Jpmorgan Mutual Fund Alpha and Beta Analysis

VSSBX -  USA Fund  

USD 67.46  0.64  0.96%

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

Jpmorgan Beta 

 
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Please note that although Jpmorgan Small 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, Jpmorgan Small did 0.010576  better 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 Jpmorgan Small Cap fund's relative risk over its benchmark. Jpmorgan Small Cap has a beta of 1.05  . Let's try to break down what Jpmorgan's beta means in this case. Jpmorgan Small returns are very sensitive to returns on the market. As the market goes up or down, Jpmorgan Small is expected to follow.
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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.

Jpmorgan Small Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jpmorgan Small market risk premium is the additional return an investor will receive from holding Jpmorgan Small 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 Jpmorgan Small. 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 Jpmorgan Small's performance over market.
α0.010576   β1.05
90 days against DJI

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

Jpmorgan Small Market Price Analysis

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

Jpmorgan Small Return and Market Media

The median price of Jpmorgan Small for the period between Wed, Jul 28, 2021 and Tue, Oct 26, 2021 is 65.56 with a coefficient of variation of 1.53. The daily time series for the period is distributed with a sample standard deviation of 1.0, arithmetic mean of 65.42, and mean deviation of 0.81. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About Jpmorgan Small 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 Jpmorgan Small Cap 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.

Jpmorgan Small Investors Sentiment

The influence of Jpmorgan Small'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 Jpmorgan. 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.

Current Sentiment - VSSBX

Jpmorgan Small Cap Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in Jpmorgan Small Cap. What is your judgment towards investing in Jpmorgan Small Cap? Are you bullish or bearish?
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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.

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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
Also, please take a look at Jpmorgan Small Backtesting, Portfolio Optimization, Jpmorgan Small Correlation, Jpmorgan Small Hype Analysis, Jpmorgan Small Volatility, Jpmorgan Small History and analyze Jpmorgan Small Performance. Note that the Jpmorgan Small Cap information on this page should be used as a complementary analysis to other Jpmorgan Small'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 Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

Complementary Tools for Jpmorgan Mutual Fund analysis

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