Jpmorgan Trust Iv Fund Market Value
| EMREX Fund | USD 19.18 0.10 0.52% |
| Symbol | Jpmorgan |
Jpmorgan Trust '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 Jpmorgan Trust's mutual fund 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 Jpmorgan Trust.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Jpmorgan Trust on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Trust Iv or generate 0.0% return on investment in Jpmorgan Trust over 90 days. Jpmorgan Trust is related to or competes with Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, and Jpmorgan Smartretirement. Normally, the fund invests at least 80 percent of its assets in equity securities and equity-related instruments that ar... More
Jpmorgan Trust 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 Jpmorgan Trust's mutual fund 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 Jpmorgan Trust Iv upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7136 | |||
| Information Ratio | 0.0953 | |||
| Maximum Drawdown | 4.05 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.47 |
Jpmorgan Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Trust's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Trust historical prices to predict the future Jpmorgan Trust's volatility.| Risk Adjusted Performance | 0.2993 | |||
| Jensen Alpha | 0.2253 | |||
| Total Risk Alpha | 0.1002 | |||
| Sortino Ratio | 0.0998 | |||
| Treynor Ratio | 2.83 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan Trust's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Jpmorgan Trust Iv Backtested Returns
Jpmorgan Trust appears to be very steady, given 3 months investment horizon. Jpmorgan Trust Iv holds Efficiency (Sharpe) Ratio of 0.29, which attests that the entity had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Jpmorgan Trust Iv, which you can use to evaluate the volatility of the entity. Please utilize Jpmorgan Trust's Market Risk Adjusted Performance of 2.84, coefficient of variation of 299.42, and Risk Adjusted Performance of 0.2993 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.0847, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jpmorgan Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jpmorgan Trust is expected to be smaller as well.
Auto-correlation | 0.78 |
Good predictability
Jpmorgan Trust Iv has good predictability. Overlapping area represents the amount of predictability between Jpmorgan Trust time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Jpmorgan Trust Iv price movement. The serial correlation of 0.78 indicates that around 78.0% of current Jpmorgan Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Jpmorgan Trust Iv lagged returns against current returns
Autocorrelation, which is Jpmorgan Trust mutual fund'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 Jpmorgan Trust's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Trust returns to help us make a trade decision. For example, suppose you find that Jpmorgan Trust has exhibited high autocorrelation historically, and you observe that the mutual fund 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 |
Jpmorgan Trust 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 Jpmorgan Trust mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Trust mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jpmorgan Trust mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jpmorgan Trust Lagged Returns
When evaluating Jpmorgan Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan Trust mutual fund have on its future price. Jpmorgan Trust 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, Jpmorgan Trust autocorrelation shows the relationship between Jpmorgan Trust mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan Trust Iv.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Jpmorgan Mutual Fund
Jpmorgan Trust financial ratios help investors to determine whether Jpmorgan Mutual Fund 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 Trust security.
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