Jpmorgan Small Cap Fund Probability of Future Mutual Fund Price Finishing Under 20.86
| JGSMX Fund | USD 20.58 0.22 1.06% |
Jpmorgan |
Jpmorgan Small Target Price Odds to finish below 20.86
The tendency of Jpmorgan Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to stay under $ 20.86 after 90 days |
| 20.58 | 90 days | 20.86 | about 25.66 |
Based on a normal probability distribution, the odds of Jpmorgan Small to stay under $ 20.86 after 90 days from now is about 25.66 (This Jpmorgan Small Cap probability density function shows the probability of Jpmorgan Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Jpmorgan Small Cap price to stay between its current price of $ 20.58 and $ 20.86 at the end of the 90-day period is about 12.81 .
Assuming the 90 days horizon Jpmorgan Small has a beta of 0.0517. This indicates as returns on the market go up, Jpmorgan Small average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Jpmorgan Small Cap will be expected to be much smaller as well. Additionally Jpmorgan Small Cap has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Jpmorgan Small Price Density |
| Price |
Predictive Modules for Jpmorgan Small
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Jpmorgan Small Cap. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jpmorgan Small's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Jpmorgan Small Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Jpmorgan Small is not an exception. The market had few large corrections towards the Jpmorgan Small's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Jpmorgan Small Cap, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Jpmorgan Small within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.07 | |
β | Beta against NYSE Composite | 0.05 | |
σ | Overall volatility | 0.59 | |
Ir | Information ratio | -0.08 |
Jpmorgan Small Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Jpmorgan Small for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Jpmorgan Small Cap can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Jpmorgan Small Cap generated a negative expected return over the last 90 days | |
| The fund generated three year return of -7.0% | |
| Jpmorgan Small Cap retains 99.17% of its assets under management (AUM) in equities |
Jpmorgan Small Technical Analysis
Jpmorgan Small's future price can be derived by breaking down and analyzing its technical indicators over time. Jpmorgan Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Jpmorgan Small Cap. In general, you should focus on analyzing Jpmorgan Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Jpmorgan Small Predictive Forecast Models
Jpmorgan Small's time-series forecasting models is one of many Jpmorgan Small's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Jpmorgan Small's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Jpmorgan Small Cap
Checking the ongoing alerts about Jpmorgan Small for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Jpmorgan Small Cap help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Jpmorgan Small Cap generated a negative expected return over the last 90 days | |
| The fund generated three year return of -7.0% | |
| Jpmorgan Small Cap retains 99.17% of its assets under management (AUM) in equities |
Other Information on Investing in Jpmorgan Mutual Fund
Jpmorgan Small 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 Small security.
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