Chart & Technical · JPM
Risk Snapshot for JPM
AI-generated plain-English read of risk snapshot for JPM. Updated daily.
Moderate-vol, standard drawdown, recovering
highStandard-shape name: moderate vol, a normal drawdown cycle, and still working its way back toward the high. No red flags; let other signals (quality, momentum) drive the decision.
What to do
- If you HOLD this stock
- Risk is in the moderate-to-elevated range. Hold at current size; resist adding until vol or drawdown conditions improve.
- If you're EVALUATING this stock
- Standard-shape name in normal recovery. Trade other signals: the risk profile alone is neither a buy nor a pass.
- If you trade OPTIONS
- Standard vol regime: no strong options edge from the risk profile alone. Use conviction or momentum signals to drive directional bias.
All four key fields (volatility, max drawdown, beta, skewness) are populated.
Technical details
Technical analysis
- Kurtosis
- 4.00
- Skewness
- -0.30
- Tail risk
- Moderate Tails
- Vol regime
- Moderate Vol
- Beta profile
- Index Like
- Sharpe ratio
- --
- Drawdown tier
- Standard
- Sortino ratio
- --
- Beta vs S&P 500
- 0.80
- Recovery status
- Recovering
- VaR 95% (daily)
- -2.4%
- VaR 99% (daily)
- -4.2%
- Current drawdown
- -5.2%
- Max drawdown (1y)
- -15.5%
- Downside deviation
- --
- Annualized volatility
- 22.9%
Key levels
| Level | Value |
|---|---|
| kurtosis | 4.002 |
| skewness | -0.304 |
| var 95 daily | -0.024 |
| var 99 daily | -0.042 |
| beta vs market | 0.799 |
| max drawdown 1y | -0.155 |
| current drawdown | -0.052 |
| annualized volatility | 0.229 |
Caveats
- Risk metrics are historical; tail events outside the lookback window can dwarf observed risk.