Jpmorgan Investor Balanced Fund Market Value
| OIBFX Fund | USD 15.94 0.04 0.25% |
| Symbol | Jpmorgan |
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.
| 11/20/2024 |
| 12/20/2024 |
If you would invest 0.00 in Jpmorgan Investor on November 20, 2024 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Investor Balanced or generate 0.0% return on investment in Jpmorgan Investor over 30 days. Jpmorgan Investor is related to or competes with Amg Managers, Clearbridge Appreciation, Clearbridge Large, Morningstar Unconstrained, Thrivent High, Via Renewables, and T Rowe. 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 Balanced upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 3.43 | |||
| Value At Risk | (0.60) | |||
| Potential Upside | 0.6623 |
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.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.12) |
Jpmorgan Investor Backtested Returns
Jpmorgan Investor holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12% return per unit of risk over the last 3 months. Jpmorgan Investor 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 0.508, market risk adjusted performance of (0.11), and Risk Adjusted Performance of (0.07) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.43, 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 | -0.83 |
Excellent reverse predictability
Jpmorgan Investor Balanced has excellent reverse predictability. Overlapping area represents the amount of predictability between Jpmorgan Investor time series from 20th of November 2024 to 5th of December 2024 and 5th of December 2024 to 20th 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 price movement. The serial correlation of -0.83 indicates that around 83.0% of current Jpmorgan Investor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.98 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Jpmorgan Investor 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 Balanced.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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.
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Transaction History View history of all your transactions and understand their impact on performance |