Jpmorgan Mutual Fund Manager Performance Evaluation

JVAAX -  USA Fund  

USD 43.09  0.10  0.23%

The fund retains a Market Volatility (i.e., Beta) of -0.2681, which attests to not very significant fluctuations relative to the market. Let's try to break down what Jpmorgan's beta means in this case. As returns on the market increase, returns on owning Jpmorgan Value are expected to decrease at a much lower rate. During the bear market, Jpmorgan Value is likely to outperform the market. Although it is extremely important to respect Jpmorgan Value Advantage current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Jpmorgan Value Advantage technical indicators, you can presently evaluate if the expected return of 0.0262% will be sustainable into the future.

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 Jpmorgan Performance
2 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Jpmorgan Value Advantage are ranked lower than 2 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Jpmorgan Value is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Fifty Two Week Low29.58
Fifty Two Week High44.28
Annual Report Expense Ratio1.14%

Jpmorgan Value Relative Risk vs. Return Landscape

If you would invest  4,250  in Jpmorgan Value Advantage on June 22, 2021 and sell it today you would earn a total of  59.00  from holding Jpmorgan Value Advantage or generate 1.39% return on investment over 90 days. Jpmorgan Value Advantage is currently producing 0.0262% returns and takes up 0.8522% volatility of returns over 90 trading days. Put another way, 7% 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.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Jpmorgan Value is expected to generate 1.27 times more return on investment than the market. However, the company is 1.27 times more volatile than its market benchmark. It trades about 0.03 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

Jpmorgan Value Current Valuation

Overvalued
Today
43.09
20th of September 2021
Share
Please note that Jpmorgan Value's price fluctuation is very steady at this time.
Jpmorgan Value Advantage retains a regular Real Value of $39.6 per share. The prevalent price of the fund is $43.09. At this time, the entity appears to be overvalued. We determine the value of Jpmorgan Value Advantage from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued assets and dropping overvalued assets since, at some point, stock prices and their ongoing real values will come together.
Our valuation method for Jpmorgan Value Advantage 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 Value. Since Jpmorgan Value is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Jpmorgan Mutual Fund. However, Jpmorgan Value'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.
39.60
Real Value
47.40
Upside
Estimating the potential upside or downside of Jpmorgan Value Advantage 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 Value more accurately as focusing exclusively on Jpmorgan Value's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
43.0143.1243.24
Details
Hype
Prediction
LowEstimated ValueHigh
42.2443.0943.94
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
0.780.790.81
Details

Jpmorgan Value Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Value's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Jpmorgan Value Advantage, and traders can use it to determine the average amount a Jpmorgan Value'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 = 0.0307

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Negative ReturnsJVAAX
Estimated Market Risk
 0.85
  actual daily
 
 7 %
of total potential
 
77
Expected Return
 0.03
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.03
  actual daily
 
 2 %
of total potential
 
22
Based on monthly moving average Jpmorgan Value is performing at about 2% 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 Value by adding it to a well-diversified portfolio.

About Jpmorgan Value Performance

To evaluate Jpmorgan Value Advantage 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 Value 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 Value Advantage 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 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 investment seeks to provide long-term total return from a combination of income and capital gains. Jpmorgan Value is traded on NASDAQ Exchange in the United States.

Things to note about Jpmorgan Value Advantage

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

Jpmorgan Value Alerts

Equity Alerts and Improvement Suggestions

The fund retains 97.16% of its assets under management (AUM) in equities
Please see Risk vs Return Analysis. Note that the Jpmorgan Value Advantage information on this page should be used as a complementary analysis to other Jpmorgan Value'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 Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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When running Jpmorgan Value Advantage price analysis, check to measure Jpmorgan Value'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 Value is operating at the current time. Most of Jpmorgan Value's value examination focuses on studying past and present price action to predict the probability of Jpmorgan Value's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Jpmorgan Value's price. Additionally, you may evaluate how the addition of Jpmorgan Value to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Jpmorgan Value's value and its price as these two are different measures arrived at by different means. Investors typically determine Jpmorgan Value value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jpmorgan Value'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.