JPMorgan 100Q (Australia) Alpha and Beta Analysis
| JPEQ Etf | 64.64 0.22 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JPMorgan 100Q Equity. It also helps investors analyze the systematic and unsystematic risks associated with investing in JPMorgan 100Q over a specified time horizon. Remember, high JPMorgan 100Q's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to JPMorgan 100Q's market risk premium analysis include:
Beta 0.13 | Alpha 0.21 | Risk 0.77 | Sharpe Ratio 0.31 | Expected Return 0.24 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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JPMorgan 100Q Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JPMorgan 100Q market risk premium is the additional return an investor will receive from holding JPMorgan 100Q long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in JPMorgan 100Q. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate JPMorgan 100Q's performance over market.| α | 0.21 | β | 0.13 |
JPMorgan 100Q expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of JPMorgan 100Q's Buy-and-hold return. Our buy-and-hold chart shows how JPMorgan 100Q performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JPMorgan 100Q Market Price Analysis
Market price analysis indicators help investors to evaluate how JPMorgan 100Q etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JPMorgan 100Q shares will generate the highest return on investment. By understating and applying JPMorgan 100Q etf market price indicators, traders can identify JPMorgan 100Q position entry and exit signals to maximize returns.
JPMorgan 100Q Return and Market Media
The median price of JPMorgan 100Q for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 58.7 with a coefficient of variation of 5.05. The daily time series for the period is distributed with a sample standard deviation of 2.98, arithmetic mean of 58.97, and mean deviation of 2.57. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About JPMorgan 100Q Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including JPMorgan or other etfs. Alpha measures the amount that position in JPMorgan 100Q Equity has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards JPMorgan 100Q in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, JPMorgan 100Q's short interest history, or implied volatility extrapolated from JPMorgan 100Q options trading.
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Other Information on Investing in JPMorgan Etf
JPMorgan 100Q financial ratios help investors to determine whether JPMorgan Etf 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 100Q security.