Ishares Jp Morgan Etf Key Fundamental Indicators
| CMES Etf | CHF 4.63 0.02 0.43% |
As of the 23rd of February, IShares JP retains the Downside Deviation of 0.3134, market risk adjusted performance of 0.3732, and Risk Adjusted Performance of 0.0429. IShares JP technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices. Please check out iShares JP Morgan coefficient of variation, variance, and the relationship between the downside deviation and standard deviation to decide if IShares JP is priced fairly, providing market reflects its last-minute price of 4.63 per share.
IShares JP's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing IShares JP's valuation are provided below:iShares JP Morgan does not presently have any fundamental trends for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. IShares |
IShares JP '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 IShares JP'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 IShares JP.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in IShares JP on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding iShares JP Morgan or generate 0.0% return on investment in IShares JP over 90 days. IShares JP is related to or competes with IShares High, IShares Corp, IShares Treasury, IShares Corp, IShares Global, and UBSFund Solutions. The investment objective of the Fund is to seek to provide investors with a total return, taking into account both capit... More
IShares JP 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 IShares JP'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 iShares JP Morgan upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3134 | |||
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 1.09 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.4357 |
IShares JP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares JP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares JP's standard deviation. In reality, there are many statistical measures that can use IShares JP historical prices to predict the future IShares JP's volatility.| Risk Adjusted Performance | 0.0429 | |||
| Jensen Alpha | 0.0084 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | 0.3632 |
IShares JP February 23, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.0429 | |||
| Market Risk Adjusted Performance | 0.3732 | |||
| Mean Deviation | 0.1895 | |||
| Semi Deviation | 0.1687 | |||
| Downside Deviation | 0.3134 | |||
| Coefficient Of Variation | 1187.53 | |||
| Standard Deviation | 0.2391 | |||
| Variance | 0.0572 | |||
| Information Ratio | (0.22) | |||
| Jensen Alpha | 0.0084 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | 0.3632 | |||
| Maximum Drawdown | 1.09 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.4357 | |||
| Downside Variance | 0.0982 | |||
| Semi Variance | 0.0285 | |||
| Expected Short fall | (0.25) | |||
| Skewness | (0.55) | |||
| Kurtosis | 0.3485 |
iShares JP Morgan Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares JP Morgan holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares JP Morgan, which you can use to evaluate the volatility of the entity. Please check out IShares JP's Risk Adjusted Performance of 0.0429, market risk adjusted performance of 0.3732, and Downside Deviation of 0.3134 to validate if the risk estimate we provide is consistent with the expected return of 0.0261%. The etf retains a Market Volatility (i.e., Beta) of 0.0279, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares JP's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares JP is expected to be smaller as well.
Auto-correlation | -0.08 |
Very weak reverse predictability
iShares JP Morgan has very weak reverse predictability. Overlapping area represents the amount of predictability between IShares JP time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd of February 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 iShares JP Morgan price movement. The serial correlation of -0.08 indicates that barely 8.0% of current IShares JP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, iShares JP Morgan has a Beta of 0.9. This is much higher than that of the BlackRock Asset Management Ireland - ETF family and significantly higher than that of the Global Emerging Markets Bond - CHF Hedged category. The beta for all Switzerland etfs is notably lower than that of the firm.
IShares Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining IShares JP's current stock value. Our valuation model uses many indicators to compare IShares JP value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across IShares JP competition to find correlations between indicators driving IShares JP's intrinsic value. More Info.iShares JP Morgan is the top ETF in beta as compared to similar ETFs. It also is the top ETF in one year return as compared to similar ETFs reporting about 8.44 of One Year Return per Beta. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the IShares JP's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for IShares JP
The fund invests most of its asset under management in bonds or other fixed income securities. .Asset allocation divides IShares JP's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
IShares JP returns are very sensitive to returns on the market. As the market goes up or down, IShares JP is expected to follow.
IShares Fundamentals
| Beta | 0.9 | |||
| One Year Return | 7.60 % | |||
| Three Year Return | 4.70 % | |||
| Five Year Return | (2.20) % | |||
| Bond Positions Weight | 99.23 % |
About IShares JP Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares JP Morgan's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IShares JP using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of iShares JP Morgan based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The investment objective of the Fund is to seek to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the J.P. ISh JPM is traded on Switzerland Exchange in Switzerland.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether iShares JP Morgan offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares JP's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ishares Jp Morgan Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Jp Morgan Etf:Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in iShares JP Morgan. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.