JEPI ETF Analysis: JPMorgan Equity Premium | NYSE

Derivative Income | NYSE, USA | Market Cap: 45.676m USD | 12M Return: 6.9% | US46641Q3323 | Charts, Fundamentals & Technical Analysis

Equity Securities, Equity-Linked Notes, Call Options, Large Cap
Total Rating 47
Safety 42
Buy Signal -0.46
Derivative Income
Category Rotation: +7.3
TER: 0.35%
AUM: 45.7B
Avg Turnover: 229M
Risk 3d forecast
Volatility7.06%
VaR 5th Pctl1.35%
VaR vs Median6.05%
Reward TTM
Sharpe Ratio0.34
Rel. Str. IBD48.2
Rel. Str. Peer Group20.5
Character TTM
Beta0.423
Beta Downside0.498
Hurst Exponent0.536
Drawdowns 3y
Max DD13.26%
CAGR/Max DD0.79
CAGR/Mean DD6.53

Warnings

Choppy

Tailwinds

No distinct edge detected

Seasonality 6.3 years of data

Jan +0.4% 26
Feb -0.6% 11
Mar +0.2% 9
Apr -3.5% 13
May -0.6% 17
Jun +0.0% 2
Jul +0.3% 17
Aug -0.2% 16
Sep -4.7% 62
Oct -0.7% 10
Nov +2.3% 32
Dec -0.4% 11

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: JEPI JPMorgan Equity Premium
Equity Premium Income ETF (JEPI) pursues total return through a dual-strategy structure: an actively managed portfolio of U.S. equity securities paired with equity-linked notes (ELNs) that sell call options on the S&P 500 Total Return Index. By writing covered calls through the ELNs, the fund generates option premium income intended to supplement the underlying equity returns, while the structure is designed to reduce volatility relative to the broad U.S. large-cap market.

As an ETF in the Derivative Income category, JEPI trades on an exchange, offers intraday liquidity, and provides investors with access to an options-based income strategy in a single wrapper, rather than through separately managed accounts or structured products. The funds primary benchmark is a total return index, meaning performance measurement includes reinvested dividends, which is relevant given the income-oriented design.

Headlines to Watch Out For
  • S&P 500 options premiums rise with elevated volatility
  • Equity-linked note issuer counterparty concentration at JPMorgan remains key risk
  • Federal Reserve rate cut path compresses options yield for covered call ETFs
  • Retail investor flight to active income ETFs boosts JEPI AUM past $45B
What is the price of JEPI shares?

As of October 05, 2026, the stock is trading at USD 56.10 with a total of 4,897,921 shares traded. Over the past week, the price has changed by -0.56%, over one month by -1.31%, over three months by +0.82% and over the past year by +6.88%.

Current recommended Stop Loss: 55.50 (which is 1.1% or 1.7 ATR below the current price).

Is JEPI a buy, sell or hold?

JPMorgan Equity Premium has no consensus analysts rating.