Singapore markets closed

JPMorgan U.S. Momentum Factor ETF (JMOM)

NYSEArca - Nasdaq Real-time price. Currency in USD
Add to watchlist
50.80+0.51 (+1.01%)
At close: 04:00PM EDT

Risk statistics

3 yearsJMOMCategory average
5 yearsJMOMCategory average
10 yearsJMOMCategory average
Alpha
-0.54-3.69
0.05-0.43
0-0.12
BETA
1.051.12
1.011.06
01.06
Mean annual return
0.760.83
1.191.35
01.17
R-squared
94.0486.95
93.2187.4
087.04
Standard deviation
19.1421.48
19.3420.98
017.34
Sharpe ratio
0.320.35
0.630.68
00.73
Treynor ratio
4.214.68
10.8812.1
011.11