Jpmorgan Chase Co Stock Alpha and Beta Analysis
| JPM Stock | USD 236.98 0.60 0.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JPMorgan Chase Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in JPMorgan Chase over a specified time horizon. Remember, high JPMorgan Chase's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to JPMorgan Chase's market risk premium analysis include:
Beta 1.89 | Alpha (0.05) | Risk 2.02 | Sharpe Ratio 0.12 | Expected Return 0.25 |
Enterprise Value |
|
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
JPMorgan |
JPMorgan Chase Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JPMorgan Chase market risk premium is the additional return an investor will receive from holding JPMorgan Chase long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in JPMorgan Chase. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate JPMorgan Chase's performance over market.| α | -0.05 | β | 1.89 |
JPMorgan Chase expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of JPMorgan Chase's Buy-and-hold return. Our buy-and-hold chart shows how JPMorgan Chase performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JPMorgan Chase Market Price Analysis
Market price analysis 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 understating and applying JPMorgan Chase stock market price indicators, traders can identify JPMorgan Chase position entry and exit signals to maximize returns.
JPMorgan Chase Return and Market Media
The median price of JPMorgan Chase for the period between Sun, Aug 11, 2024 and Sat, Nov 9, 2024 is 214.14 with a coefficient of variation of 4.1. The daily time series for the period is distributed with a sample standard deviation of 8.85, arithmetic mean of 215.63, and mean deviation of 7.24. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Quad Cities Investment Group LLC Cuts Holdings in Walmart Inc. | 10/17/2024 |
2 | Earnings call TransUnion reports robust Q3 growth, raises full-year outlook | 10/23/2024 |
3 | JPMorgan Regains Top Spot as Best U.S. Sell-Side Research Firm | 10/29/2024 |
| JPMorgan Chase dividend paid on 31st of October 2024 | 10/31/2024 |
5 | Major Banks Prepare for Election Impact on U.S. Credit Markets | 11/06/2024 |
6 | Why Investors Were Feasting on Yum China Stock This Week | 11/08/2024 |
About JPMorgan Chase Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including JPMorgan or other stocks. Alpha measures the amount that position in JPMorgan Chase has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.0269 | 0.0341 | 0.0514 | Price To Sales Ratio | 3.93 | 3.09 | 1.79 |
JPMorgan Chase Upcoming Company Events
As portrayed in its financial statements, the presentation of JPMorgan Chase's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, JPMorgan Chase's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of JPMorgan Chase's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of JPMorgan Chase. Please utilize our Beneish M Score to check the likelihood of JPMorgan Chase's management manipulating its earnings.
| 12th of April 2024 Upcoming Quarterly Report | View | |
| 12th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 10th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with JPMorgan Chase
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out JPMorgan Chase Backtesting, JPMorgan Chase Valuation, JPMorgan Chase Correlation, JPMorgan Chase Hype Analysis, JPMorgan Chase Volatility, JPMorgan Chase History and analyze JPMorgan Chase Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
JPMorgan Chase technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.