(JQUA) JPMorgan U.S. Quality Factor - Ratings and Ratios
Large-Cap, Mid-Cap, Quality, Equity, U.S
| Risk via 10d forecast | |
|---|---|
| Volatility | 15.7% |
| Value at Risk 5%th | 26.5% |
| Relative Tail Risk | 2.49% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.16 |
| Alpha | -5.32 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.355 |
| Beta | 0.837 |
| Beta Downside | 0.841 |
| Drawdowns 3y | |
|---|---|
| Max DD | 16.81% |
| Mean DD | 2.04% |
| Median DD | 1.22% |
Description: JQUA JPMorgan U.S. Quality Factor November 06, 2025
The JPMorgan U.S. Quality Factor ETF (NYSE ARCA:JQUA) commits at least 80% of its net assets-plus any investment-grade borrowing-to U.S. equities that score highly on quality metrics such as high return-on-equity, stable earnings, and low leverage, as defined by its underlying index.
Key data points (as of 2024-10) include an expense ratio of 0.30%, total assets of roughly $1.2 billion, and a top-10 holding concentration of about 15%, with a bias toward sectors like consumer staples, health care, and industrials that historically exhibit strong cash-flow stability. The fund’s performance is sensitive to the macro-environment; for example, rising interest rates tend to compress valuations of high-quality, dividend-paying firms less than growth-oriented peers, while a slowdown in discretionary spending can shift weight toward defensive quality stocks.
If you want a more granular view of JQUA’s factor tilt, risk-adjusted returns, and how it fits into a diversified portfolio, consider exploring the ValueRay platform for deeper analytics.
JQUA ETF Overview
| Market Cap in USD | 7,221m |
| Category | Large Blend |
| TER | 0.12% |
| IPO / Inception | 2017-11-08 |
| Return 12m vs S&P 500 | -5.79% |
| Analyst Rating | - |
JQUA Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 1.23% |
| Yield on Cost 5y | 2.31% |
| Yield CAGR 5y | 8.24% |
| Payout Consistency | 92.6% |
| Payout Ratio | - |
JQUA Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 16.06% |
| CAGR/Max DD Calmar Ratio | 0.96 |
| CAGR/Mean DD Pain Ratio | 7.87 |
| Current Volume | 684.1k |
| Average Volume | 499k |
What is the price of JQUA shares?
Over the past week, the price has changed by -2.98%, over one month by -4.06%, over three months by -1.42% and over the past year by +5.37%.
Is JQUA a buy, sell or hold?
What are the forecasts/targets for the JQUA price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 68.5 | 13.6% |
JQUA Fundamental Data Overview November 21, 2025
Beta = 0.94
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 = 7.22b USD (7.22b + (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 7.22b)
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 7.22b / 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 = 9.10% (E(7.22b)/V(7.22b) * Re(9.10%) + (debt-free company))
Discount Rate = 9.10% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for JQUA ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle