JPM Dvsd Etf Performance

JPME -  USA Etf  

USD 90.29  0.99  1.11%

The etf retains a Market Volatility (i.e., Beta) of -0.0893, which attests to not very significant fluctuations relative to the market. Let's try to break down what JPM Dvsd's beta means in this case. As returns on the market increase, returns on owning JPM Dvsd are expected to decrease at a much lower rate. During the bear market, JPM Dvsd is likely to outperform the market. Although it is extremely important to respect JPM Dvsd Rtns current price history, it is better to be realistic regarding the information on equity current price movements. The approach towards determining future performance of any etf is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing JPM Dvsd Rtns technical indicators, you can now evaluate if the expected return of 0.0392% will be sustainable into the future.

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 JPM Dvsd Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in JPM Dvsd Rtns are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound primary indicators, JPM Dvsd is not utilizing all of its potentials. The new stock price tumult, may contribute to shorter-term losses for the shareholders. ...more

JPM Dvsd Price Channel

Fifty Two Week Low61.40
Fifty Two Week High92.15

JPM Dvsd Relative Risk vs. Return Landscape

If you would invest  8,726  in JPM Dvsd Rtns on June 20, 2021 and sell it today you would earn a total of  204.00  from holding JPM Dvsd Rtns or generate 2.34% return on investment over 90 days. JPM Dvsd Rtns is currently generating 0.0392% in daily expected returns and assumes 0.7217% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than JPM Dvsd, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 90 days JPM Dvsd is expected to generate 1.14 times more return on investment than the market. However, the company is 1.14 times more volatile than its market benchmark. It trades about 0.05 of its potential returns per unit of risk. The DOW is currently generating roughly 0.05 per unit of risk.

JPM Dvsd Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for JPM Dvsd's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPM Dvsd Rtns, and traders can use it to determine the average amount a JPM Dvsd'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 = 0.0544

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Estimated Market Risk
 0.72
  actual daily
 
 6 %
of total potential
 
66
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 0.04
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 0 %
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Risk-Adjusted Return
 0.05
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 3 %
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33
Based on monthly moving average JPM Dvsd is performing at about 3% 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 JPM Dvsd by adding it to a well-diversified portfolio.

About JPM Dvsd Performance

To evaluate JPM Dvsd Rtns Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when JPM Dvsd 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 JPM Dvsd Etf'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 JPM Dvsd Rtns stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents JPM Dvsd'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.
The investment seeks investment results that closely correspond, before fees and expenses, to the performance of the JP Morgan Diversified Factor US Mid Cap Equity Index. JPM Dvsd is traded on NYSEArca Exchange in the United States.

Things to note about JPM Dvsd Rtns

Checking the ongoing alerts about JPM Dvsd for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for JPM Dvsd Rtns help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

JPM Dvsd Alerts

Equity Alerts and Improvement Suggestions

JPM Dvsd Rtns is unlikely to experience financial distress in the next 2 years
The fund retains 99.91% of its assets under management (AUM) in equities
Please see Risk vs Return Analysis. Note that the JPM Dvsd Rtns information on this page should be used as a complementary analysis to other JPM Dvsd'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 Bond Directory module to find actively traded corporate debentures issued by US companies.

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When running JPM Dvsd Rtns price analysis, check to measure JPM Dvsd'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 Dvsd is operating at the current time. Most of JPM Dvsd's value examination focuses on studying past and present price action to predict the probability of JPM Dvsd's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move JPM Dvsd's price. Additionally, you may evaluate how the addition of JPM Dvsd to your portfolios can decrease your overall portfolio volatility.
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The market value of JPM Dvsd Rtns is measured differently than its book value, which is the value of JPM Dvsd that is recorded on the company's balance sheet. Investors also form their own opinion of JPM Dvsd's value that differs from its market value or its book value, called intrinsic value, which is JPM Dvsd'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 Dvsd's market value can be influenced by many factors that don't directly affect JPM Dvsd Rtns underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between JPM Dvsd's value and its price as these two are different measures arrived at by different means. Investors typically determine JPM Dvsd value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPM Dvsd'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.