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JP Morgan Backtesting

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JPM -- USA Stock  

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With this equity back-testing module your can estimate the performance of a buy and hold strategy of JP Morgan Chase Co and determine expected loss or profit from investing in JP Morgan over given investment horizon. Please see JP Morgan Hype Analysis, JP Morgan Correlation, JP Morgan Valuation, JP Morgan Volatility as well as analyze JP Morgan Alpha and Beta and JP Morgan Performance.
Symbol
Backtest

JP Morgan 'What if' Analysis

0.00
12/30/2019
No Change 0.00  0.0 
In 3 months and 1 day
03/29/2020
0.00
If you would invest  0.00  in JP Morgan on December 30, 2019 and sell it all today you would earn a total of 0.00 from holding JP Morgan Chase Co or generate 0.0% return on investment in JP Morgan over 90 days. JP Morgan is related to or competes with Citigroup, Canadian Imperial, Credit Suisse, East West, Barclays PLC, Bank Of Montreal, and Bank of Nova Scotia. JPMorgan Chase Co. operates as a financial services company worldwide

JP Morgan Upside/Downside Indicators

Information Ratio(0.036497)
Maximum Drawdown32.98
Value At Risk(8.24)
Potential Upside6.97

JP Morgan Market Premium Indicators

Risk Adjusted Performance(0.40)
Jensen Alpha(0.11)
Total Risk Alpha(0.07)
Treynor Ratio(0.46)

JP Morgan Chase Backtested Returns

Macroaxis considers JP Morgan to be not too volatile. JP Morgan Chase retains Efficiency (Sharpe Ratio) of -0.1088, which attests that the entity had -0.1088% of return per unit of price deviation over the last 3 months. Macroaxis way in which we are determining risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. JP Morgan exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out JP Morgan Chase Co Market Risk Adjusted Performance of (0.45) and Standard Deviation of 4.81 to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of 1.1718, which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, JP Morgan will likely underperform. Even though it is essential to pay attention to JP Morgan Chase existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis way in which we are determining future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. JP Morgan exposes twenty-one different technical indicators, which can help you to evaluate its performance. JP Morgan Chase has an expected return of -0.5274%. Please be advised to check out JP Morgan Chase Co Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to decide if JP Morgan Chase stock performance from the past will be repeated sooner or later.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation 0.47 
correlation synergy

Average predictability

JP Morgan Chase Co has average predictability. Overlapping area represents the amount of predictability between JP Morgan time series from December 30, 2019 to February 13, 2020 and February 13, 2020 to March 29, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of JP Morgan Chase price movement. The serial correlation of 0.47 indicates that about 47.0% of current JP Morgan price fluctuation can be explain by its past prices.
Correlation Coefficient0.47
Spearman Rank Test0.29
Residual Average0.0
Price Variance394.06

JP Morgan Chase lagged returns against current returns

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JP Morgan regressed lagged prices vs. current prices

 Current vs Lagged Prices 
    
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JP Morgan Lagged Returns

 Regressed Prices 
    
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Current Sentiment - JPM

JP Morgan Chase Investor Sentiment

Predominant part of Macroaxis users are currently bullish on JP Morgan Chase Co. What is your judgment towards investing in JP Morgan Chase Co? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please see JP Morgan Hype Analysis, JP Morgan Correlation, JP Morgan Valuation, JP Morgan Volatility as well as analyze JP Morgan Alpha and Beta and JP Morgan Performance. Please also try Financial Widgets module to easily integrated macroaxis content with over 30 different plug-and-play financial widgets.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page