(JPEM) JPMorgan Diversified Return - Overview
Etf: Equity, Emerging Markets, Factor-Based, Diversified
Dividends
| Dividend Yield | 4.87% |
| Yield on Cost 5y | 6.25% |
| Yield CAGR 5y | 3.11% |
| Payout Consistency | 92.2% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 14.4% |
| Relative Tail Risk | 0.22% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.82 |
| Alpha | 20.86 |
| Character TTM | |
|---|---|
| Beta | 0.447 |
| Beta Downside | 0.381 |
| Drawdowns 3y | |
|---|---|
| Max DD | 14.30% |
| CAGR/Max DD | 1.02 |
Description: JPEM JPMorgan Diversified Return December 29, 2025
The JPMorgan Diversified Return Emerging Markets Equity ETF (NYSE ARCA:JPEM) commits at least 80% of its net assets-plus any investment-grade borrowing-to securities that track its underlying index, which selects emerging-market equities based on a broad set of factor characteristics (e.g., value, momentum, low-volatility). This design aims to deliver diversified exposure to growth drivers across the region while preserving a disciplined, rules-based investment process.
Key data points (as of the latest public filings) include an expense ratio of roughly 0.45%, total assets under management around $2 billion, and a top-five holdings concentration of about 12% (e.g., large-cap banks in Brazil and China). Sector weights tilt toward financials (≈30%), technology (≈15%), and consumer staples (≈12%). The fund’s performance is closely tied to macro drivers such as emerging-market GDP growth (averaging ~4.5% YoY), commodity price cycles, and the trajectory of U.S. interest rates, which affect capital flows into these markets.
If you want a more granular, data-driven assessment of JPEM’s factor tilt and risk metrics, a quick look at ValueRay’s analytics can help you surface the numbers that matter most.
What is the price of JPEM shares?
Over the past week, the price has changed by +1.23%, over one month by +5.64%, over three months by +8.87% and over the past year by +29.81%.
Is JPEM a buy, sell or hold?
What are the forecasts/targets for the JPEM price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 77.2 | 18.4% |
JPEM Fundamental Data Overview February 03, 2026
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 = 398.5m USD (398.5m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 398.5m)
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 398.5m / 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 = 7.56% (E(398.5m)/V(398.5m) * Re(7.56%) + (debt-free company))
Discount Rate = 7.56% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)