Jpmorgan Intrepid Advantage Fund Market Value
| JICAX Fund | USD 79.53 0.18 0.23% |
| Symbol | Jpmorgan |
Jpmorgan Intrepid '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 Intrepid'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 Intrepid.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Jpmorgan Intrepid on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Intrepid Advantage or generate 0.0% return on investment in Jpmorgan Intrepid over 90 days. Jpmorgan Intrepid is related to or competes with Steward Large, Simt Small, Deutsche Latin, Utilities Fund, Sp 500, Schwab Target, and Virtus Global. The fund primarily invests in large-cap and mid-cap common stocks, and under normal circumstances, it invests at least 8... More
Jpmorgan Intrepid 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 Intrepid'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 Intrepid Advantage upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.62 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.06 |
Jpmorgan Intrepid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Intrepid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Intrepid's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Intrepid historical prices to predict the future Jpmorgan Intrepid's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.21) |
Jpmorgan Intrepid February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0) | |||
| Market Risk Adjusted Performance | (0.20) | |||
| Mean Deviation | 0.5213 | |||
| Coefficient Of Variation | (41,602) | |||
| Standard Deviation | 0.6885 | |||
| Variance | 0.474 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.21) | |||
| Maximum Drawdown | 3.62 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.06 | |||
| Skewness | (0.60) | |||
| Kurtosis | 0.8368 |
Jpmorgan Intrepid Backtested Returns
At this stage we consider Jpmorgan Mutual Fund to be very steady. Jpmorgan Intrepid holds Efficiency (Sharpe) Ratio of 0.0139, which attests that the entity had a 0.0139 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Jpmorgan Intrepid, which you can use to evaluate the volatility of the entity. Please check out Jpmorgan Intrepid's insignificant Risk Adjusted Performance, standard deviation of 0.6885, and Market Risk Adjusted Performance of (0.20) to validate if the risk estimate we provide is consistent with the expected return of 0.0098%. The fund retains a Market Volatility (i.e., Beta) of 0.0549, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jpmorgan Intrepid's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jpmorgan Intrepid is expected to be smaller as well.
Auto-correlation | -0.52 |
Good reverse predictability
Jpmorgan Intrepid Advantage has good reverse predictability. Overlapping area represents the amount of predictability between Jpmorgan Intrepid time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Jpmorgan Intrepid price movement. The serial correlation of -0.52 indicates that about 52.0% of current Jpmorgan Intrepid price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
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.Other Information on Investing in Jpmorgan Mutual Fund
Jpmorgan Intrepid 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 Intrepid security.
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