Jpmorgan Value Factor Etf Probability of Future Etf Price Finishing Under 37.07
| JVAL Etf | USD 43.58 0.40 0.91% |
JPMorgan |
JPMorgan Value Target Price Odds to finish below 37.07
The tendency of JPMorgan Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to $ 37.07 or more in 90 days |
| 43.58 | 90 days | 37.07 | near 1 |
Based on a normal probability distribution, the odds of JPMorgan Value to drop to $ 37.07 or more in 90 days from now is near 1 (This JPMorgan Value Factor probability density function shows the probability of JPMorgan Etf to fall within a particular range of prices over 90 days) . Probability of JPMorgan Value Factor price to stay between $ 37.07 and its current price of $43.58 at the end of the 90-day period is about 26.3 .
Given the investment horizon of 90 days JPMorgan Value has a beta of 0.17. This indicates as returns on the market go up, JPMorgan Value average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding JPMorgan Value Factor will be expected to be much smaller as well. Additionally JPMorgan Value Factor has an alpha of 0.012, implying that it can generate a 0.012 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). JPMorgan Value Price Density |
| Price |
Predictive Modules for JPMorgan Value
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as JPMorgan Value Factor. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.JPMorgan Value Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. JPMorgan Value is not an exception. The market had few large corrections towards the JPMorgan Value's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold JPMorgan Value Factor, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of JPMorgan Value within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | 0.17 | |
σ | Overall volatility | 0.90 | |
Ir | Information ratio | -0.0076 |
JPMorgan Value Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of JPMorgan Value for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for JPMorgan Value Factor can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund retains 99.54% of its assets under management (AUM) in equities |
JPMorgan Value Technical Analysis
JPMorgan Value's future price can be derived by breaking down and analyzing its technical indicators over time. JPMorgan Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of JPMorgan Value Factor. In general, you should focus on analyzing JPMorgan Etf price patterns and their correlations with different microeconomic environments and drivers.
JPMorgan Value Predictive Forecast Models
JPMorgan Value's time-series forecasting models is one of many JPMorgan Value's etf analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary JPMorgan Value's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the etf market movement and maximize returns from investment trading.
Things to note about JPMorgan Value Factor
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 Factor help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund retains 99.54% of its assets under management (AUM) in equities |
Check out JPMorgan Value Backtesting, Portfolio Optimization, JPMorgan Value Correlation, JPMorgan Value Hype Analysis, JPMorgan Value Volatility, JPMorgan Value History as well as JPMorgan Value Performance. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
The market value of JPMorgan Value Factor is measured differently than its book value, which is the value of JPMorgan that is recorded on the company's balance sheet. Investors also form their own opinion of JPMorgan Value's value that differs from its market value or its book value, called intrinsic value, which is JPMorgan Value'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 JPMorgan Value's market value can be influenced by many factors that don't directly affect JPMorgan Value'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 JPMorgan Value's value and its price as these two are different measures arrived at by different means. Investors typically determine if JPMorgan Value is a good investment 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.