(JEPI) JPMorgan Equity Premium - NYSE

ETF Category: Derivative Income | Exchange: NYSE (USA) | Market Cap: 44.326m USD | Total Return: 9.1% in 12m

Equity Securities, Call Options, Structured Notes
Total Rating 40
Safety 32
Buy Signal -0.97
Derivative Income
Category Rotation: -9.2
TER: 0.35%
AUM: 44.3B
Avg Turnover: 297M
Risk 3d forecast
Volatility10.7%
VaR 5th Pctl2.05%
VaR vs Median6.26%
Reward TTM
Sharpe Ratio0.59
Rel. Str. IBD34.8
Rel. Str. Peer Group8.2
Character TTM
Beta0.461
Beta Downside0.520
Hurst Exponent0.516
Drawdowns 3y
Max DD13.26%
CAGR/Max DD0.70
CAGR/Mean DD5.70

Warnings

Volatile

Tailwinds

No distinct edge detected

Description: JEPI JPMorgan Equity Premium

The JPMorgan Equity Premium Income ETF (JEPI) is an actively managed fund designed to provide a combination of capital appreciation and monthly income. Its strategy involves holding a defensive portfolio of U.S. large-cap equities while simultaneously selling out-of-the-money call options via equity-linked notes (ELNs) tied to the S&P 500 Index.

The fund operates within the derivative income sector, which uses options overlay strategies to convert market volatility into immediate cash flow. This business model aims to deliver lower volatility than the broader equity market by sacrificing some upside potential in exchange for premium income, making it a common choice for investors seeking yield in flat or slightly bearish environments.

For more detailed insights into how this strategy performs across different market cycles, consider reviewing the technical data on ValueRay.

Headlines to Watch Out For
  • S&P 500 volatility levels dictate ELN option premium income
  • Equity portfolio performance tracks defensive large-cap value factors
  • High interest rates increase yield on cash and ELN collateral
  • Demand for derivative income products intensifies competitive fee pressure
What is the price of JEPI shares?

As of June 20, 2026, the stock is trading at USD 56.10 with a total of 3,982,600 shares traded.
Over the past week, the price has changed by +0.54%, over one month by +0.65%, over three months by +1.04% and over the past year by +9.05%.

Is JEPI a buy, sell or hold?

JPMorgan Equity Premium has no consensus analysts rating.