JPMorgan Diversified Return Emerging Markets Equit chart

Last update: 2022-12-30
Investment Backtesting

Systematic investment

8.95 %

Momentum strategy

9.43 %

Buy the dip strategy

7.2 %
Key statistics and financials
Three year average return 7.29%
YTD return 0.13%
Beta 3Y 1.03
Total Assets 176.13M
Annual report expense ratio 0.44%

Company description

The fund will invest at least 80% of its assets in securities included in the underlying index. "Assets" means net assets, plus the amount of borrowing for investment purposes. The underlying index is comprised of equity securities from emerging markets selected to represent a diversified set of factor characteristics.

Sector: N/A - Industry: N/A

Insider Transactions

Here are the insider transactions of stock shares related to JPMorgan Diversified Return Emerging Markets Equit:

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 Diversified Return Emerging Markets Equit. 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 Diversified Return Emerging Markets Equit

Here is the result of two systematic investment strategies applied to JPMorgan Diversified Return Emerging Markets Equit. 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 Diversified Return Emerging Markets Equit

The following chart shows the equity curve of the two systematic investment strategies applied to JPMorgan Diversified Return Emerging Markets Equit:

JPMorgan Diversified Return Emerging Markets Equit automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 8.95% on the backtest period.

Performance at glance

Performance

8.95 %

Latent gain

195.27 $

Invested capital

2181.79 $

Annualized return

2.18 %
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Momentum strategy results on JPMorgan Diversified Return Emerging Markets Equit

This is the result of two momentum investment strategies applied to JPMorgan Diversified Return Emerging Markets Equit. 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 Diversified Return Emerging Markets Equit

The following chart shows all the entries opened by the momentum investment system on JPMorgan Diversified Return Emerging Markets Equit:

JPMorgan Diversified Return Emerging Markets Equit momentum entries
  • The first momentum investment strategy would give 9.43% of return on JPMorgan Diversified Return Emerging Markets Equit. That represents 569.6$ of latent gain with 6039.78$ of employed capital.
  • The second momentum investment strategy would give 8.32% of return on JPMorgan Diversified Return Emerging Markets Equit. That represents 271.69$ of latent gain with 3264.9$ of employed capital.
Performance at glance (1Q Momentum)

Performance

9.43 %

Latent gain

569.6 $

Invested capital

6039.78 $

Annualized return

3.43 %
Performance at glance (2Q Momentum)

Performance

8.32 %

Latent gain

271.69 $

Invested capital

3264.9 $

Annualized return

2.3 %

Momentum equity curve on JPMorgan Diversified Return Emerging Markets Equit

The following chart shows the equity curve of the two momentum strategies applied to JPMorgan Diversified Return Emerging Markets Equit:

JPMorgan Diversified Return Emerging Markets Equit momentum equity

Note: the dividends potentially given by JPMorgan Diversified Return Emerging Markets Equit 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 Diversified Return Emerging Markets Equit

The following chart shows the employed capital evolution of the two momentum strategies on JPMorgan Diversified Return Emerging Markets Equit since the beginning:

JPMorgan Diversified Return Emerging Markets Equit

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 Diversified Return Emerging Markets Equit

Buy the dip entry openings on JPMorgan Diversified Return Emerging Markets Equit

JPMorgan Diversified Return Emerging Markets Equit

The performance achieved by the robo-advisor on JPMorgan Diversified Return Emerging Markets Equit is 7.2%. That represents 38.92$ of latent gain with 540.85$ of employed capital. The following chart shows JPMorgan Diversified Return Emerging Markets Equit stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of JPMorgan Diversified Return Emerging Markets Equit, 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

7.2 %

Latent gain

38.92 $

Invested capital

540.85 $

Annualized return

3.43 %

Equity curve of the strategy applied to JPMorgan Diversified Return Emerging Markets Equit

The following chart shows the result of the investment strategy applied to JPMorgan Diversified Return Emerging Markets Equit:

JPMorgan Diversified Return Emerging Markets Equit

Note: the dividends potentially given by JPMorgan Diversified Return Emerging Markets Equit 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 Diversified Return Emerging Markets Equit

The following chart shows the employed capital evolution since the beginning of the investment strategy on JPMorgan Diversified Return Emerging Markets Equit:

JPMorgan Diversified Return Emerging Markets Equit

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 Diversified Return Emerging Markets Equit

In this section, I will compare the three previous investment strategies applied to JPMorgan Diversified Return Emerging Markets Equit.

Equity curve comparison on JPMorgan Diversified Return Emerging Markets Equit

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

JPMorgan Diversified Return Emerging Markets Equit investment strategy comparison

Employed capital comparison on JPMorgan Diversified Return Emerging Markets Equit

JPMorgan Diversified Return Emerging Markets Equit investment comparison

Performance comparison on JPMorgan Diversified Return Emerging Markets Equit

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 8.95% 195.27$ 2181.79$ 2.18%
Momentum 1 quarter 9.43% 569.6$ 6039.78$ 2.44%
Momentum 2 quarters 8.32% 271.69$ 3264.9$ 2.3%
Non-directional 7.2% 38.92$ 540.85$ 3.43%
Annualized return comparison

Automatic investment

2.18 %

Momentum 1Q

2.3 %

Momentum 2Q

2.3 %

Non-directional

3.43 %

Correlated stocks

Here are the most positively and negatively correlated stocks with JPMorgan Diversified Return Emerging Markets Equit:

Positive correlations

Most correlated stocks this year

  • JPMorgan Diversified Return Emerging Markets Equit
    •

    Most correlated stocks last 3 months

  • iShares Russell Mid-Cap Value ETF
  • Vanguard Mega Cap Value ETF
  • Direxion Daily Mid Cap Bull 3x Shares
  • iShares S&P 500 Value ETF
  • IZEA Worldwide Inc
  • Direxion Daily South Korea Bull 3X Shares
  • JPMorgan Diversified Return Emerging Markets Equit
  • VanEck Indonesia Index ETF
  • Isoray Inc
  • CH GEOTHERMAL
  • iShares J.P. Morgan EM Local Currency Bond ETF

    • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months


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

    Company information
    Company name JPMorgan Diversified Return Emerging Markets Equit
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker JPEM
    Market

    JPMorgan Diversified Return Emerging Markets Equit 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

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