Jpmorgan Momentum Factor Etf Market Value
| JMOM Etf | USD 70.89 0.04 0.06% |
| Symbol | JPMorgan |
Investors evaluate JPMorgan Momentum Factor using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating JPMorgan Momentum's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause JPMorgan Momentum's market price to deviate significantly from intrinsic value.
Understanding that JPMorgan Momentum's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether JPMorgan Momentum represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, JPMorgan Momentum's market price signifies the transaction level at which participants voluntarily complete trades.
JPMorgan Momentum '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 Momentum's etf 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 Momentum.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in JPMorgan Momentum on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding JPMorgan Momentum Factor or generate 0.0% return on investment in JPMorgan Momentum over 90 days. JPMorgan Momentum is related to or competes with JPMorgan Equity, IShares Industrials, Invesco SP, IShares MSCI, Innovator Defined, Invesco FTSE, and SP Funds. The fund will invest at least 80 percent of its assets in securities included in the underlying index More
JPMorgan Momentum 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 Momentum's etf 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 Momentum Factor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 3.63 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.27 |
JPMorgan Momentum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Momentum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPMorgan Momentum's standard deviation. In reality, there are many statistical measures that can use JPMorgan Momentum historical prices to predict the future JPMorgan Momentum's volatility.| Risk Adjusted Performance | 0.0513 | |||
| Jensen Alpha | 0.006 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0586 |
JPMorgan Momentum January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0513 | |||
| Market Risk Adjusted Performance | 0.0686 | |||
| Mean Deviation | 0.6509 | |||
| Semi Deviation | 0.9333 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 1458.47 | |||
| Standard Deviation | 0.8514 | |||
| Variance | 0.7249 | |||
| Information Ratio | (0) | |||
| Jensen Alpha | 0.006 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0586 | |||
| Maximum Drawdown | 3.63 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.27 | |||
| Downside Variance | 1.01 | |||
| Semi Variance | 0.8711 | |||
| Expected Short fall | (0.61) | |||
| Skewness | (0.60) | |||
| Kurtosis | 0.256 |
JPMorgan Momentum Factor Backtested Returns
As of now, JPMorgan Etf is very steady. JPMorgan Momentum Factor holds Efficiency (Sharpe) Ratio of 0.0686, which attests that the entity had a 0.0686 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for JPMorgan Momentum Factor, which you can use to evaluate the volatility of the entity. Please check out JPMorgan Momentum's risk adjusted performance of 0.0513, and Market Risk Adjusted Performance of 0.0686 to validate if the risk estimate we provide is consistent with the expected return of 0.0584%. The etf retains a Market Volatility (i.e., Beta) of 0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JPMorgan Momentum's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan Momentum is expected to be smaller as well.
Auto-correlation | 0.21 |
Weak predictability
JPMorgan Momentum Factor has weak predictability. Overlapping area represents the amount of predictability between JPMorgan Momentum time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. 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 Momentum Factor price movement. The serial correlation of 0.21 indicates that over 21.0% of current JPMorgan Momentum price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 1.06 |
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JPMorgan Momentum technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.