(JPEF) JPMorgan Equity Focus - Ratings and Ratios
Common Stocks, Reits, Foreign Stocks, Depsitary Receipts
| Risk via 10d forecast | |
|---|---|
| Volatility | 17.9% |
| Value at Risk 5%th | 30.1% |
| Relative Tail Risk | 2.27% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.24 |
| Alpha | -4.29 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.464 |
| Beta | 0.921 |
| Beta Downside | 0.948 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.09% |
| Mean DD | 2.30% |
| Median DD | 1.06% |
Description: JPEF JPMorgan Equity Focus November 12, 2025
JPMorgan Equity Focus ETF (NASDAQ:JPEF) is a U.S.-based large-blend ETF that commits at least 80% of its net assets (plus any investment-purpose borrowings) to equity securities, primarily U.S. common stocks and REITs, while allowing up to 20% exposure to foreign equities via ordinary shares or depositary receipts.
As of the latest filing, the fund carries an expense ratio of roughly 0.30% and manages about $1.2 billion in assets, with a weighted average market-cap near $150 billion, indicating a tilt toward mega-cap and large-cap stocks. Its top sector allocations are typically Information Technology (~25%), Financials (~20%), and Real Estate (~15%), the latter making the fund sensitive to interest-rate dynamics that affect REIT yields.
Given the current backdrop of a tightening monetary policy cycle, monitoring the Fed’s policy rate and U.S. consumer-spending trends is crucial, as they drive both the equity and REIT components of JPEF. For a deeper quantitative breakdown, you might explore ValueRay’s analytics on JPEF’s factor exposures and valuation metrics.
JPEF ETF Overview
| Market Cap in USD | 1,568m |
| Category | Large Blend |
| TER | 0.50% |
| IPO / Inception | 2011-07-29 |
| Return 12m vs S&P 500 | -4.29% |
| Analyst Rating | - |
JPEF Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 0.66% |
| Yield on Cost 5y | 0.97% |
| Yield CAGR 5y | 135.29% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
JPEF Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 17.89% |
| CAGR/Max DD Calmar Ratio | 0.99 |
| CAGR/Mean DD Pain Ratio | 7.77 |
| Current Volume | 59.4k |
| Average Volume | 64.2k |
What is the price of JPEF shares?
Over the past week, the price has changed by -2.50%, over one month by -3.04%, over three months by +0.89% and over the past year by +7.05%.
Is JPEF a buy, sell or hold?
What are the forecasts/targets for the JPEF price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 78.7 | 8.7% |
JPEF Fundamental Data Overview November 19, 2025
Beta = 1.01
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 1.57b USD (1.57b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.57b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 1.57b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.41% (E(1.57b)/V(1.57b) * Re(9.41%) + (debt-free company))
Discount Rate = 9.41% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for JPEF ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle