Jpmorgan Value Factor Etf Performance
| JVAL Etf | USD 43.80 0.02 0.05% |
The etf retains a Market Volatility (i.e., Beta) of 0.95, which attests to possible diversification benefits within a given portfolio. JPMorgan Value returns are very sensitive to returns on the market. As the market goes up or down, JPMorgan Value is expected to follow.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in JPMorgan Value Factor are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent basic indicators, JPMorgan Value is not utilizing all of its potentials. The current stock price mess, may contribute to short-term losses for the institutional investors. ...more
1 | JPMorgan US Value Factor ETF Sees Unusually-High Trading Volume Time to Buy - Defense World | 10/04/2024 |
2 | JPMorgan US Value Factor ETF Hits New 1-Year High Heres Why | 11/25/2024 |
| In Threey Sharp Ratio | 0.41 |
JPMorgan |
JPMorgan Value Relative Risk vs. Return Landscape
If you would invest 4,351 in JPMorgan Value Factor on September 27, 2024 and sell it today you would earn a total of 29.00 from holding JPMorgan Value Factor or generate 0.67% return on investment over 90 days. JPMorgan Value Factor is currently generating 0.014% in daily expected returns and assumes 0.8346% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% 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 Value Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Value's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPMorgan Value Factor, and traders can use it to determine the average amount a JPMorgan Value'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 = 0.0167
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| Negative Returns | JVAL |
Estimated Market Risk
| 0.83 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average JPMorgan Value is performing at about 1% of its full potential. 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 Value by adding it to a well-diversified portfolio.
JPMorgan Value Fundamentals Growth
JPMorgan Etf prices reflect investors' perceptions of the future prospects and financial health of JPMorgan Value, and JPMorgan Value 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.
| Total Asset | 436.41 M | |||
About JPMorgan Value Performance
By examining JPMorgan Value's fundamental ratios, stakeholders can obtain critical insights into JPMorgan Value's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that JPMorgan Value is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund will invest at least 80 percent of its assets in securities included in the underlying index. JPM US is traded on NYSEARCA Exchange in the United States.| The fund retains 99.54% 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 Value Factor. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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.