JPMorgan U.S. Quality Factor ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 22.55%
YTD return -2.99%
Beta 3Y 0.91
Total Assets 432.15M
Annual report expense ratio 0.12%

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 U.S. equity securities selected to represent quality factor characteristics.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to JPMorgan U.S. Quality Factor ETF:

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 U.S. Quality Factor ETF. 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 U.S. Quality Factor ETF

Here is the result of two systematic investment strategies applied to JPMorgan U.S. Quality Factor ETF. 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 U.S. Quality Factor ETF

The following chart shows the equity curve of the two systematic investment strategies applied to JPMorgan U.S. Quality Factor ETF:

JPMorgan U.S. Quality Factor ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 39.16% on the backtest period.

Performance at glance

Performance

39.16 %

Latent gain

775.39 $

Invested capital

1979.96 $

Annualized return

9.6 %
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Momentum strategy results on JPMorgan U.S. Quality Factor ETF

This is the result of two momentum investment strategies applied to JPMorgan U.S. Quality Factor ETF. 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 U.S. Quality Factor ETF

The following chart shows all the entries opened by the momentum investment system on JPMorgan U.S. Quality Factor ETF:

JPMorgan U.S. Quality Factor ETF momentum entries
  • The first momentum investment strategy would give 45.2% of return on JPMorgan U.S. Quality Factor ETF. That represents 2045.25$ of latent gain with 4525.2$ of employed capital.
  • The second momentum investment strategy would give 45.99% of return on JPMorgan U.S. Quality Factor ETF. That represents 1629.06$ of latent gain with 3542.52$ of employed capital.
Performance at glance (1Q Momentum)

Performance

45.2 %

Latent gain

2045.25 $

Invested capital

4525.2 $

Annualized return

14.98 %
Performance at glance (2Q Momentum)

Performance

45.99 %

Latent gain

1629.06 $

Invested capital

3542.52 $

Annualized return

12.78 %

Momentum equity curve on JPMorgan U.S. Quality Factor ETF

The following chart shows the equity curve of the two momentum strategies applied to JPMorgan U.S. Quality Factor ETF:

JPMorgan U.S. Quality Factor ETF momentum equity

Note: the dividends potentially given by JPMorgan U.S. Quality Factor ETF 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 U.S. Quality Factor ETF

The following chart shows the employed capital evolution of the two momentum strategies on JPMorgan U.S. Quality Factor ETF since the beginning:

JPMorgan U.S. Quality Factor ETF

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 U.S. Quality Factor ETF

Buy the dip entry openings on JPMorgan U.S. Quality Factor ETF

JPMorgan U.S. Quality Factor ETF

The performance achieved by the robo-advisor on JPMorgan U.S. Quality Factor ETF is 31.16%. That represents 80.56$ of latent gain with 258.56$ of employed capital. The following chart shows JPMorgan U.S. Quality Factor ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of JPMorgan U.S. Quality Factor ETF, 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

31.16 %

Latent gain

80.56 $

Invested capital

258.56 $

Annualized return

14.98 %

Equity curve of the strategy applied to JPMorgan U.S. Quality Factor ETF

The following chart shows the result of the investment strategy applied to JPMorgan U.S. Quality Factor ETF:

JPMorgan U.S. Quality Factor ETF

Note: the dividends potentially given by JPMorgan U.S. Quality Factor ETF 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 U.S. Quality Factor ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on JPMorgan U.S. Quality Factor ETF:

JPMorgan U.S. Quality Factor ETF

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 U.S. Quality Factor ETF

In this section, I will compare the three previous investment strategies applied to JPMorgan U.S. Quality Factor ETF.

Equity curve comparison on JPMorgan U.S. Quality Factor ETF

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

JPMorgan U.S. Quality Factor ETF investment strategy comparison

Employed capital comparison on JPMorgan U.S. Quality Factor ETF

JPMorgan U.S. Quality Factor ETF investment comparison

Performance comparison on JPMorgan U.S. Quality Factor ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 39.16% 775.39$ 1979.96$ 9.6%
Momentum 1 quarter 45.2% 2045.25$ 4525.2$ 11.77%
Momentum 2 quarters 45.99% 1629.06$ 3542.52$ 12.78%
Non-directional 31.16% 80.56$ 258.56$ 14.98%
Annualized return comparison

Automatic investment

9.6 %

Momentum 1Q

12.78 %

Momentum 2Q

12.78 %

Non-directional

14.98 %

Correlated stocks

Here are the most positively and negatively correlated stocks with JPMorgan U.S. Quality Factor ETF:

Positive correlations

Most correlated stocks this year

  • JPMorgan U.S. Quality Factor ETF
  • PIMCO RAFI DYNAMIC MULTI-FACTOR U.S. EQUITY ETF

  • Most correlated stocks last 3 months

  • XPEL Inc - Reg S
  • Inuvo Inc
  • iShares U.S. Healthcare Providers ETF
  • iShares Core MSCI Europe ETF
  • iShares Europe ETF
  • iShares International Equity Factor ETF
  • iShares Core MSCI International Developed Markets
  • FlexShares International Quality Dividend Defensiv
  • iShares MSCI Intl Small-Cap Multifac
  • ISHARES MSCI INTL SIZE FACTOR ETF
  • PIMCO RAFI Dynamic Multi-Factor Emerging Markets E
  • PIMCO RAFI DYNAMIC MULTI-FACTOR INTERNATIONAL EQUI
  • FlexShares International Quality Dividend Dynamic
  • John Hancock Multifactor Developed International E
  • FlexShares International Quality Dividend Index Fu
  • VanEck Israel ETF
  • iShares Core S&P Small-Cap ETF
  • iShares Russell 2000 ETF
  • JPMorgan Diversified Return U.S. Small Cap Equity
  • Invesco S&P International Developed Quality ETF
  • iShares MSCI Intl Quality Factor ETF
  • VanEck Agribusiness ETF
  • John Hancock Multifactor Small Cap ETF
  • JPMorgan U.S. Value Factor ETF
  • iShares Core S&P Mid-Cap ETF
  • iShares S&P Mid-Cap 400 Growth ETF
  • VANGUARD S&P MID-CAP 400 GROWTH INDEX FUND ETF SHA
  • Vanguard S&P Mid-Cap 400 ETF
  • iShares Russell 1000 Value ETF
  • iShares Russell Mid-Cap ETF
  • John Hancock Multifactor Mid Cap ETF
  • JPMorgan Diversified Return U.S. Mid Cap Equity ET
  • LeaderShares AlphaFactor US Core Equity ETF
  • S&P MidCap 400 ETF
  • SPDR S&P 400 Mid Cap Growth ETF
  • iShares Russell Top 200 Value ETF
  • John Hancock Multifactor Large Cap ETF
  • JPMorgan Diversified Return U.S. Equity ETF
  • iShares U.S. Equity Factor ETF
  • iShares Core MSCI Pacific ETF
  • ISHARES US HIGH DIV EQUITY INDEX ETF
  • Knowledge Leaders Developed World ETF
  • JPMorgan U.S. Quality Factor ETF
  • PIMCO RAFI DYNAMIC MULTI-FACTOR U.S. EQUITY ETF
  • iShares Core High Dividend ETF
  • iShares Core MSCI Emerging Markets ETF
  • BOUSTEAD
  • Lennar Corp - Class B

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • Creative Realities Inc Warrants 09112022

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


    Company information

    Company name JPMorgan U.S. Quality Factor ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker JQUA
    Market

    JPMorgan U.S. Quality Factor ETF 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