JPM USD Etf Volatility

JPMB -  USA Etf  

USD 40.24  0.30  0.75%

JPM USD Emrg holds Efficiency (Sharpe) Ratio of -0.19, which attests that the entity had -0.19% of return per unit of volatility over the last 3 months. Macroaxis approach towards determining the risk of any etf is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. JPM USD Emrg exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out JPM USD risk adjusted performance of (0.32), and Market Risk Adjusted Performance of (0.53) to validate the risk estimate we provide.
  
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JPM USD Etf volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of JPM USD daily returns, and it is calculated using variance and standard deviation. We also use JPM USD's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of JPM USD volatility.

720 Days Market Risk

Very steady

Chance of Distress

Very Small

720 Days Economic Sensitivity

Slowly supersedes the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as JPM USD can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of JPM USD at lower prices. For example, an investor can purchase JPM USD stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of JPM USD's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving together with JPM USD

1.0EMBUSD Emrg MktsPairCorr
0.99EMHCSPDR Emerging MarketsPairCorr
0.99PCYEmerging Markets SovPairCorr
0.98EMBDGlobal X EmergingPairCorr
0.96GEMDGS Access EmergingPairCorr
0.94DISWalt Disney Fiscal Year End 9th of November 2022 PairCorr

Moving against JPM USD

-0.81XOMExxon Mobil CorpPairCorr
-0.8MRKMerck CompanyPairCorr
-0.75TATT IncPairCorr
-0.58FTXNNasdaq Oil GasPairCorr
-0.56XOPSP Oil GasPairCorr
-0.52JNJJohnson JohnsonPairCorr

JPM USD Market Sensitivity And Downside Risk

JPM USD's beta coefficient measures the volatility of JPM USD etf compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents JPM USD etf's returns against your selected market. In other words, JPM USD's beta of 0.36 provides an investor with an approximation of how much risk JPM USD etf can potentially add to one of your existing portfolios.
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.
3 Months Beta |Analyze JPM USD Emrg Demand Trend
Check current 90 days JPM USD correlation with market (DOW)

JPM USD Beta

    
  0.36  
JPM USD standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  0.79  
It is essential to understand the difference between upside risk (as represented by JPM USD's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of JPM USD stock's daily returns or price. Since the actual investment returns on holding a position in JPM USD stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in JPM USD.

JPM USD Emrg Etf Volatility Analysis

Volatility refers to the frequency at which JPM USD stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with JPM USD's price changes. Investors will then calculate the volatility of JPM USD's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of JPM USD's volatility:

Historical Volatility

This type of stock volatility measures JPM USD's fluctuations based on previous trends. It's commonly used to predict JPM USD's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for JPM USD's current market price. This means that the stock will return to its initially predicted market price.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of JPM USD Emrg high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only JPM USD closing price as input.
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JPM USD Projected Return Density Against Market

Given the investment horizon of 90 days JPM USD has a beta of 0.3628 . This indicates as returns on the market go up, JPM USD average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding JPM USD Emrg will be expected to be much smaller as well.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to JPM USD or JPMorgan sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that JPM USD stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a JPM USD stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. JPM USD Emrg is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
JPM USD's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how JPM USD stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Company's Stock Price Volatility?

Several factors can influence a company's stock volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

JPM USD Etf Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to JPM USD or JPMorgan sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that JPM USD stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a JPM USD stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Given the investment horizon of 90 days the coefficient of variation of JPM USD is -532.16. The daily returns are distributed with a variance of 0.62 and standard deviation of 0.79. The mean deviation of JPM USD Emrg is currently at 0.63. For similar time horizon, the selected benchmark (DOW) has volatility of 1.36
α
Alpha over DOW
-0.15
β
Beta against DOW0.36
σ
Overall volatility
0.79
Ir
Information ratio -0.1

JPM USD Etf Return Volatility

JPM USD historical daily return volatility represents how much JPM USD stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The ETF inherits 0.7894% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 1.376% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About JPM USD Volatility

Volatility is a rate at which the price of JPM USD or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of JPM USD may increase or decrease. In other words, similar to JPM USD's beta indicator, it measures the risk of JPM USD and helps estimate the fluctuations that may happen in a short period of time. So if prices of JPM USD fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
The fund will invest at least 80 percent of its assets in securities included in the underlying index. JPM USD is traded on NYSEArca Exchange in the United States.

JPM USD Investment Opportunity

DOW has a standard deviation of returns of 1.38 and is 1.75 times more volatile than JPM USD Emrg. of all equities and portfolios are less risky than JPM USD. Compared to the overall equity markets, volatility of historical daily returns of JPM USD Emrg is lower than 6 () of all global equities and portfolios over the last 90 days. Use JPM USD Emrg to enhance returns of your portfolios. The etf experiences a moderate upward volatility. Check odds of JPM USD to be traded at $44.26 in 90 days. . 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.

Poor diversification

The correlation between JPM USD Emrg and DJI is Poor diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding JPM USD Emrg and DJI in the same portfolio, assuming nothing else is changed.

JPM USD Additional Risk Indicators

The analysis of JPM USD's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in JPM USD's investment and either accepting that risk or mitigating it. Along with some common measures of JPM USD stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Risk Adjusted Performance(0.32)
Market Risk Adjusted Performance(0.53)
Mean Deviation0.6535
Coefficient Of Variation(437.75)
Standard Deviation0.8114
Variance0.6584
Information Ratio(0.10)
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

JPM USD Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against JPM USD as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. JPM USD's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, JPM USD's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to JPM USD Emrg.
Please see Risk vs Return Analysis. 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 Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

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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The market value of JPM USD Emrg is measured differently than its book value, which is the value of JPM USD that is recorded on the company's balance sheet. Investors also form their own opinion of JPM USD's value that differs from its market value or its book value, called intrinsic value, which is JPM USD's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because JPM USD's market value can be influenced by many factors that don't directly affect JPM USD's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between JPM USD's value and its price as these two are different measures arrived at by different means. Investors typically determine JPM USD value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPM USD'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.