Jpmorgan Small Cap Fund Market Value

JSECX Fund  USD 24.13  0.12  0.50%   
Jpmorgan Small's market value is the price at which a share of Jpmorgan Small trades on a public exchange. It measures the collective expectations of Jpmorgan Small Cap investors about its performance. Jpmorgan Small is trading at 24.13 as of the 29th of March 2024; that is 0.50 percent increase since the beginning of the trading day. The fund's open price was 24.01.
With this module, you can estimate the performance of a buy and hold strategy of Jpmorgan Small Cap and determine expected loss or profit from investing in Jpmorgan Small over a given investment horizon. Check out Jpmorgan Small Correlation, Jpmorgan Small Volatility and Jpmorgan Small Alpha and Beta module to complement your research on Jpmorgan Small.
Symbol

Please note, there is a significant difference between Jpmorgan Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jpmorgan Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jpmorgan Small'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 Small '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 Small'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 Small.
0.00
04/04/2023
No Change 0.00  0.0 
In 11 months and 26 days
03/29/2024
0.00
If you would invest  0.00  in Jpmorgan Small on April 4, 2023 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Small Cap or generate 0.0% return on investment in Jpmorgan Small over 360 days. Jpmorgan Small is related to or competes with Vanguard Small-cap, Vanguard Small-cap, Vanguard Small-cap, Fidelity Small, Us Small, T Rowe, and T Rowe. Under normal circumstances, the fund invests at least 80 percent of its assets in equity securities of small cap compani... More

Jpmorgan Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.

Jpmorgan Small Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Small's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Small historical prices to predict the future Jpmorgan Small's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan Small'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.
Hype
Prediction
LowEstimatedHigh
23.1724.1325.09
Details
Intrinsic
Valuation
LowRealHigh
22.9223.8824.84
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Jpmorgan Small. Your research has to be compared to or analyzed against Jpmorgan Small's peers to derive any actionable benefits. When done correctly, Jpmorgan Small'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 Small Cap.

Jpmorgan Small Cap Backtested Returns

We consider Jpmorgan Small very steady. Jpmorgan Small Cap holds Efficiency (Sharpe) Ratio of 0.0997, which attests that the entity had a 0.0997% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Jpmorgan Small Cap, which you can use to evaluate the volatility of the entity. Please check out Jpmorgan Small's Downside Deviation of 1.07, market risk adjusted performance of 0.0583, and Risk Adjusted Performance of 0.0507 to validate if the risk estimate we provide is consistent with the expected return of 0.0953%. The fund retains a Market Volatility (i.e., Beta) of 1.45, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Jpmorgan Small will likely underperform.

Auto-correlation

    
  0.42  

Average predictability

Jpmorgan Small Cap has average predictability. Overlapping area represents the amount of predictability between Jpmorgan Small time series from 4th of April 2023 to 1st of October 2023 and 1st of October 2023 to 29th 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 Small Cap price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Jpmorgan Small price fluctuation can be explain by its past prices.
Correlation Coefficient0.42
Spearman Rank Test0.35
Residual Average0.0
Price Variance2.25

Jpmorgan Small Cap lagged returns against current returns

Autocorrelation, which is Jpmorgan Small 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 Small's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Small returns to help us make a trade decision. For example, suppose you find that Jpmorgan Small has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Jpmorgan Small 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 Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Small 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 Small mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Jpmorgan Small Lagged Returns

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

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 Small 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 Small's short interest history, or implied volatility extrapolated from Jpmorgan Small options trading.

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Check out Jpmorgan Small Correlation, Jpmorgan Small Volatility and Jpmorgan Small Alpha and Beta module to complement your research on Jpmorgan Small.
Note that the Jpmorgan Small Cap information on this page should be used as a complementary analysis to other Jpmorgan Small'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 Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.

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