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 (%)  
      Timeline 
1
JP Morgan exotic insider transaction detected03/12/2020
2
JP Morgan exotic insider transaction detected03/13/2020
3
JP Morgan exotic insider transaction detected03/16/2020
4
Acquisition by Stephen Burke of 387 shares of JP Morgan subj...03/17/2020
5
Exercise or conversion by Marianne Lake of 11164 shares of J...03/18/2020
6
Acquisition by Stacey Friedman of 41704 shares of JP Morgan ...03/19/2020
7
Financial Statements03/24/2020
8
Acquisition by Lee Raymond of 2487 shares of JP Morgan subje...03/25/2020
9
Acquisition by William Weldon of 719 shares of JP Morgan sub...03/26/2020
10
Exercise or conversion by Stacey Friedman of 41704 shares of...03/27/2020
11
JP Morgan exotic insider transaction detected03/30/2020
12
Exercise or conversion by Hogan John James of 100000 shares ...04/01/2020
13
JP Morgan exotic insider transaction detected04/02/2020
14
Exercise or conversion by Gordon Smith of 25724 shares of JP...04/07/2020
15
Exercise or conversion by Laban Jackson of 8909 shares of JP...04/08/2020
16
Acquisition by Scharf Charles W of 94181 shares of JP Morgan...04/13/2020
17
Financial Statements04/14/2020
18
Sale by Ashley Bacon of 13027 shares of JP Morgan04/15/2020
19
Payment of 487 shares by Cavanagh Michael J of JP Morgan sub...04/17/2020
20
Exercise or conversion by Gordon Smith of 51322 shares of JP...04/20/2020
21
Financial Statements04/22/2020
22
Exercise or conversion by Sclafani Joseph L of 48000 shares ...04/23/2020
23
JP Morgan exotic insider transaction detected04/24/2020
24
Financial stocks rally, give near 60-point boost to the Dows...04/28/2020
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JP Morgan exotic insider transaction detected04/29/2020
26
Sale by Peter Scher of 18679 shares of JP Morgan04/30/2020
27
Payment of 19420 shares by Rauchenberger Louis of JP Morgan ...05/01/2020
28
Exercise or conversion by Bisignano Frank of 40000 shares of...05/04/2020
29
Unclassified Event05/05/2020
30
Acquisition by James Crown of 631 shares of JP Morgan subjec...05/06/2020
31
Unclassified Event05/07/2020
32
JPMorgan Chase Co. JPM is -33.50 percent lower this YTD. Is ...05/11/2020
33
Sale by Staley James E of 100 shares of JP Morgan05/12/2020
34
JP Morgan exotic insider transaction detected05/13/2020
35
US STOCKS-Futures fall on fears of prolonged economic downtu...05/14/2020
36
Exercise or conversion by James Dimon of 654720 shares of JP...05/15/2020
37
JPMorgan Expects to Keep Offices Half Full After Lockdown En...05/20/2020
38
JP Morgan exotic insider transaction detected05/21/2020
39
Payment of 43103 shares by Mandelbaum Jay of JP Morgan subje...05/22/2020
40
Payment of 29880 shares by James Dimon of JP Morgan subject ...05/26/2020
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Wall Street rises with economic hopes bank stocks jump - mar...05/27/2020
42
Payment of 60828 shares by Matthew Zames of JP Morgan subjec...05/29/2020
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Acquisition by James Dimon of 412234 shares of JP Morgan sub...06/01/2020
44
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.

Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page