Jpmorgan Investor Growth Fund Market Value

JFBUX Fund  USD 19.39  0.07  0.36%   
Jpmorgan Investor's market value is the price at which a share of Jpmorgan Investor trades on a public exchange. It measures the collective expectations of Jpmorgan Investor Growth investors about its performance. Jpmorgan Investor is trading at 19.39 as of the 23rd of December 2024; that is 0.36% up since the beginning of the trading day. The fund's open price was 19.32.
With this module, you can estimate the performance of a buy and hold strategy of Jpmorgan Investor Growth and determine expected loss or profit from investing in Jpmorgan Investor over a given investment horizon. Check out Jpmorgan Investor Correlation, Jpmorgan Investor Volatility and Jpmorgan Investor Alpha and Beta module to complement your research on Jpmorgan Investor.
Symbol

Please note, there is a significant difference between Jpmorgan Investor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jpmorgan Investor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jpmorgan Investor'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.

Jpmorgan Investor 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Jpmorgan Investor's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Jpmorgan Investor.
0.00
11/23/2024
No Change 0.00  0.0 
In 31 days
12/23/2024
0.00
If you would invest  0.00  in Jpmorgan Investor on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Investor Growth or generate 0.0% return on investment in Jpmorgan Investor over 30 days. Jpmorgan Investor is related to or competes with Dreyfusnewton International, Sarofim Equity, Gmo Global, Dodge International, Us Vector, and Multimedia Portfolio. The fund is a fund of funds. Its main investment strategy is to invest in other J.P More

Jpmorgan Investor Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Jpmorgan Investor's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Jpmorgan Investor Growth upside and downside potential and time the market with a certain degree of confidence.

Jpmorgan Investor Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Investor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Investor's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Investor historical prices to predict the future Jpmorgan Investor's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan Investor's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
0.000.000.53
Details
Intrinsic
Valuation
LowRealHigh
0.000.000.53
Details
Naive
Forecast
LowNextHigh
18.2418.7619.29
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
19.2219.9320.65
Details

Jpmorgan Investor Growth Backtested Returns

Jpmorgan Investor Growth holds Efficiency (Sharpe) Ratio of -0.0429, which attests that the entity had a -0.0429% return per unit of risk over the last 3 months. Jpmorgan Investor Growth exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jpmorgan Investor's Standard Deviation of 0.5206, market risk adjusted performance of (0.06), and Risk Adjusted Performance of (0.04) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jpmorgan Investor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jpmorgan Investor is expected to be smaller as well.

Auto-correlation

    
  -0.87  

Excellent reverse predictability

Jpmorgan Investor Growth has excellent reverse predictability. Overlapping area represents the amount of predictability between Jpmorgan Investor time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Jpmorgan Investor Growth price movement. The serial correlation of -0.87 indicates that approximately 87.0% of current Jpmorgan Investor price fluctuation can be explain by its past prices.
Correlation Coefficient-0.87
Spearman Rank Test-0.87
Residual Average0.0
Price Variance0.14

Jpmorgan Investor Growth lagged returns against current returns

Autocorrelation, which is Jpmorgan Investor mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Jpmorgan Investor's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Investor returns to help us make a trade decision. For example, suppose you find that Jpmorgan Investor has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Jpmorgan Investor regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Jpmorgan Investor mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Investor mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jpmorgan Investor mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Jpmorgan Investor Lagged Returns

When evaluating Jpmorgan Investor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan Investor mutual fund have on its future price. Jpmorgan Investor autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Jpmorgan Investor autocorrelation shows the relationship between Jpmorgan Investor mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan Investor Growth.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Jpmorgan Mutual Fund

Jpmorgan Investor financial ratios help investors to determine whether Jpmorgan Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Jpmorgan with respect to the benefits of owning Jpmorgan Investor security.
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