Jpmorgan Chase Co Stock Alpha and Beta Analysis

JPM Stock  USD 199.52  3.79  1.94%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JPMorgan Chase Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in JPMorgan Chase over a specified time horizon. Remember, high JPMorgan Chase's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to JPMorgan Chase's market risk premium analysis include:
Beta
0.8
Alpha
0.17
Risk
0.85
Sharpe Ratio
0.32
Expected Return
0.28
Please note that although JPMorgan Chase alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, JPMorgan Chase did 0.17  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of JPMorgan Chase Co stock's relative risk over its benchmark. JPMorgan Chase has a beta of 0.80  . As returns on the market increase, JPMorgan Chase's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan Chase is expected to be smaller as well. As of the 28th of March 2024, Price Book Value Ratio is likely to drop to 1.03. In addition to that, Enterprise Value Multiple is likely to grow to -165.53.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out JPMorgan Chase Backtesting, JPMorgan Chase Valuation, JPMorgan Chase Correlation, JPMorgan Chase Hype Analysis, JPMorgan Chase Volatility, JPMorgan Chase History and analyze JPMorgan Chase Performance.

JPMorgan Chase Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JPMorgan Chase market risk premium is the additional return an investor will receive from holding JPMorgan Chase long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in JPMorgan Chase. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate JPMorgan Chase's performance over market.
α0.17   β0.80

JPMorgan Chase expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of JPMorgan Chase's Buy-and-hold return. Our buy-and-hold chart shows how JPMorgan Chase performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

JPMorgan Chase Market Price Analysis

Market price analysis indicators help investors to evaluate how JPMorgan Chase stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JPMorgan Chase shares will generate the highest return on investment. By understating and applying JPMorgan Chase stock market price indicators, traders can identify JPMorgan Chase position entry and exit signals to maximize returns.

JPMorgan Chase Return and Market Media

The median price of JPMorgan Chase for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 175.43 with a coefficient of variation of 5.35. The daily time series for the period is distributed with a sample standard deviation of 9.58, arithmetic mean of 178.96, and mean deviation of 8.37. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
 
JPMorgan Chase dividend paid on 31st of January 2024
01/31/2024
1
Visionary Wealth Advisors Has 10.70 Million Position in Exxon Mobil Co.
02/20/2024
2
Sittner Nelson LLC Sells 1,138 Shares of Exxon Mobil Co.
02/26/2024
3
Both retail investors who control a good portion of Whitehaven Coal Limited along with institutions must be dismayed after last weeks 6.4 percent decrease
03/14/2024
4
JPMorgan neutralizes US vs Eurozone stock market preference
03/18/2024
5
Entegration Names Michael Russell to Board of Directors
03/20/2024
6
Broadcom Stock Rallies After Tech Firm Gains New AI Chip Customer
03/21/2024
7
Robinhood secures amended 2.25 billion credit facility
03/22/2024
8
Proxy Adviser Egan-Jones Backs NelsonPeltzs Slate in Disney Board Vote
03/26/2024

About JPMorgan Chase Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including JPMorgan or other stocks. Alpha measures the amount that position in JPMorgan Chase has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2021 2022 2023 2024 (projected)
Price To Sales Ratio3.933.093.231.79
Price Earnings Ratio9.910.5610.099.62

JPMorgan Chase Upcoming Company Events

As portrayed in its financial statements, the presentation of JPMorgan Chase's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, JPMorgan Chase's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of JPMorgan Chase's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of JPMorgan Chase. Please utilize our Beneish M Score to check the likelihood of JPMorgan Chase's management manipulating its earnings.
12th of April 2024
Upcoming Quarterly Report
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12th of July 2024
Next Financial Report
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31st of March 2024
Next Fiscal Quarter End
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10th of January 2025
Next Fiscal Year End
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31st of December 2023
Last Quarter Report
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31st of December 2023
Last Financial Announcement
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When determining whether JPMorgan Chase is a strong investment it is important to analyze JPMorgan Chase's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact JPMorgan Chase's future performance. For an informed investment choice regarding JPMorgan Stock, refer to the following important reports:

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When running JPMorgan Chase's price analysis, check to measure JPMorgan Chase's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy JPMorgan Chase is operating at the current time. Most of JPMorgan Chase's value examination focuses on studying past and present price action to predict the probability of JPMorgan Chase's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JPMorgan Chase's price. Additionally, you may evaluate how the addition of JPMorgan Chase to your portfolios can decrease your overall portfolio volatility.
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JPMorgan Chase technical stock 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, stock market cycles, or different charting patterns.
A focus of JPMorgan Chase technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of JPMorgan Chase trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...