JPMorgan Stock Performance

JPM Stock  USD 139.98  0.86  0.62%   
On a scale of 0 to 100, JPMorgan Chase holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of 0.8547, which attests to possible diversification benefits within a given portfolio. Let's try to break down what JPMorgan's beta means in this case. JPMorgan Chase returns are very sensitive to returns on the market. As the market goes up or down, JPMorgan Chase is expected to follow. Although it is important to respect JPMorgan Chase current price history, it is better to be realistic regarding the information on the equity's current price movements. The approach towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing JPMorgan Chase technical indicators, you can now evaluate if the expected return of 0.2% will be sustainable into the future. Please utilizes JPMorgan Chase coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and semi variance to make a quick decision on whether JPMorgan Chase Co current trending patterns will revert.
  
JPMorgan Performance
11 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in JPMorgan Chase Co are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, JPMorgan Chase may actually be approaching a critical reversion point that can send shares even higher in February 2023. ...more

Structure and Payout Changes

Forward Dividend Yield
0.0286
Payout Ratio
0.2597
Last Split Factor
3:2
Forward Dividend Rate
4
Dividend Date
2023-01-31

JPMorgan Price Channel

Begin Period Cash Flow740.8 B

JPMorgan Chase Relative Risk vs. Return Landscape

If you would invest  12,496  in JPMorgan Chase Co on October 29, 2022 and sell it today you would earn a total of  1,502  from holding JPMorgan Chase Co or generate 12.02% return on investment over 90 days. JPMorgan Chase Co is generating 0.1975% of daily returns assuming volatility of 1.2877% on return distribution over 90 days investment horizon. In other words, 11% of stocks are less volatile than JPMorgan, and above 97% of all equities are expected to generate higher returns over the next 90 days.
  Daily Expected Return (%)  
       Risk (%)  
Considering the 90-day investment horizon JPMorgan Chase is expected to generate 1.13 times more return on investment than the market. However, the company is 1.13 times more volatile than its market benchmark. It trades about 0.15 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.12 per unit of risk.

JPMorgan Chase Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Chase's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as JPMorgan Chase Co, and traders can use it to determine the average amount a JPMorgan Chase's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.1534

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Estimated Market Risk
 1.29
  actual daily
 
 11 %
of total potential
 
1111
Expected Return
 0.2
  actual daily
 
 3 %
of total potential
 
33
Risk-Adjusted Return
 0.15
  actual daily
 
 11 %
of total potential
 
1111
Based on monthly moving average JPMorgan Chase is performing at about 11% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JPMorgan Chase by adding it to a well-diversified portfolio.

About JPMorgan Chase Performance

To evaluate JPMorgan Chase Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when JPMorgan Chase generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare JPMorgan Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand JPMorgan Chase market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents JPMorgan's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2023
Effect of Exchange Rate Changes on Cash-10.4 B-10.6 B
Return on Average Assets 1.22  1.07 
Return on Average Equity 15.17  12.69 
Return on Invested Capital 0.0184  0.0168 
Return on Sales 0.55  0.48 

Things to note about JPMorgan Chase

Checking the ongoing alerts about JPMorgan Chase for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for JPMorgan Chase help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Please see Risk vs Return Analysis. You can also try Probability Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.

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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
0.072
Market Capitalization
410.7 B
Quarterly Revenue Growth
0.056
Return On Assets
0.0102
Return On Equity
0.1285
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 JPMorgan Chase value 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.