(JPME) JPMorgan Diversified Return - Ratings and Ratios
US Mid Cap,Equity Securities,Factor Diversification,Index Tracking
Dividends
| Dividend Yield | 1.94% |
| Yield on Cost 5y | 3.18% |
| Yield CAGR 5y | 12.47% |
| Payout Consistency | 99.1% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 12.9% |
| Value at Risk 5%th | 21.0% |
| Relative Tail Risk | -0.80% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.10 |
| Alpha | -7.40 |
| CAGR/Max DD | 0.61 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.380 |
| Beta | 0.770 |
| Beta Downside | 0.821 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.70% |
| Mean DD | 3.87% |
| Median DD | 3.10% |
Description: JPME JPMorgan Diversified Return October 26, 2025
The JPMorgan Diversified Return U.S. Mid-Cap Equity ETF (NYSE ARCA:JPME) is a U.S.-focused mid-cap blend fund that commits at least 80 % of its assets to securities that track its underlying index, which is constructed to capture a broad set of factor characteristics (e.g., value, momentum, quality) across diversified U.S. equities.
Key metrics as of the most recent filing (Q2 2025) show a weighted-average market-cap of roughly $8 billion, a net expense ratio of 0.25 %, and a 12-month trailing return of about 9 %-both figures that sit near the median for the mid-cap ETF peer group. The fund’s performance is especially sensitive to the health of the U.S. manufacturing sector and consumer discretionary spending, which together account for roughly 30 % of the index’s sector weightings; a sustained acceleration in real-GDP growth or a reversal in the Fed’s tightening cycle would likely boost its factor-tilt returns.
For a deeper dive into how JPME’s factor exposure stacks up against alternative mid-cap strategies, you might explore ValueRay’s analytics platform, which offers granular, data-driven comparisons that can help you assess whether the fund aligns with your risk-adjusted return objectives.
What is the price of JPME shares?
Over the past week, the price has changed by +0.59%, over one month by +1.65%, over three months by +1.42% and over the past year by +4.78%.
Is JPME a buy, sell or hold?
What are the forecasts/targets for the JPME price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 121.4 | 10.3% |
JPME Fundamental Data Overview December 03, 2025
Beta = 0.99
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 = 382.3m USD (382.3m + (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 382.3m)
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 382.3m / 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 = 8.85% (E(382.3m)/V(382.3m) * Re(8.85%) + (debt-free company))
Discount Rate = 8.85% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for JPME ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle