Jpmorgan Diversified Return Etf Performance
| JPSE Etf | USD 47.58 0.21 0.44% |
The etf retains a Market Volatility (i.e., Beta) of 1.32, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, JPMorgan Diversified will likely underperform.
Risk-Adjusted Performance
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Over the last 90 days JPMorgan Diversified Return has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, JPMorgan Diversified is not utilizing all of its potentials. The recent stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
1 | Nottingham Advisors Inc. Invests 530,000 in JPMorgan Diversified Return U.S. Small Cap Equity ETF | 10/17/2024 |
| In Threey Sharp Ratio | 0.22 |
JPMorgan |
JPMorgan Diversified Relative Risk vs. Return Landscape
If you would invest 4,802 in JPMorgan Diversified Return on September 27, 2024 and sell it today you would lose (65.00) from holding JPMorgan Diversified Return or give up 1.35% of portfolio value over 90 days. JPMorgan Diversified Return is currently does not generate positive expected returns and assumes 1.2083% risk (volatility on return distribution) over the 90 days horizon. In different words, 10% of etfs are less volatile than JPMorgan, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
JPMorgan Diversified Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Diversified's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPMorgan Diversified Return, and traders can use it to determine the average amount a JPMorgan Diversified's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0117
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| Negative Returns | JPSE |
Estimated Market Risk
| 1.21 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average JPMorgan Diversified is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JPMorgan Diversified by adding JPMorgan Diversified to a well-diversified portfolio.
JPMorgan Diversified Fundamentals Growth
JPMorgan Etf prices reflect investors' perceptions of the future prospects and financial health of JPMorgan Diversified, and JPMorgan Diversified fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on JPMorgan Etf performance.
| Price To Earning | 20.71 X | |||
| Price To Book | 2.31 X | |||
| Price To Sales | 1.11 X | |||
| Total Asset | 238.44 M | |||
About JPMorgan Diversified Performance
By analyzing JPMorgan Diversified's fundamental ratios, stakeholders can gain valuable insights into JPMorgan Diversified's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if JPMorgan Diversified has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if JPMorgan Diversified has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund will invest at least 80 percent of its assets in securities included in the underlying index. JPM Dvsd is traded on NYSEARCA Exchange in the United States.| JPMorgan Diversified generated a negative expected return over the last 90 days | |
| The fund retains 99.65% of its assets under management (AUM) in equities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in JPMorgan Diversified Return. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
The market value of JPMorgan Diversified 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 Diversified's value that differs from its market value or its book value, called intrinsic value, which is JPMorgan Diversified'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 Diversified's market value can be influenced by many factors that don't directly affect JPMorgan Diversified'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 Diversified's value and its price as these two are different measures arrived at by different means. Investors typically determine if JPMorgan Diversified is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPMorgan Diversified'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.