(JSCP) JPMorgan Short Duration - Ratings and Ratios
Investment-Grade Bonds, High-Yield Bonds, Sovereign Debt, Agency Debt
Dividends
| Dividend Yield | 4.66% |
| Yield on Cost 5y | 5.23% |
| Yield CAGR 5y | 60.39% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 1.82% |
| Value at Risk 5%th | 2.90% |
| Relative Tail Risk | -3.14% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.22 |
| Alpha | 2.48 |
| CAGR/Max DD | 2.94 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.493 |
| Beta | 0.004 |
| Beta Downside | 0.005 |
| Drawdowns 3y | |
|---|---|
| Max DD | 2.03% |
| Mean DD | 0.43% |
| Median DD | 0.29% |
Description: JSCP JPMorgan Short Duration December 01, 2025
JSCP must keep at least 70% of its net assets in securities that are investment-grade at purchase, as defined by a recognized rating agency or the adviser’s comparable-quality assessment. By design, the fund caps below-investment-grade exposure at 30% of assets, and it may allocate up to 25% of its portfolio to foreign sovereign or agency debt.
As of the latest filing, JSCP reports a weighted-average maturity of roughly 2.3 years, a 30-day SEC yield near 4.2%, and an expense ratio of 0.25%. The fund holds approximately $4 billion in assets under management, with over 90% of holdings classified as investment-grade corporate bonds, reflecting its short-duration, high-quality mandate.
Key drivers for JSCP’s performance include Federal Reserve policy (short-term rate changes directly affect yield and price stability), corporate credit spreads (tightening spreads boost total return), and global liquidity conditions that influence the demand for foreign sovereign and agency securities.
For a deeper quantitative breakdown, you might explore ValueRay’s analytics platform to assess how these factors are currently weighted in the fund.
What is the price of JSCP shares?
Over the past week, the price has changed by +0.15%, over one month by +0.42%, over three months by +1.18% and over the past year by +7.06%.
Is JSCP a buy, sell or hold?
What are the forecasts/targets for the JSCP price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 53.3 | 11.8% |
JSCP Fundamental Data Overview December 15, 2025
Beta = 0.43
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 = 1.11b USD (1.11b + (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 1.11b)
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 1.11b / 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 = 6.03% (E(1.11b)/V(1.11b) * Re(6.03%) + (debt-free company))
Discount Rate = 6.03% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for JSCP ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle