JPMorgan 100Q (Australia) Performance
| JPHQ Etf | 61.18 0.54 0.89% |
The etf retains a Market Volatility (i.e., Beta) of 0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JPMorgan 100Q's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan 100Q is expected to be smaller as well.
Risk-Adjusted Performance
15 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in JPMorgan 100Q Equity are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, JPMorgan 100Q may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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JPMorgan 100Q Relative Risk vs. Return Landscape
If you would invest 5,550 in JPMorgan 100Q Equity on September 14, 2024 and sell it today you would earn a total of 568.00 from holding JPMorgan 100Q Equity or generate 10.23% return on investment over 90 days. JPMorgan 100Q Equity is generating 0.1552% of daily returns and assumes 0.7685% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than JPMorgan, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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JPMorgan 100Q Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan 100Q's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPMorgan 100Q Equity, and traders can use it to determine the average amount a JPMorgan 100Q'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 = 0.202
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Estimated Market Risk
| 0.77 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.2 actual daily | 15 85% of assets perform better |
Based on monthly moving average JPMorgan 100Q is performing at about 15% 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 100Q by adding it to a well-diversified portfolio.
About JPMorgan 100Q Performance
Assessing JPMorgan 100Q's fundamental ratios provides investors with valuable insights into JPMorgan 100Q's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the JPMorgan 100Q is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
JPMorgan 100Q is entity of Australia. It is traded as Etf on AU exchange.