JPM USD Etf Alpha and Beta Analysis

JPMB -  USA Etf  

USD 48.66  0.90  1.88%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JPM USD Emrg. It also helps investors analyze the systematic and unsystematic risks associated with investing in JPM USD over a specified time horizon. Remember, high JPM USD'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 JPM USD Backtesting, Portfolio Optimization, JPM USD Correlation, JPM USD Hype Analysis, JPM USD Volatility, JPM USD History and analyze JPM USD Performance.

JPM USD Beta 

 
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Please note that although JPM USD 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, JPM USD did 0.07  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 JPM USD Emrg etf's relative risk over its benchmark. JPM USD Emrg has a beta of 0.0278  . Let's try to break down what JPM USD's beta means in this case. As returns on the market increase, JPM USD returns are expected to increase less than the market. However, during the bear market, the loss on holding JPM USD will be expected to be smaller as well.
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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.

JPM USD Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JPM USD market risk premium is the additional return an investor will receive from holding JPM USD 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 JPM USD. 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 JPM USD's performance over market.
α-0.07   β0.0278
90 days against DJI

JPM USD 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 JPM USD's Buy-and-hold return. Our buy-and-hold chart shows how JPM USD performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

JPM USD Market Price Analysis

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

JPM USD Return and Market Media

The median price of JPM USD for the period between Wed, Sep 1, 2021 and Tue, Nov 30, 2021 is 48.72 with a coefficient of variation of 1.22. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 48.91, and mean deviation of 0.51. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
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About JPM USD 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 JPM USD Emrg 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.

JPM USD Investors Sentiment

The influence of JPM USD's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in JPM USD. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards JPM USD in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, JPM USD's short interest history, or implied volatility extrapolated from JPM USD options trading.

Current Sentiment - JPMB

JPM USD Emrg Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in JPM USD Emrg. What is your judgment towards investing in JPM USD Emrg? Are you bullish or bearish?
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Please see JPM USD Backtesting, Portfolio Optimization, JPM USD Correlation, JPM USD Hype Analysis, JPM USD Volatility, JPM USD History and analyze JPM USD Performance. Note that the JPM USD Emrg information on this page should be used as a complementary analysis to other JPM USD'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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.

Complementary Tools for JPM USD Etf analysis

When running JPM USD Emrg price analysis, check to measure JPM USD'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 USD is operating at the current time. Most of JPM USD's value examination focuses on studying past and present price action to predict the probability of JPM USD's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move JPM USD's price. Additionally, you may evaluate how the addition of JPM USD to your portfolios can decrease your overall portfolio volatility.
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JPM USD technical etf 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 JPM USD technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of JPM USD 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...