Systematic investment
Momentum strategy
Buy the dip strategy
| Revenue per share | N/A |
| Dividend & Yield | 0.04£ (4.86%) |
| Beta | N/A |
| Market capitalization | 70.56M |
| Operating cash flow | N/A |
| ESG Scores | 23.7 |
Sector: Financial Services - Industry: Asset Management
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Here are the insider transactions of stock shares related to JPMorgan Multi-Asset Trust:
| Filer Name | Transaction Text | Date |
|---|---|---|
| JPMorgan Multi-Asset Trust PLC | Buy Back at price 0.99 per share. | 2022-10-10 |
| JPMorgan Multi-Asset Trust PLC | 2022-09-30 | |
| JPMorgan Multi-Asset Trust PLC | Buy Back at price 1.07 per share. | 2022-09-02 |
| JPMorgan Multi-Asset Trust PLC | 2022-08-31 | |
| JPMorgan Multi-Asset Trust PLC | Buy Back at price 1.13 per share. | 2022-08-24 |
| JPMorgan Multi-Asset Trust PLC | Buy Back at price 1.15 per share. | 2022-08-12 |
| JPMorgan Multi-Asset Trust PLC | Buy Back at price 1.14 per share. | 2022-08-05 |
| JPMorgan Multi-Asset Trust PLC | 2022-07-29 | |
| JPMorgan Multi-Asset Trust PLC | Buy Back at price 1.11 per share. | 2022-07-14 |
| JPMorgan Multi-Asset Trust PLC | Buy Back at price 1.13 per share. | 2022-07-04 |
| JPMorgan Multi-Asset Trust PLC | 2022-06-30 |
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
These are the result of three automatic investment systems applied to JPMorgan Multi-Asset Trust. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.
Here is the result of two systematic investment strategies applied to JPMorgan Multi-Asset Trust. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.
The following chart shows the equity curve of the two systematic investment strategies applied to JPMorgan Multi-Asset Trust:
The systematic investment strategy that buys the first day of the month would give a performance of 4.97% on the backtest period.
Performance
Latent gain
Invested capital
Annualized return
This is the result of two momentum investment strategies applied to JPMorgan Multi-Asset Trust. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.
The following chart shows all the entries opened by the momentum investment system on JPMorgan Multi-Asset Trust:
Performance
Latent gain
Invested capital
Annualized return
Performance
Latent gain
Invested capital
Annualized return
The following chart shows the equity curve of the two momentum strategies applied to JPMorgan Multi-Asset Trust:
Note: the dividends potentially given by JPMorgan Multi-Asset Trust 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.
The following chart shows the employed capital evolution of the two momentum strategies on JPMorgan Multi-Asset Trust since the beginning:
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£.
The performance achieved by the robo-advisor on JPMorgan Multi-Asset Trust is 0%. That represents 0.0$ of latent gain with 0.0£ of employed capital. The following chart shows JPMorgan Multi-Asset Trust stock price with all the entries opened by the automated investment system.
Note: The blue line represents the weekly stock price of JPMorgan Multi-Asset Trust, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.
Performance
Latent gain
Invested capital
Annualized return
The following chart shows the result of the investment strategy applied to JPMorgan Multi-Asset Trust:
Note: the dividends potentially given by JPMorgan Multi-Asset Trust 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.
The following chart shows the employed capital evolution since the beginning of the investment strategy on JPMorgan Multi-Asset Trust:
Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.
In this section, I will compare the three previous investment strategies applied to JPMorgan Multi-Asset Trust.
The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:
| Strategy | Latent Profit | CAGR |
|---|---|---|
| Automatic investment | 4.97% | 6.9% |
| Momentum 1 quarter | 4.19% | 8.73% |
| Momentum 2 quarters | 1.65% | 6.87% |
| Non-directional | 0% | -0.0% |
Automatic investment
Momentum 1Q
Momentum 2Q
Non-directional
Here are the most positively and negatively correlated stocks with JPMorgan Multi-Asset Trust:
Note: The algorithm computes the probability of correlation between JPMorgan Multi-Asset Trust and the other stocks. There may be false positives or some missing correlated stocks. If the price of JPMorgan Multi-Asset Trust does not vary for 36 weeks, the correlation calculation result will be wrong.
| Company name | JPMorgan Multi-Asset Trust |
| Country | United Kingdom |
| City | London |
| Address | 60 Victoria Embankment |
| Phone | |
| Website | am.jpmorgan.com/gb/en/asset-management/gim/per/products/investment-trusts/jpm-multi-asset-trust-plc |
| FullTime employees | |
| Industry | Asset Management |
| Sector | Financial Services |
| Exchange | XLON |
| Ticker | MATE.XLON |
| Market | www.londonstockexchange.com |
| Environment ESG Factors | Scores |
|---|---|
| Environment Score | 5.2 |
| Peer Environment Performance | 6.39 |
| Environment Percentile | unknown |
| Palm Oil | unknown |
| Nuclear | unknown |
| Fur Leather | unknown |
| GMO | unknown |
| Coal | unknown |
| Pesticides | unknown |
| Animal Testing | unknown |
| Social ESG Factors | Scores |
|---|---|
| Social Score | 9.5 |
| Peer Social Performance | 9.5766666666667 |
| 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 | yes |
Related Controversy:
| Governance ESG Factors | Scores |
|---|---|
| Governance Score | 7.3 |
| Peer Governance Performance | 7.07 |
| Governance Percentile | unknown |
| Total ESG Scores: 23.7 |
| Environment Score: 5.2 |
| Social Score: 9.5 |
| Governance Score: 7.3 |
ESG Performance: AVG_PERF
Peer Group: EAA CE Other
Peer Esg Score Performance: 23.826666666667
Rating Year: 2020
Rating Month: 12
Max Age: 86400
Percentile: unknown