Jpmorgan International Equity Fund Manager Performance Evaluation

JSEAX Fund  USD 19.02  0.22  1.17%   
The fund retains a Market Volatility (i.e., Beta) of 1.02, which attests to a somewhat significant risk relative to the market. Jpmorgan International returns are very sensitive to returns on the market. As the market goes up or down, Jpmorgan International is expected to follow.

Risk-Adjusted Performance

9 of 100

 
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Compared to the overall equity markets, risk-adjusted returns on investments in Jpmorgan International Equity are ranked lower than 9 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Jpmorgan International is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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Expense Ratio Date1st of March 2023
Expense Ratio0.9500
  

Jpmorgan International Relative Risk vs. Return Landscape

If you would invest  1,794  in Jpmorgan International Equity on November 24, 2023 and sell it today you would earn a total of  108.00  from holding Jpmorgan International Equity or generate 6.02% return on investment over 90 days. Jpmorgan International Equity is currently producing 0.0989% returns and takes up 0.787% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Jpmorgan, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon Jpmorgan International is expected to generate 1.59 times less return on investment than the market. In addition to that, the company is 1.2 times more volatile than its market benchmark. It trades about 0.13 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.24 per unit of volatility.

Jpmorgan International Current Valuation

Fairly Valued
Today
19.02
Please note that Jpmorgan International's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Jpmorgan International retains a regular Real Value of $18.88 per share. The prevalent price of the fund is $19.02. We determine the value of Jpmorgan International from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Our valuation method for Jpmorgan International Equity is useful when determining the fair value of the Jpmorgan mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Jpmorgan International. Since Jpmorgan International is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Jpmorgan Mutual Fund. However, Jpmorgan International's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
Historical Market  19.02 Real  18.88 Hype  19.02
The real value of a stock, also known as the intrinsic value, is the underlying worth of a company that is reflected in its stock price. It is based on the company's financial performance, assets, liabilities, growth prospects, management team, industry conditions, and other relevant factors. The real value of a stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, price-to-book ratio, and other valuation metrics. The real value of a stock may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence the stock's price. It is important to note that the real value of a stock is not a fixed number and may change over time based on changes in the company's performance and other relevant factors.
18.88
Real Value
19.67
Upside
Estimating the potential upside or downside of Jpmorgan International Equity helps investors to forecast how Jpmorgan mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Jpmorgan International more accurately as focusing exclusively on Jpmorgan International's fundamentals will not take into account other important factors:
Hype
Prediction
LowEstimatedHigh
18.2319.0219.81
Details

Jpmorgan International Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan International's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Jpmorgan International Equity, and traders can use it to determine the average amount a Jpmorgan International'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 = 0.1257

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Estimated Market Risk

 0.79
  actual daily
6
94% of assets are more volatile

Expected Return

 0.1
  actual daily
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99% of assets have higher returns

Risk-Adjusted Return

 0.13
  actual daily
9
91% of assets perform better
Based on monthly moving average Jpmorgan International is performing at about 9% 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 International by adding it to a well-diversified portfolio.

Jpmorgan International Fundamentals Growth

Jpmorgan Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Jpmorgan International, and Jpmorgan International fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Jpmorgan Mutual Fund performance.

About Jpmorgan International Performance

To evaluate Jpmorgan International Mutual Fund 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 International 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 Mutual Fund'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 International 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.
The fund invests at least 80 percent of the value of its assets in equity investments. Assets means net assets, plus the amount of borrowings for investment purposes. It primarily invests in foreign companies of various market capitalizations, including foreign subsidiaries of U.S. companies. The fund may invest in securities across all market capitalizations, although it may invest a significant portion of its assets in companies of any one particular market capitalization category.

Things to note about Jpmorgan International performance evaluation

Checking the ongoing alerts about Jpmorgan International for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Jpmorgan International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund retains 97.77% of its assets under management (AUM) in equities
Evaluating Jpmorgan International's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Jpmorgan International's mutual fund performance include:
  • Analyzing Jpmorgan International's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Jpmorgan International's stock is overvalued or undervalued compared to its peers.
  • Examining Jpmorgan International's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating Jpmorgan International's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Jpmorgan International's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Jpmorgan International's mutual fund. These opinions can provide insight into Jpmorgan International's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Jpmorgan International's mutual fund performance is not an exact science, and many factors can impact Jpmorgan International's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Jpmorgan International Equity. Also, note that the market value of any Mutual Fund could be tightly coupled with the direction of predictive economic indicators such as signals in nation.
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 Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.

Complementary Tools for Jpmorgan Mutual Fund analysis

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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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.