JPM INDIAN's market value is the price at which a share of JPM INDIAN trades on a public exchange. It measures the collective expectations of JPM INDIAN INVT investors about its performance. JPM INDIAN is trading at 12.50 as of the 24th of July 2025. This is a 0.81% up since the beginning of the trading day. The stock's lowest day price was 12.5. With this module, you can estimate the performance of a buy and hold strategy of JPM INDIAN INVT and determine expected loss or profit from investing in JPM INDIAN over a given investment horizon. Check out JPM INDIAN Correlation, JPM INDIAN Volatility and JPM INDIAN Alpha and Beta module to complement your research on JPM INDIAN.
Please note, there is a significant difference between JPM INDIAN's value and its price as these two are different measures arrived at by different means. Investors typically determine if JPM INDIAN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPM INDIAN's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
JPM INDIAN 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to JPM INDIAN's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of JPM INDIAN.
0.00
04/25/2025
No Change 0.00
0.0
In 2 months and 31 days
07/24/2025
0.00
If you would invest 0.00 in JPM INDIAN on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding JPM INDIAN INVT or generate 0.0% return on investment in JPM INDIAN over 90 days. JPM INDIAN is related to or competes with Bio-Techne Corp, CAL MAINE, Astral Foods, Axcelis Technologies, Addtech AB, and SOLSTAD OFFSHORE. JPMorgan Indian Investment Trust plc is a closed-ended equity mutual fund launched and managed by JPMorgan Funds Limited More
JPM INDIAN Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure JPM INDIAN's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess JPM INDIAN INVT upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPM INDIAN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPM INDIAN's standard deviation. In reality, there are many statistical measures that can use JPM INDIAN historical prices to predict the future JPM INDIAN's volatility.
At this point, JPM INDIAN is out of control. JPM INDIAN INVT holds Efficiency (Sharpe) Ratio of 0.0718, which attests that the entity had a 0.0718 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for JPM INDIAN INVT, which you can use to evaluate the volatility of the firm. Please check out JPM INDIAN's market risk adjusted performance of 0.4559, and Risk Adjusted Performance of 0.0687 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. JPM INDIAN has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JPM INDIAN's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPM INDIAN is expected to be smaller as well. JPM INDIAN INVT currently retains a risk of 1.89%. Please check out JPM INDIAN semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to decide if JPM INDIAN will be following its current trending patterns.
Auto-correlation
-0.34
Poor reverse predictability
JPM INDIAN INVT has poor reverse predictability. Overlapping area represents the amount of predictability between JPM INDIAN time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of JPM INDIAN INVT price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current JPM INDIAN price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.34
Spearman Rank Test
-0.24
Residual Average
0.0
Price Variance
0.05
JPM INDIAN INVT lagged returns against current returns
Autocorrelation, which is JPM INDIAN stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting JPM INDIAN's stock expected returns. We can calculate the autocorrelation of JPM INDIAN returns to help us make a trade decision. For example, suppose you find that JPM INDIAN has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
JPM INDIAN regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If JPM INDIAN stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPM INDIAN stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPM INDIAN stock over time.
Current vs Lagged Prices
Timeline
JPM INDIAN Lagged Returns
When evaluating JPM INDIAN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPM INDIAN stock have on its future price. JPM INDIAN autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, JPM INDIAN autocorrelation shows the relationship between JPM INDIAN stock current value and its past values and can show if there is a momentum factor associated with investing in JPM INDIAN INVT.
JPM INDIAN financial ratios help investors to determine whether JPM Stock 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 JPM with respect to the benefits of owning JPM INDIAN security.