JP Morgan Stock Alpha and Beta Analysis

JPM -  USA Stock  

USD 157.68  0.41  0.26%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JP Morgan Chase. It also helps investors analyze the systematic and unsystematic risks associated with investing in JP Morgan over a specified time horizon. Remember, high JP Morgan's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please see JP Morgan Backtesting, JP Morgan Valuation, JP Morgan Correlation, JP Morgan Hype Analysis, JP Morgan Volatility, JP Morgan History and analyze JP Morgan Performance.

Search Beta 

 
Refresh
Please note that although JP Morgan alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, JP Morgan did 0.012953  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of JP Morgan Chase stock's relative risk over its benchmark. JP Morgan Chase has a beta of 1.48  . Let's try to break down what JP Morgan's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, JP Morgan will likely underperform.
JP Morgan Enterprise Value over EBIT is relatively stable at the moment as compared to the past year. The company's current value of Enterprise Value over EBIT is estimated at 14.34. Enterprise Value over EBITDA is expected to hike to 11.54 this year, although Book Value per Share will most likely fall to 85.46.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

JP Morgan Quarterly Book Value per Share

94.311Share

JP Morgan Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JP Morgan market risk premium is the additional return an investor will receive from holding JP Morgan long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in JP Morgan. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate JP Morgan's performance over market.
α-0.01   β1.48
90 days against DJI

JP Morgan expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of JP Morgan's Buy-and-hold return. Our buy-and-hold chart shows how JP Morgan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

JP Morgan Market Price Analysis

Market price analysis indicators help investors to evaluate how JP Morgan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JP Morgan shares will generate the highest return on investment. By understating and applying JP Morgan stock market price indicators, traders can identify JP Morgan position entry and exit signals to maximize returns.

JP Morgan Return and Market Media

The median price of JP Morgan for the period between Mon, Jun 21, 2021 and Sun, Sep 19, 2021 is 155.65 with a coefficient of variation of 2.43. The daily time series for the period is distributed with a sample standard deviation of 3.77, arithmetic mean of 155.5, and mean deviation of 3.2. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Financial Statements06/28/2021
2
EPS Estimate06/30/2021
3
Unclassified Event07/02/2021
4
Concerns Over Slow Economic Recovery Causes JPMorgan and Ban...07/08/2021
5
Goldman, J.P. Morgan stocks adding nearly 90 points to the D...07/12/2021
6
EPS Reported07/13/2021
7
5 Key Takeaways from JPMorgan Chases Q2 Earnings - Motley Fo...07/16/2021
8
Acquisition by James Dimon of 1500000 shares of JP Morgan su...07/20/2021
9
JPMorgan Chase Co. stock outperforms market on strong tradin...07/26/2021
10
Financial Statements07/29/2021
11
Exercise or conversion by Robin Leopold of 4185 shares of JP...08/02/2021
12
JP Morgan Wins Permission for Full Control of a Securities B...08/06/2021
13
Unclassified Event08/09/2021
14
Financial Statements08/10/2021
15
At 159, JPMorgan Stock Has Limited Growth Potential - Forbes08/18/2021
16
JPMorgan Chase Co. is higher by 0.10 percent Tuesday In Prem...08/31/2021
17
WFC Wells Fargo vs. JPMorgan Chase Which Bank Stock is a Bet...09/07/2021
18
Unclassified Event09/09/2021
19
JPMorgan Chase Co. stock falls Friday, underperforms market ...09/10/2021
20
JPMorgan Chase Co. stock falls Friday, still outperforms mar...09/17/2021

About JP Morgan Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in JP Morgan Chase has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2018 2019 2020 2021 (projected)
PPandE Turnover9.036.994.886.9
Calculated Tax Rate20.3418.2217.7324.09

JP Morgan Upcoming Company Events

As portrayed in its financial statements, the presentation of JP Morgan's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, JP Morgan's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of JP Morgan's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of JP Morgan. Please utilize our Beneish M Score to check the likelihood of JP Morgan's management manipulating its earnings.
Upcoming Quarterly Report13th of October 2021
Next Earnings Report21st of January 2022
Next Fiscal Quarter End30th of September 2021
Next Fiscal Year End21st of January 2022
Last Quarter Report30th of June 2021
Last Earning Announcement30th of September 2020

Build Portfolio with JP Morgan

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see JP Morgan Backtesting, JP Morgan Valuation, JP Morgan Correlation, JP Morgan Hype Analysis, JP Morgan Volatility, JP Morgan History and analyze JP Morgan Performance. Note that the JP Morgan Chase information on this page should be used as a complementary analysis to other JP Morgan'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 ETF Directory module to find actively traded Exchange Traded Funds (ETF) from around the world.

Complementary Tools for JP Morgan Stock analysis

When running JP Morgan Chase price analysis, check to measure JP Morgan'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 JP Morgan is operating at the current time. Most of JP Morgan's value examination focuses on studying past and present price action to predict the probability of JP Morgan's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move JP Morgan's price. Additionally, you may evaluate how the addition of JP Morgan to your portfolios can decrease your overall portfolio volatility.
Transaction History
View history of all your transactions and understand their impact on performance
Go
Shere Portfolio
Track or share privately all of your investments from the convenience of any device
Go
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go
Global Correlations
Find global opportunities by holding instruments from different markets
Go
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume
Go
Fund Screener
Find activelly-traded funds from around the world traded on over 30 global exchanges
Go
JP Morgan technical stock 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, stock market cycles, or different charting patterns.
A focus of JP Morgan technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of JP Morgan 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...