Jpmorgan Large Cap Fund Market Value
| JLVMX Fund | USD 18.79 0.01 0.05% |
| Symbol | Jpmorgan |
Jpmorgan Large '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 Large'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 Large.
| 01/26/2025 |
| 04/26/2025 |
If you would invest 0.00 in Jpmorgan Large on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Large Cap or generate 0.0% return on investment in Jpmorgan Large over 90 days. Jpmorgan Large is related to or competes with Jpmorgan, Jpmorgan Core, Jpmorgan Large, Jpmorgan Large, and Mainstay High. Under normal circumstances, at least 80 percent of the funds assets will be invested in equity securities of large compa... More
Jpmorgan Large 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 Large'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 Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 9.35 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 1.29 |
Jpmorgan Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Large's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Large historical prices to predict the future Jpmorgan Large's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 1.89 |
Jpmorgan Large Cap Backtested Returns
Jpmorgan Large Cap holds Efficiency (Sharpe) Ratio of -0.0912, which attests that the entity had a -0.0912 % return per unit of risk over the last 3 months. Jpmorgan Large Cap exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jpmorgan Large's Market Risk Adjusted Performance of 1.9, standard deviation of 1.53, and Risk Adjusted Performance of (0.15) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.0782, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jpmorgan Large are expected to decrease at a much lower rate. During the bear market, Jpmorgan Large is likely to outperform the market.
Auto-correlation | 0.50 |
Modest predictability
Jpmorgan Large Cap has modest predictability. Overlapping area represents the amount of predictability between Jpmorgan Large time series from 26th of January 2025 to 12th of March 2025 and 12th of March 2025 to 26th of April 2025. 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 Large Cap price movement. The serial correlation of 0.5 indicates that about 50.0% of current Jpmorgan Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.52 |
Jpmorgan Large Cap lagged returns against current returns
Autocorrelation, which is Jpmorgan Large mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Jpmorgan Large's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Large returns to help us make a trade decision. For example, suppose you find that Jpmorgan Large has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Jpmorgan Large regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Jpmorgan Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jpmorgan Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jpmorgan Large Lagged Returns
When evaluating Jpmorgan Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan Large mutual fund have on its future price. Jpmorgan Large autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Jpmorgan Large autocorrelation shows the relationship between Jpmorgan Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan Large Cap.
Regressed Prices |
| Timeline |
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 Large 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 Large security.
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital |