(JEPI) JPMorgan Equity Premium - Ratings and Ratios
Equity, Options, ELN, S&P
Dividends
| Dividend Yield | 8.15% |
| Yield on Cost 5y | 13.08% |
| Yield CAGR 5y | 6.89% |
| Payout Consistency | 92.6% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 7.42% |
| Value at Risk 5%th | 13.1% |
| Relative Tail Risk | 7.33% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.02 |
| Alpha | -7.50 |
| CAGR/Max DD | 0.71 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.281 |
| Beta | 0.628 |
| Beta Downside | 0.727 |
| Drawdowns 3y | |
|---|---|
| Max DD | 13.26% |
| Mean DD | 1.46% |
| Median DD | 0.82% |
Description: JEPI JPMorgan Equity Premium September 29, 2025
JPMorgan Equity Premium Income ETF (JEPI) aims to generate income by combining an actively managed equity portfolio-largely drawn from the S&P 500 Total Return Index-with a systematic options overlay that sells call options on the same index via equity-linked notes (ELNs).
Key characteristics of JEPI (as of the latest filing) include an expense ratio of 0.35%, an annualized distribution yield around 7–8%, and assets under management exceeding $15 billion, reflecting strong investor demand for income-focused equity exposure.
The fund’s performance is sensitive to three primary drivers: (1) equity market breadth and valuation levels in the S&P 500, (2) implied volatility, which influences option premium income, and (3) the prevailing level of short-term interest rates that affect the cost of carry for the ELN structure.
Because JEPI’s income component relies on option premiums, periods of elevated VIX tend to boost yields, while a flattening yield curve can compress the spread between equity returns and option income, potentially dampening distribution levels.
For a deeper, data-driven look at how JEPI’s risk-adjusted returns compare to peers, you might explore ValueRay’s analytical platform.
What is the price of JEPI shares?
Over the past week, the price has changed by +1.88%, over one month by +2.43%, over three months by +3.50% and over the past year by +3.61%.
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 | 67.4 | 16.3% |
JEPI Fundamental Data Overview November 21, 2025
Beta = 0.57
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 = 40.45b USD (40.45b + (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 40.45b)
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 40.45b / 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 = 8.33% (E(40.45b)/V(40.45b) * Re(8.33%) + (debt-free company))
Discount Rate = 8.33% (= 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