Vy Jpmorgan Emerging Fund Market Value
| IJPTX Fund | USD 13.77 0.06 0.43% |
| Symbol | IJPTX |
Vy Jpmorgan '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 Vy Jpmorgan'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 Vy Jpmorgan.
| 03/24/2025 |
| 06/22/2025 |
If you would invest 0.00 in Vy Jpmorgan on March 24, 2025 and sell it all today you would earn a total of 0.00 from holding Vy Jpmorgan Emerging or generate 0.0% return on investment in Vy Jpmorgan over 90 days. Vy Jpmorgan is related to or competes with Nuveen Large, Calvert Large, Bmo Large-cap, Guidemark Large, Fidelity Large, Siit Large, and Large Cap. Under normal market conditions, the Portfolio invests at least 80 percent of its net assets in the equity securities and... More
Vy Jpmorgan 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 Vy Jpmorgan'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 Vy Jpmorgan Emerging upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.62 | |||
| Information Ratio | 0.0294 | |||
| Maximum Drawdown | 8.96 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 2.19 |
Vy Jpmorgan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vy Jpmorgan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vy Jpmorgan's standard deviation. In reality, there are many statistical measures that can use Vy Jpmorgan historical prices to predict the future Vy Jpmorgan's volatility.| Risk Adjusted Performance | 0.0866 | |||
| Jensen Alpha | 0.0497 | |||
| Total Risk Alpha | 0.0462 | |||
| Sortino Ratio | 0.0271 | |||
| Treynor Ratio | 0.0901 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vy Jpmorgan'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.
Vy Jpmorgan Emerging Backtested Returns
At this stage we consider IJPTX Mutual Fund to be not too volatile. Vy Jpmorgan Emerging retains Efficiency (Sharpe Ratio) of 0.063, which indicates the fund had a 0.063 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Vy Jpmorgan, which you can use to evaluate the volatility of the fund. Please validate Vy Jpmorgan's Mean Deviation of 0.9411, downside deviation of 1.62, and Risk Adjusted Performance of 0.0866 to confirm if the risk estimate we provide is consistent with the expected return of 0.0953%. The entity owns a Beta (Systematic Risk) of 0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vy Jpmorgan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vy Jpmorgan is expected to be smaller as well.
Auto-correlation | 0.15 |
Insignificant predictability
Vy Jpmorgan Emerging has insignificant predictability. Overlapping area represents the amount of predictability between Vy Jpmorgan time series from 24th of March 2025 to 8th of May 2025 and 8th of May 2025 to 22nd of June 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 Vy Jpmorgan Emerging price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Vy Jpmorgan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Vy Jpmorgan Emerging lagged returns against current returns
Autocorrelation, which is Vy Jpmorgan 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 Vy Jpmorgan's mutual fund expected returns. We can calculate the autocorrelation of Vy Jpmorgan returns to help us make a trade decision. For example, suppose you find that Vy Jpmorgan 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 |
Vy Jpmorgan 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 Vy Jpmorgan mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vy Jpmorgan mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vy Jpmorgan mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vy Jpmorgan Lagged Returns
When evaluating Vy Jpmorgan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vy Jpmorgan mutual fund have on its future price. Vy Jpmorgan 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, Vy Jpmorgan autocorrelation shows the relationship between Vy Jpmorgan mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vy Jpmorgan Emerging.
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 IJPTX Mutual Fund
Vy Jpmorgan financial ratios help investors to determine whether IJPTX 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 IJPTX with respect to the benefits of owning Vy Jpmorgan security.
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