Jpmorgan Global Allocation Fund Market Value
| GAOZX Fund | USD 21.61 0.01 0.05% |
| Symbol | Jpmorgan |
Jpmorgan Global '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 Global'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 Global.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Jpmorgan Global on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Global Allocation or generate 0.0% return on investment in Jpmorgan Global over 90 days. Jpmorgan Global is related to or competes with Tiaa-cref Lifestyle, Mutual Of, T Rowe, T Rowe, Wells Fargo, Voya Target, and T Rowe. The fund has significant flexibility to invest in a broad range of equity, fixed income and alternative asset classes in... More
Jpmorgan Global 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 Global'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 Global Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4988 | |||
| Information Ratio | 0.0262 | |||
| Maximum Drawdown | 2.26 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 1.14 |
Jpmorgan Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Global's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Global historical prices to predict the future Jpmorgan Global's volatility.| Risk Adjusted Performance | 0.2782 | |||
| Jensen Alpha | 0.0859 | |||
| Total Risk Alpha | 0.0737 | |||
| Sortino Ratio | 0.0263 | |||
| Treynor Ratio | 0.3243 |
Jpmorgan Global Allo Backtested Returns
At this stage we consider Jpmorgan Mutual Fund to be very steady. Jpmorgan Global Allo holds Efficiency (Sharpe) Ratio of 0.34, which attests that the entity had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Jpmorgan Global Allo, which you can use to evaluate the volatility of the entity. Please check out Jpmorgan Global's Coefficient Of Variation of 325.67, risk adjusted performance of 0.2782, and Market Risk Adjusted Performance of 0.3343 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. The fund retains a Market Volatility (i.e., Beta) of 0.44, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jpmorgan Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jpmorgan Global is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Jpmorgan Global Allocation has very good predictability. Overlapping area represents the amount of predictability between Jpmorgan Global time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Global Allo price movement. The serial correlation of 0.83 indicates that around 83.0% of current Jpmorgan Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Jpmorgan Global Allo lagged returns against current returns
Autocorrelation, which is Jpmorgan Global 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 Global's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Global returns to help us make a trade decision. For example, suppose you find that Jpmorgan Global 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 Global 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 Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Global 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 Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jpmorgan Global Lagged Returns
When evaluating Jpmorgan Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan Global mutual fund have on its future price. Jpmorgan Global 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 Global autocorrelation shows the relationship between Jpmorgan Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan Global Allocation.
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 Global 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 Global security.
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