Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMORGAN INTERNATIONAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPMORGAN INTERNATIONAL's standard deviation. In reality, there are many statistical measures that can use JPMORGAN INTERNATIONAL historical prices to predict the future JPMORGAN INTERNATIONAL's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of JPMORGAN INTERNATIONAL'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 INTERNATIONAL in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
16.3717.1617.95
Details
Intrinsic
Valuation
LowRealHigh
16.5417.3318.12
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as JPMORGAN INTERNATIONAL. Your research has to be compared to or analyzed against JPMORGAN INTERNATIONAL's peers to derive any actionable benefits. When done correctly, JPMORGAN INTERNATIONAL's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in JPMORGAN INTERNATIONAL.

JPMORGAN INTERNATIONAL Backtested Returns

JPMORGAN INTERNATIONAL holds Efficiency (Sharpe) Ratio of -0.0649, which attests that the entity had -0.0649% of return per unit of volatility over the last 3 months. Our approach towards determining the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. JPMORGAN INTERNATIONAL exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please check out JPMORGAN INTERNATIONAL market risk adjusted performance of (0.30), and Risk Adjusted Performance of (0.06) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.2797, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JPMORGAN INTERNATIONAL returns are expected to increase less than the market. However, during the bear market, the loss on holding JPMORGAN INTERNATIONAL will be expected to be smaller as well.

Auto-correlation

    
  0.62  

Good predictability

JPMORGAN INTERNATIONAL EQUITY has good predictability. Overlapping area represents the amount of predictability between JPMORGAN INTERNATIONAL time series from 24th of August 2023 to 8th of September 2023 and 8th of September 2023 to 23rd of September 2023. 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 INTERNATIONAL price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current JPMORGAN INTERNATIONAL price fluctuation can be explain by its past prices.
Correlation Coefficient0.62
Spearman Rank Test0.19
Residual Average0.0
Price Variance0.01

JPMORGAN INTERNATIONAL lagged returns against current returns

Autocorrelation, which is JPMORGAN INTERNATIONAL mutual fund'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 INTERNATIONAL's mutual fund expected returns. We can calculate the autocorrelation of JPMORGAN INTERNATIONAL returns to help us make a trade decision. For example, suppose you find that JPMORGAN INTERNATIONAL mutual fund 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 INTERNATIONAL 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 INTERNATIONAL mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPMORGAN INTERNATIONAL mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPMORGAN INTERNATIONAL mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

JPMORGAN INTERNATIONAL Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in JPMORGAN INTERNATIONAL without increasing your portfolio risk or giving up the 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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Check out JPMORGAN INTERNATIONAL Correlation, JPMORGAN INTERNATIONAL Volatility and JPMORGAN INTERNATIONAL Alpha and Beta module to complement your research on JPMORGAN INTERNATIONAL. Note that the JPMORGAN INTERNATIONAL information on this page should be used as a complementary analysis to other JPMORGAN INTERNATIONAL'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 the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.

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When running JPMORGAN INTERNATIONAL's price analysis, check to measure JPMORGAN INTERNATIONAL'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 INTERNATIONAL is operating at the current time. Most of JPMORGAN INTERNATIONAL's value examination focuses on studying past and present price action to predict the probability of JPMORGAN INTERNATIONAL'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 INTERNATIONAL's price. Additionally, you may evaluate how the addition of JPMORGAN INTERNATIONAL to your portfolios can decrease your overall portfolio volatility.
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JPMORGAN INTERNATIONAL technical mutual fund 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, fund market cycles, or different charting patterns.
A focus of JPMORGAN INTERNATIONAL technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of JPMORGAN INTERNATIONAL 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...