Vy Jpmorgan Small Fund Market Value
| IJSIX Fund | USD 14.34 0.16 1.13% |
| Symbol | Vy(r) |
Vy(r) 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(r) 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(r) Jpmorgan.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Vy(r) Jpmorgan on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Vy Jpmorgan Small or generate 0.0% return on investment in Vy(r) Jpmorgan over 90 days. Vy(r) Jpmorgan is related to or competes with Pimco Inflation, Inflation-protected, Ab Bond, Pimco Inflation, Tiaa Cref, and Lord Abbett. The fund invests at least 80 percent of its net assets in equity securities of small-capitalization companies More
Vy(r) 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(r) 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 Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | 0.0423 | |||
| Maximum Drawdown | 6.29 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 2.43 |
Vy(r) Jpmorgan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vy(r) Jpmorgan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vy(r) Jpmorgan's standard deviation. In reality, there are many statistical measures that can use Vy(r) Jpmorgan historical prices to predict the future Vy(r) Jpmorgan's volatility.| Risk Adjusted Performance | 0.2026 | |||
| Jensen Alpha | 0.3051 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0434 | |||
| Treynor Ratio | (1.07) |
Vy Jpmorgan Small Backtested Returns
Vy(r) Jpmorgan appears to be slightly risky, given 3 months investment horizon. Vy Jpmorgan Small retains Efficiency (Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Vy(r) Jpmorgan, which you can use to evaluate the volatility of the fund. Please review Vy(r) Jpmorgan's Downside Deviation of 1.15, mean deviation of 0.8945, and Risk Adjusted Performance of 0.2026 to confirm if our risk estimates are consistent with your expectations. The entity owns a Beta (Systematic Risk) of -0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vy(r) Jpmorgan are expected to decrease at a much lower rate. During the bear market, Vy(r) Jpmorgan is likely to outperform the market.
Auto-correlation | 0.71 |
Good predictability
Vy Jpmorgan Small has good predictability. Overlapping area represents the amount of predictability between Vy(r) Jpmorgan 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 Vy Jpmorgan Small price movement. The serial correlation of 0.71 indicates that around 71.0% of current Vy(r) Jpmorgan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Vy Jpmorgan Small lagged returns against current returns
Autocorrelation, which is Vy(r) 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(r) Jpmorgan's mutual fund expected returns. We can calculate the autocorrelation of Vy(r) Jpmorgan returns to help us make a trade decision. For example, suppose you find that Vy(r) 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(r) 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(r) Jpmorgan mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vy(r) 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(r) Jpmorgan mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vy(r) Jpmorgan Lagged Returns
When evaluating Vy(r) Jpmorgan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vy(r) Jpmorgan mutual fund have on its future price. Vy(r) 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(r) Jpmorgan autocorrelation shows the relationship between Vy(r) Jpmorgan mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vy Jpmorgan Small.
Regressed Prices |
| Timeline |
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Other Information on Investing in Vy(r) Mutual Fund
Vy(r) Jpmorgan financial ratios help investors to determine whether Vy(r) 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 Vy(r) with respect to the benefits of owning Vy(r) Jpmorgan security.
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