JPMorgan Chase Stock Forecast - 20 Period Moving Average
| JPM Stock | USD 243.10 0.00 0.00% |
The 20 Period Moving Average forecasted value of JPMorgan Chase Co on the next trading day is expected to be 241.72 with a mean absolute deviation of 7.83 and the sum of the absolute errors of 320.90. JPMorgan Stock Forecast is based on your current time horizon. Although JPMorgan Chase's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of JPMorgan Chase's systematic risk associated with finding meaningful patterns of JPMorgan Chase fundamentals over time.
JPMorgan |
JPMorgan Chase 20 Period Moving Average Price Forecast For the 27th of December
Given 90 days horizon, the 20 Period Moving Average forecasted value of JPMorgan Chase Co on the next trading day is expected to be 241.72 with a mean absolute deviation of 7.83, mean absolute percentage error of 96.08, and the sum of the absolute errors of 320.90.Please note that although there have been many attempts to predict JPMorgan Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that JPMorgan Chase's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
JPMorgan Chase Stock Forecast Pattern
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JPMorgan Chase Forecasted Value
In the context of forecasting JPMorgan Chase's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. JPMorgan Chase's downside and upside margins for the forecasting period are 239.79 and 243.66, respectively. We have considered JPMorgan Chase's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the 20 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of JPMorgan Chase stock data series using in forecasting. Note that when a statistical model is used to represent JPMorgan Chase stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 85.9182 |
| Bias | Arithmetic mean of the errors | -4.6667 |
| MAD | Mean absolute deviation | 7.8269 |
| MAPE | Mean absolute percentage error | 0.0324 |
| SAE | Sum of the absolute errors | 320.901 |
Predictive Modules for JPMorgan Chase
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as JPMorgan Chase. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Other Forecasting Options for JPMorgan Chase
For every potential investor in JPMorgan, whether a beginner or expert, JPMorgan Chase's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. JPMorgan Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in JPMorgan. Basic forecasting techniques help filter out the noise by identifying JPMorgan Chase's price trends.JPMorgan Chase Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with JPMorgan Chase stock to make a market-neutral strategy. Peer analysis of JPMorgan Chase could also be used in its relative valuation, which is a method of valuing JPMorgan Chase by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
JPMorgan Chase Technical and Predictive Analytics
The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of JPMorgan Chase's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of JPMorgan Chase's current price.| Cycle Indicators | ||
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| Momentum Indicators | ||
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| Volume Indicators |
JPMorgan Chase Market Strength Events
Market strength 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 undertsting and applying JPMorgan Chase stock market strength indicators, traders can identify JPMorgan Chase Co entry and exit signals to maximize returns.
| Accumulation Distribution | 45203.82 | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 242.02 | |||
| Day Typical Price | 242.38 | |||
| Price Action Indicator | 1.08 |
JPMorgan Chase Risk Indicators
The analysis of JPMorgan Chase's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in JPMorgan Chase's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting jpmorgan stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 1.06 | |||
| Semi Deviation | 1.09 | |||
| Standard Deviation | 1.91 | |||
| Variance | 3.65 | |||
| Downside Variance | 1.66 | |||
| Semi Variance | 1.19 | |||
| Expected Short fall | (1.25) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
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Is Diversified Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of JPMorgan Chase. If investors know JPMorgan will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about JPMorgan Chase listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.009 | Dividend Share 4.6 | Earnings Share 17.98 | Revenue Per Share 56.043 | Quarterly Revenue Growth 0.03 |
The market value of JPMorgan Chase is measured differently than its book value, which is the value of JPMorgan that is recorded on the company's balance sheet. Investors also form their own opinion of JPMorgan Chase's value that differs from its market value or its book value, called intrinsic value, which is JPMorgan Chase's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because JPMorgan Chase's market value can be influenced by many factors that don't directly affect JPMorgan Chase's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between JPMorgan Chase's value and its price as these two are different measures arrived at by different means. Investors typically determine if JPMorgan Chase is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPMorgan Chase'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.