JP Morgan Alpha and Beta Analysis

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JPM -- USA Stock  


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 indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, JP Morgan did 0.25  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 stock's relative risk over its benchmark. JP Morgan Chase has a beta of 1.35  . Let's try to break down what JP Morgan's beta means in this case. As the market goes up, the company is expected to 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 past year. The company's current value of Enterprise Value over EBIT is estimated at about 18.13. Tangible Asset Value is projected to rise to about 2748.3 B this year, although Book Value per Share will most likely fall to 77.94. 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.

  JP Morgan Quarterly Book Value per Share

JP Morgan Market Premiums

α-0.25   β1.35
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, Apr 5, 2020 and Sat, Jul 4, 2020 is 93.26 with a coefficient of variation of 6.83. The daily time series for the period is distributed with a sample standard deviation of 6.46, arithmetic mean of 94.65, and mean deviation of 5.12. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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
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
Marriott raises 920 million through amended agreements with ...05/05/2020
Acquisition by James Crown of 631 shares of JP Morgan subjec...05/06/2020
Unclassified Event05/07/2020
Sale by Staley James E of 100 shares of JP Morgan05/12/2020
JP Morgan exotic insider transaction detected05/13/2020
JP Morgan exotic insider transaction detected05/14/2020
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
Acquisition by James Crown of 523 shares of JP Morgan subjec...06/03/2020
Exercise or conversion by Ashley Bacon of 59430 shares of JP...06/04/2020
Unclassified Event06/05/2020
Acquisition by Laban Jackson of 319 shares of JP Morgan subj...06/09/2020
Acquisition by James Dimon of 2000000 shares of JP Morgan su...06/11/2020
JP Morgan exotic insider transaction detected06/15/2020
Exercise or conversion by Maclin Samuel Todd of 51322 shares...06/18/2020
JPMorgan, Adobe, Nike, Accenture and Darden are part of Zack...06/22/2020
Acquisition by Lori Beer of 10023 shares of JP Morgan subjec...06/23/2020
Bank stocks retreat in after-hours trade after Fed caps divi...06/25/2020
Financial Statements06/29/2020
Acquisition by Timothy Flynn of 8 shares of JP Morgan subjec...07/02/2020

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

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