(JPSE) JPMorgan Diversified Return - Ratings and Ratios
Small-Cap Stocks, Multi-Factor, Value, Momentum, Quality
Dividends
| Dividend Yield | 1.51% |
| Yield on Cost 5y | 2.42% |
| Yield CAGR 5y | 13.16% |
| Payout Consistency | 95.0% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 18.0% |
| Value at Risk 5%th | 28.1% |
| Relative Tail Risk | -5.28% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.09 |
| Alpha | -8.78 |
| CAGR/Max DD | 0.48 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.468 |
| Beta | 0.879 |
| Beta Downside | 0.878 |
| Drawdowns 3y | |
|---|---|
| Max DD | 25.49% |
| Mean DD | 6.04% |
| Median DD | 4.77% |
Description: JPSE JPMorgan Diversified Return October 24, 2025
The JPMorgan Diversified Return U.S. Small-Cap Equity ETF (JPSE) commits at least 80% of its net assets-plus any investment-grade borrowing-to securities that track its proprietary multi-factor index. The index screens U.S. equities for a blend of value, momentum and quality characteristics, aiming to capture diversified small-cap exposure while emphasizing fundamental strength and price performance.
Key metrics as of the most recent filing: the fund’s expense ratio sits at 0.35%, its average weighted market-cap is roughly $2.5 billion, and the top sector allocations are technology (≈25%), consumer discretionary (≈20%) and health care (≈15%). Small-cap performance is historically sensitive to the U.S. business-cycle outlook; a sustained low-interest-rate environment and robust consumer spending tend to boost earnings growth in these sectors, while tightening monetary policy can compress valuations.
For a deeper, data-driven look at how JPSE’s factor tilt compares to peers, you might explore the analytics platform ValueRay to see real-time risk-adjusted returns and factor exposure breakdowns.
What is the price of JPSE shares?
Over the past week, the price has changed by +2.08%, over one month by +3.57%, over three months by +3.92% and over the past year by +5.17%.
Is JPSE a buy, sell or hold?
What are the forecasts/targets for the JPSE price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 56.2 | 8.6% |
JPSE Fundamental Data Overview December 05, 2025
Beta = 1.17
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 = 510.3m USD (510.3m + (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 510.3m)
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 510.3m / 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 = 9.25% (E(510.3m)/V(510.3m) * Re(9.25%) + (debt-free company))
Discount Rate = 9.25% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for JPSE ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle