(JPSE) JPMorgan Diversified Return - Overview
Etf: Equity, Small-Cap, Multi-Factor, Diversified
Dividends
| Dividend Yield | 1.67% |
| Yield on Cost 5y | 2.09% |
| Yield CAGR 5y | 9.23% |
| Payout Consistency | 95.5% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 18.1% |
| Relative Tail Risk | -6.54% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.76 |
| Alpha | 3.29 |
| Character TTM | |
|---|---|
| Beta | 0.872 |
| Beta Downside | 0.847 |
| Drawdowns 3y | |
|---|---|
| Max DD | 25.49% |
| CAGR/Max DD | 0.43 |
Description: JPSE JPMorgan Diversified Return December 27, 2025
The JPMorgan Diversified Return U.S. Small-Cap Equity ETF (JPSE) commits at least 80 % of its net assets (including any investment-grade borrowing) to securities that track its proprietary multi-factor index, which selects U.S. equities based on value, momentum, and quality characteristics.
As of the latest filing, JPSE manages roughly $1.2 billion in assets, carries an expense ratio of 0.35 %, and its holdings average a market-capitalization of about $2 billion, giving it exposure to the most liquid segment of the small-cap universe. The top sector weights are typically Consumer Discretionary (~22 %), Industrials (~18 %), and Technology (~15 %).
Key drivers for this ETF include the U.S. small-cap earnings outlook, which tends to outperform in a low-rate environment, and the broader macro backdrop: a resilient labor market and modest GDP growth support earnings, while rising interest rates could compress valuations, especially for lower-quality stocks that the fund screens out.
For a deeper, data-rich analysis of JPSE’s factor exposures and risk profile, you might explore the ValueRay platform’s ETF dashboard.
What is the price of JPSE shares?
Over the past week, the price has changed by +2.47%, over one month by +4.42%, over three months by +10.87% and over the past year by +18.16%.
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 | 60.7 | 10.6% |
JPSE Fundamental Data Overview February 09, 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 = 556.5m USD (556.5m + (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 556.5m)
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 556.5m / 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 = 9.13% (E(556.5m)/V(556.5m) * Re(9.13%) + (debt-free company))
Discount Rate = 9.13% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)