(JEPI) JPMorgan Equity Premium - Ratings and Ratios
Equities, S&P 500, Covered Calls, ELNs, Dividends
Dividends
| Dividend Yield | 7.40% |
| Yield on Cost 5y | 11.80% |
| Yield CAGR 5y | 0.45% |
| Payout Consistency | 92.6% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 13.6% |
| Value at Risk 5%th | 24.2% |
| Relative Tail Risk | 7.94% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.28 |
| Alpha | -5.21 |
| CAGR/Max DD | 0.77 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.154 |
| Beta | 0.624 |
| Beta Downside | 0.716 |
| Drawdowns 3y | |
|---|---|
| Max DD | 13.26% |
| Mean DD | 1.41% |
| Median DD | 0.74% |
Description: JEPI JPMorgan Equity Premium December 03, 2025
JPMorgan Equity Premium Income ETF (JEPI) aims to generate income by blending two core tactics: it holds an actively managed basket of U.S. equities that largely mirrors the S&P 500 Total Return Index, and it writes equity-linked notes (ELNs) that sell covered call options on the same index. The combined approach seeks to capture option premium while maintaining equity exposure, targeting a higher distribution yield than a pure equity fund.
Key quantitative metrics (as of the most recent filing) include an expense ratio of roughly 0.35%, a trailing 12-month distribution yield near 7.5%, and assets under management exceeding $20 billion. JEPI’s performance is highly sensitive to S&P 500 volatility, since higher implied volatility boosts call-option premiums but also raises the risk of call assignments; conversely, a low-vol environment can compress income. The fund’s sector tilt is modestly overweight in technology and consumer discretionary, reflecting the composition of its benchmark, while defensive sectors such as utilities receive relatively lower weight.
For a deeper quantitative breakdown, you might explore ValueRay’s analytics platform to see how JEPI’s option-income dynamics compare across market regimes.
What is the price of JEPI shares?
Over the past week, the price has changed by -1.26%, over one month by +0.05%, over three months by +2.15% and over the past year by +7.30%.
Is JEPI a buy, sell or hold?
What are the forecasts/targets for the JEPI price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 67.6 | 18.1% |
JEPI Fundamental Data Overview December 25, 2025
Beta = 0.5
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 = 41.74b USD (41.74b + (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 41.74b)
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 41.74b / 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 = 8.31% (E(41.74b)/V(41.74b) * Re(8.31%) + (debt-free company))
Discount Rate = 8.31% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for JEPI ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle