Jpmorgan Diversified Fund Market Value

JPDVX Fund  USD 16.37  0.12  0.73%   
Jpmorgan Diversified's market value is the price at which a share of Jpmorgan Diversified trades on a public exchange. It measures the collective expectations of Jpmorgan Diversified Fund investors about its performance. Jpmorgan Diversified is trading at 16.37 as of the 9th of July 2025; that is 0.73 percent down since the beginning of the trading day. The fund's open price was 16.49.
With this module, you can estimate the performance of a buy and hold strategy of Jpmorgan Diversified Fund and determine expected loss or profit from investing in Jpmorgan Diversified over a given investment horizon. Check out Jpmorgan Diversified Correlation, Jpmorgan Diversified Volatility and Jpmorgan Diversified Alpha and Beta module to complement your research on Jpmorgan Diversified.
Symbol

Please note, there is a significant difference between Jpmorgan Diversified's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jpmorgan Diversified is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jpmorgan Diversified's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Jpmorgan Diversified '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 Diversified'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 Diversified.
0.00
04/10/2025
No Change 0.00  0.0 
In 2 months and 31 days
07/09/2025
0.00
If you would invest  0.00  in Jpmorgan Diversified on April 10, 2025 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Diversified Fund or generate 0.0% return on investment in Jpmorgan Diversified over 90 days. Jpmorgan Diversified is related to or competes with Intermediate-term, Hartford Municipal, Transamerica Intermediate, Ishares Municipal, and Strategic Advisers. The funds adviser typically seeks to invest the funds assets among various types of asset classes based on the following... More

Jpmorgan Diversified 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 Diversified'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 Diversified Fund upside and downside potential and time the market with a certain degree of confidence.

Jpmorgan Diversified Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Diversified's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Diversified historical prices to predict the future Jpmorgan Diversified's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan Diversified'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.
Hype
Prediction
LowEstimatedHigh
15.7416.3717.00
Details
Intrinsic
Valuation
LowRealHigh
15.3916.0216.65
Details

Jpmorgan Diversified Backtested Returns

At this stage we consider Jpmorgan Mutual Fund to be very steady. Jpmorgan Diversified holds Efficiency (Sharpe) Ratio of 0.31, which attests that the entity had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Jpmorgan Diversified, which you can use to evaluate the volatility of the entity. Please check out Jpmorgan Diversified's Market Risk Adjusted Performance of (1.75), downside deviation of 1.27, and Risk Adjusted Performance of 0.1196 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. The fund retains a Market Volatility (i.e., Beta) of -0.0406, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jpmorgan Diversified are expected to decrease at a much lower rate. During the bear market, Jpmorgan Diversified is likely to outperform the market.

Auto-correlation

    
  0.87  

Very good predictability

Jpmorgan Diversified Fund has very good predictability. Overlapping area represents the amount of predictability between Jpmorgan Diversified time series from 10th of April 2025 to 25th of May 2025 and 25th of May 2025 to 9th 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 Diversified price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Jpmorgan Diversified price fluctuation can be explain by its past prices.
Correlation Coefficient0.87
Spearman Rank Test0.86
Residual Average0.0
Price Variance0.03

Jpmorgan Diversified lagged returns against current returns

Autocorrelation, which is Jpmorgan Diversified 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 Diversified's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Diversified returns to help us make a trade decision. For example, suppose you find that Jpmorgan Diversified 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 Diversified 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 Diversified mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Diversified 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 Diversified mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Jpmorgan Diversified Lagged Returns

When evaluating Jpmorgan Diversified's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan Diversified mutual fund have on its future price. Jpmorgan Diversified 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 Diversified autocorrelation shows the relationship between Jpmorgan Diversified mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan Diversified Fund.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Jpmorgan Mutual Fund

Jpmorgan Diversified 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 Diversified security.
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