JP Morgan Alpha and Beta Analysis

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JPM -- USA Stock  

 Earnings Call 

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including JP Morgan Chase, as well as systematic risk associated with investing in JP Morgan over a specified time horizon. Please see JP Morgan Backtesting, JP Morgan Valuation, JP Morgan Correlation, JP Morgan Hype Analysis, JP Morgan Volatility, JP Morgan History and analyze JP Morgan Performance.

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Please note that although JP Morgan alpha is a measure of relative return and represented here as a single number, it actually indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, JP Morgan did 0.12  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of JP Morgan Chase relative risk over its benchmark. JP Morgan Chase has beta of 1.27  . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, JP Morgan will likely underperform.
JP Morgan Enterprise Value over EBIT is considerably stable at the moment as compared to the last year. The company current value of Enterprise Value over EBIT is estimated at about 18.13. Price to Book Value is projected to rize to 1.72 this year, although Enterprise Value over EBITDA will most likely fall to 15.08. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk.

  JP Morgan Quarterly Book Value per Share

JP Morgan Market Premiums

α-0.12   β1.27
30 days against DJI

JP Morgan expected buy-and-hold returns

JP Morgan Market Price Analysis

JP Morgan Return and Market Media

The median price of JP Morgan for the period between Sun, Mar 8, 2020 and Sat, Jun 6, 2020 is 91.71 with a coefficient of variation of 8.32. The daily time series for the period is distributed with a sample standard deviation of 7.79, arithmetic mean of 93.54, and mean deviation of 5.77. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
JP Morgan exotic insider transaction detected03/12/2020
JP Morgan exotic insider transaction detected03/13/2020
JP Morgan exotic insider transaction detected03/16/2020
Acquisition by Stephen Burke of 387 shares of JP Morgan subj...03/17/2020
Exercise or conversion by Marianne Lake of 11164 shares of J...03/18/2020
Acquisition by Stacey Friedman of 41704 shares of JP Morgan ...03/19/2020
Financial Statements03/24/2020
Acquisition by Lee Raymond of 2487 shares of JP Morgan subje...03/25/2020
Acquisition by William Weldon of 719 shares of JP Morgan sub...03/26/2020
Exercise or conversion by Stacey Friedman of 41704 shares of...03/27/2020
JP Morgan exotic insider transaction detected03/30/2020
Exercise or conversion by Hogan John James of 100000 shares ...04/01/2020
JP Morgan exotic insider transaction detected04/02/2020
Exercise or conversion by Gordon Smith of 25724 shares of JP...04/07/2020
Exercise or conversion by Laban Jackson of 8909 shares of JP...04/08/2020
Acquisition by Scharf Charles W of 94181 shares of JP Morgan...04/13/2020
Financial Statements04/14/2020
Sale by Ashley Bacon of 13027 shares of JP Morgan04/15/2020
Payment of 487 shares by Cavanagh Michael J of JP Morgan sub...04/17/2020
Exercise or conversion by Gordon Smith of 51322 shares of JP...04/20/2020
Financial Statements04/22/2020
Exercise or conversion by Sclafani Joseph L of 48000 shares ...04/23/2020
JP Morgan exotic insider transaction detected04/24/2020
Financial stocks rally, give near 60-point boost to the Dows...04/28/2020
JP Morgan exotic insider transaction detected04/29/2020
Sale by Peter Scher of 18679 shares of JP Morgan04/30/2020
Payment of 19420 shares by Rauchenberger Louis of JP Morgan ...05/01/2020
Exercise or conversion by Bisignano Frank of 40000 shares of...05/04/2020
Unclassified Event05/05/2020
Acquisition by James Crown of 631 shares of JP Morgan subjec...05/06/2020
Unclassified Event05/07/2020
JPMorgan Chase Co. JPM is -33.50 percent lower this YTD. Is ...05/11/2020
Sale by Staley James E of 100 shares of JP Morgan05/12/2020
JP Morgan exotic insider transaction detected05/13/2020
US STOCKS-Futures fall on fears of prolonged economic downtu...05/14/2020
Exercise or conversion by James Dimon of 654720 shares of JP...05/15/2020
JPMorgan Expects to Keep Offices Half Full After Lockdown En...05/20/2020
JP Morgan exotic insider transaction detected05/21/2020
Payment of 43103 shares by Mandelbaum Jay of JP Morgan subje...05/22/2020
Payment of 29880 shares by James Dimon of JP Morgan subject ...05/26/2020
Wall Street rises with economic hopes bank stocks jump - mar...05/27/2020
Payment of 60828 shares by Matthew Zames of JP Morgan subjec...05/29/2020
Acquisition by James Dimon of 412234 shares of JP Morgan sub...06/01/2020
Exercise or conversion by Bradley John F of 22200 shares of ...06/02/2020

About JP Morgan 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in JP Morgan Chase 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.
 2017 2018 2019 2020 (projected)
PPandE Turnover8.059.036.998.16
Calculated Tax Rate31.9220.3418.2224.79
JPMorgan Chase Co. operates as a financial services company worldwide. The company was founded in 1799 and is headquartered in New York, New York. JP Morgan operates under BanksDiversified classification in USA and is traded on BATS Exchange. It employs 256720 people.

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