Jpmorgan Fundamental Data Etf Performance
| MCDS Etf | 57.27 0.11 0.19% |
The etf retains a Market Volatility (i.e., Beta) of 0.96, which attests to possible diversification benefits within a given portfolio. JPMorgan Fundamental returns are very sensitive to returns on the market. As the market goes up or down, JPMorgan Fundamental is expected to follow.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in JPMorgan Fundamental Data are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively unfluctuating fundamental indicators, JPMorgan Fundamental unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
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JPMorgan Fundamental Relative Risk vs. Return Landscape
If you would invest 4,962 in JPMorgan Fundamental Data on April 22, 2025 and sell it today you would earn a total of 765.00 from holding JPMorgan Fundamental Data or generate 15.42% return on investment over 90 days. JPMorgan Fundamental Data is currently generating 0.2318% in daily expected returns and assumes 0.897% risk (volatility on return distribution) over the 90 days horizon. In different words, 8% of etfs are less volatile than JPMorgan, and 96% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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JPMorgan Fundamental Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Fundamental's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPMorgan Fundamental Data, and traders can use it to determine the average amount a JPMorgan Fundamental's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2584
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.9 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.23 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.26 actual daily | 20 80% of assets perform better |
Based on monthly moving average JPMorgan Fundamental is performing at about 20% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JPMorgan Fundamental by adding it to a well-diversified portfolio.
About JPMorgan Fundamental Performance
Assessing JPMorgan Fundamental's fundamental ratios provides investors with valuable insights into JPMorgan Fundamental's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the JPMorgan Fundamental is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
JPMorgan Fundamental is entity of United States. It is traded as Etf on NASDAQ exchange.