JPMorgan Chase & Company chart

Last update: 2022-12-30
Key statistics and financials
Three year average return -0.57%
YTD return 5.90%
Beta 3Y 2.08
Total Assets 2.13B
Annual report expense ratio 0.85%

Company description

The index tracks the performance of midstream energy Master Limited Partnerships.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to JPMorgan Chase & Company:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to JPMorgan Chase & Company. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on JPMorgan Chase & Company

Here is the result of two systematic investment strategies applied to JPMorgan Chase & Company. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on JPMorgan Chase & Company

The following chart shows the equity curve of the two systematic investment strategies applied to JPMorgan Chase & Company:

JPMorgan Chase & Company automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 6.8% on the backtest period.

Performance at glance

Performance

6.8 %

Latent gain

134.02 $

Invested capital

1971.14 $

Annualized return

1.64 %
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Momentum strategy results on JPMorgan Chase & Company

This is the result of two momentum investment strategies applied to JPMorgan Chase & Company. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on JPMorgan Chase & Company

The following chart shows all the entries opened by the momentum investment system on JPMorgan Chase & Company:

JPMorgan Chase & Company momentum entries
  • The first momentum investment strategy would give 14.31% of return on JPMorgan Chase & Company. That represents 604.12$ of latent gain with 4221.86$ of employed capital.
  • The second momentum investment strategy would give -4.5% of return on JPMorgan Chase & Company. That represents -122.51$ of latent gain with 2724.17$ of employed capital.
Performance at glance (1Q Momentum)

Performance

14.31 %

Latent gain

604.12 $

Invested capital

4221.86 $

Annualized return

0.62 %
Performance at glance (2Q Momentum)

Performance

-4.5 %

Latent gain

-122.51 $

Invested capital

2724.17 $

Annualized return

-1.23 %

Momentum equity curve on JPMorgan Chase & Company

The following chart shows the equity curve of the two momentum strategies applied to JPMorgan Chase & Company:

JPMorgan Chase & Company momentum equity

Note: the dividends potentially given by JPMorgan Chase & Company are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on JPMorgan Chase & Company

The following chart shows the employed capital evolution of the two momentum strategies on JPMorgan Chase & Company since the beginning:

JPMorgan Chase & Company

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on JPMorgan Chase & Company

Buy the dip entry openings on JPMorgan Chase & Company

JPMorgan Chase & Company

The performance achieved by the robo-advisor on JPMorgan Chase & Company is 1.33%. That represents 9.94$ of latent gain with 744.74$ of employed capital. The following chart shows JPMorgan Chase & Company stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of JPMorgan Chase & Company, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

1.33 %

Latent gain

9.94 $

Invested capital

744.74 $

Annualized return

0.62 %

Equity curve of the strategy applied to JPMorgan Chase & Company

The following chart shows the result of the investment strategy applied to JPMorgan Chase & Company:

JPMorgan Chase & Company

Note: the dividends potentially given by JPMorgan Chase & Company are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on JPMorgan Chase & Company

The following chart shows the employed capital evolution since the beginning of the investment strategy on JPMorgan Chase & Company:

JPMorgan Chase & Company

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on JPMorgan Chase & Company

In this section, I will compare the three previous investment strategies applied to JPMorgan Chase & Company.

Equity curve comparison on JPMorgan Chase & Company

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

JPMorgan Chase & Company investment strategy comparison

Employed capital comparison on JPMorgan Chase & Company

JPMorgan Chase & Company investment comparison

Performance comparison on JPMorgan Chase & Company

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 6.8% 134.02$ 1971.14$ 1.64%
Momentum 1 quarter 14.31% 604.12$ 4221.86$ 3.67%
Momentum 2 quarters -4.5% -122.51$ 2724.17$ -1.23%
Non-directional 1.33% 9.94$ 744.74$ 0.62%
Annualized return comparison

Automatic investment

1.64 %

Momentum 1Q

-1.23 %

Momentum 2Q

-1.23 %

Non-directional

0.62 %

Correlated stocks

Here are the most positively and negatively correlated stocks with JPMorgan Chase & Company:

Positive correlations

Most correlated stocks this year

  • JPMorgan Chase & Company
  • Alerian MLP ETF
  • UBS AG London Branch

  • Most correlated stocks last 3 months

  • Banner Corp
  • Lindblad Expeditions Holdings Inc
  • Alphatec Holdings Inc
  • AXT Inc
  • Ryanair Holdings Plc
  • Navigator Holdings Ltd
  • Cutera Inc
  • Guaranty Bancshares Inc (TX)
  • Kimball Electronics Inc
  • Centennial Resource Development Inc - Class A
  • Premier Inc - Class A
  • First Trust Natural Gas ETF
  • PEYTO EXPLORATION AND DVLPMNT CORP.
  • Build A Bear Workshop Inc
  • Sasol Ltd
  • Regis Corp
  • Community Trust Bancorp Inc
  • Heritage Financial Corp
  • Independent Bank Corporation (Ionia MI)
  • Fluor Corporation
  • Horizon Bancorp Inc (IN)
  • First Merchants Corp
  • Old National Bancorp
  • Old Second Bancorporation Inc
  • German American Bancorp Inc
  • Westinghouse Air Brake Technologies Corp
  • Glacier Bancorp Inc
  • Wintrust Financial Corp
  • Southside Bancshares Inc
  • Fulton Financial Corp
  • Oil States International Inc
  • Idera Pharmaceuticals Inc
  • First Mid Bancshares Inc
  • ConnectOne Bancorp Inc
  • Atlantic Union Bankshares Corp
  • Columbia Banking System Inc
  • Worthington Industries Inc
  • First Busey Corp
  • Origin Bancorp Inc
  • UMB Financial Corp
  • Citizens Financial Group Inc
  • FB Financial Corp
  • Hilltop Holdings Inc
  • Brady Corp - Class A
  • Washington Trust Bancorp Inc
  • Amdocs Ltd
  • Willamette Valley Vineyard Inc
  • Talos Energy Inc
  • Orrstown Financial Services Inc
  • Denny`s Corp
  • Invesco S&P SmallCap Energy ETF
  • MRC Global Inc
  • Crescent Point Energy Corp
  • PDC Energy Inc
  • TechnipFMC plc
  • Piper Sandler Co`s
  • Heidrick & Struggles International Inc
  • Douglas Dynamics Inc
  • Vera Bradley Inc
  • CANOPY GROWTH CORPORATION
  • LCNB Corp
  • Cooper-Standard Holdings Inc
  • Archer Daniels Midland Company
  • Nucor Corp
  • Alpha & Omega Semiconductor Ltd
  • Molson Coors Beverage Company - Class B
  • Davidstea Inc
  • WSFS Financial Corp
  • Canada Goose Holdings Inc (Subord Vot Shs)
  • Credicorp Ltd
  • Shaw Communications Inc - Class B
  • Steven Madden Ltd
  • Columbia International ESG Equity Income ETF
  • DCP Midstream LP
  • VanEck Energy Income ETF
  • TrueBlue Inc
  • iShares MSCI UAE ETF
  • Matrix Service Company
  • ARC RESOURCES LTD.
  • BP plc
  • L.S. Starrett Co. - Class A
  • Comerica Inc
  • Hope Bancorp Inc
  • First Commonwealth Financial Corp
  • Webster Financial Corp
  • East West Bancorp Inc
  • Korn Ferry
  • Terex Corp
  • Royal Caribbean Group
  • Wesbanco Inc
  • Lakeland Financial Corp
  • Trustco Bank Corp
  • Insight Enterprises Inc
  • Intrepid Potash Inc
  • Huntsman Corp
  • Associated Banc-Corp
  • Mercantile Bank Corp
  • VanEck Steel ETF
  • Enterprise Financial Services Corp
  • West Bancorporation
  • Hancock Whitney Corp
  • CBTX Inc
  • Interface Inc
  • Skechers U S A Inc - Class A
  • Allison Transmission Holdings Inc
  • Flagstar Bancorp Inc
  • Heritage Commerce Corp
  • Deluxe Corp
  • Benchmark Electronics Inc
  • QCR Holding Inc
  • Kforce Inc
  • Brookline Bancorp Inc
  • OceanFirst Financial Corp
  • F.N.B. Corp
  • Trustmark Corp
  • BankUnited Inc
  • BOK Financial Corp
  • Cathay General Bancorp
  • Prudential Financial Inc
  • United Bankshares Inc
  • Wolverine World Wide Inc
  • PVH Corp
  • Bank of N T Butterfield & Son Ltd
  • EnPro Industries Inc
  • Central Pacific Financial Corp
  • City Holding Company
  • Peoples Bancorp Inc (Marietta OH)
  • Zions Bancorporation N.A
  • Renasant Corp
  • VictoryShares US Small Cap High Div Volatility Wtd
  • First Bancorp
  • First Trust Small Cap Value AlphaDEX Fund
  • Great Southern Bancorp Inc
  • Oshkosh Corp
  • Midland States Bancorp Inc
  • Veritex Holdings Inc
  • First Horizon Corporation
  • Valley National Bancorp
  • Fifth Third Bancorp
  • 1st Source Corp
  • FS Bancorp Inc
  • Bank of Hawaii Corp
  • Wesco International Inc
  • ProShares Equities for Rising Rates ETF
  • Invesco KBW Regional Banking ETF
  • First Trust NASDAQ ABA Community Bank Index Fund
  • Sandy Spring Bancorp
  • ManpowerGroup
  • Synovus Financial Corp
  • Costamare Inc
  • Nutrien Ltd
  • Ameris Bancorp
  • Republic Bancorp Inc (KY) - Class A
  • Eagle Bancorp Inc (MD)
  • Cleveland-Cliffs Inc
  • Universal Health Services Inc - Class B
  • Pentair plc
  • Sunoco LP
  • Chuy`s Holdings Inc
  • Hartford Multifactor Developed Markets (ex-US) ETF
  • Invesco DWA Energy Momentum ETF
  • Schwab Fundamental International Small Company Ind
  • Energy Transfer LP
  • JPMorgan Chase & Company
  • Alerian MLP ETF
  • UBS AG London Branch
  • APA Corporation
  • InfraCap MLP ETF 1.25x Shares
  • Laredo Petroleum Inc
  • Viasat Inc
  • Ford Motor Company
  • G-III Apparel Group Ltd
  • Comscore Inc
  • ICF International Inc
  • Koppers Holdings Inc
  • Kosmos Energy Ltd
  • Bank of Montreal
  • REV Group Inc
  • ACI Worldwide Inc
  • Companhia Siderurgica Nacional
  • Assured Guaranty Ltd
  • Kohl`s Corp
  • AMBAC Financial Group Inc
  • Stock Yards Bancorp Inc
  • GSK Plc
  • Aflac Inc
  • Ennis Inc
  • CRA International Inc
  • FIRST NATIONAL FINANCIAL CORP.
  • Brinker International Inc
  • SI-BONE Inc
  • Genesco Inc
  • Zebra Technologies Corp - Class A
  • CNH Industrial NV
  • Seacoast Banking Corp Of Florida
  • NextGen Healthcare Inc
  • Myriad Genetics Inc
  • VAALCO Energy Inc
  • Office Properties Income Trust
  • Great Lakes Dredge & Dock Corporation
  • Scully Royalty Ltd
  • First Trust Indxx Global Agriculture ETF
  • UGI Corp
  • Vishay Intertechnology Inc
  • CapStar Financial Holdings Inc
  • NCR Corp
  • Boston Scientific Corp
  • Benefitfocus Inc
  • Alerian Energy Infrastructure ETF
  • Xerox Holdings Corp
  • Amphenol Corp - Class A
  • Crestwood Equity Partners LP
  • Texas Pacific Land Corporation
  • Teradata Corp
  • Exxon Mobil Corp
  • Varex Imaging Corp

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • CR CONSTRUCTION
  • AdvisorShares Dorsey Wright Short ETF -1x Shares

  • Note: The algorithm computes the probability of correlation between JPMorgan Chase & Company and the other stocks. There may be false positives or some missing correlated stocks. If the price of JPMorgan Chase & Company does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name JPMorgan Chase & Company
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker AMJ
    Market

    JPMorgan Chase & Company ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown