JPMorgan BetaBuilders Japan ETF
Ticker
BBJP
ISIN
US46641Q217
Price
USD 59.10
Change Today
+0.71 / 1.216 %
Price 1 year ago
50.50 / 17.023 %
Morningstar
4
52 Week Low
50.12
52 Week High
60.45
200 Day Moving Average 57.06
57.06
50-day Moving Average
57.45
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.21 |
| Sortino Ratio | 0.49 |
| Maximum Drawdown | -1.89% |
| Maximum Drawdown Date | 2023-12-20 |
| Calmar Ratio | -25.31 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 1.50 |
| Volatility | 3.851% |
| Alpha | -1.83 |
| Beta | -- |
| R Squared | +94.79 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 6.168% |
| Average Annual Volatility | 17.757% |
| Sharpe Ratio | 0.35 |
| Sortino Ratio | 0.28 |
| Maximum Drawdown | -33.0% |
| Maximum Drawdown Date | 2022-10-14 |
| Calmar Ratio | -0.19 |
Company information
Summary
The investment seeks investment results that closely correspond, before fees and expenses, to the performance of the Morningstar® Japan Target Market Exposure IndexSM. The fund will invest at least 80% of its assets in securities included in the underlying index. The underlying index is a free float adjusted market capitalization weighted index which consists of stocks traded primarily on the Tokyo Stock Exchange or the Nagoya Stock Exchange. The fund may invest up to 20% of its assets in exchange-traded futures and forward foreign currency contracts to seek performance that corresponds to the underlying index.
Market
US
Category
Japan Stock
Expense Ratio
0.19%
Fund family
JPMorgan
Morningstar
4
Yield
0.023
Exchange
BTS
| Sector | Weight |
|---|---|
| Industrials | 22.74% |
| Consumer cyclical | 16.84% |
| Technology | 14.87% |
| Financial services | 10.05% |
| Healthcare | 9.65% |
| Communication services | 7.69% |
| Consumer defensive | 6.18% |
| Basic materials | 4.90% |
| Realestate | 4.20% |
| Utilities | 1.17% |
| Energy | 0.84% |
| Country | Ratio |
|---|---|
| Japan | 100.00 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
| Colombia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| 7203 | Toyota Motor Corp | 4.95% |
| 6758 | Sony Group Corp | 2.72% |
| 6861 | Keyence Corp | 2.1% |
| 9984 | SoftBank Group Corp | 1.95% |
| 6098 | Recruit Holdings Co Ltd | 1.85% |
| 8306 | Mitsubishi UFJ Financial Group Inc | 1.55% |
| 7974 | Nintendo Co Ltd | 1.53% |
| 8035 | Tokyo Electron Ltd | 1.51% |
| 4063 | Shin-Etsu Chemical Co Ltd | 1.47% |
| 6594 | Nidec Corp | 1.4% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| BBAX | JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF | US46641Q688 | BTS | 0.19% | 4 | +16.54 | -- |
| BBDD.L | JPMorgan ETFs (Ireland) ICAV - BetaBuilders US Equity UCITS ETF | IE00BJK9H86 | LSE | 0.04% | 4 | -- | -- |
| BBEU | JPMorgan BetaBuilders Europe ETF | US46641Q191 | BTS | 0.09% | 4 | +4.14 | -- |
| BBIL.L | JPM BetaBuilders US Treasury Bond 0-1 yr UCITS ETF | IE00BJK3WF0 | LSE | 0.10% | 5 | -- | -- |
| BBIN | JPMorgan BetaBuilders International Equity ETF | US46641Q373 | BTS | 0.07% | 4 | +3.95 | -- |
| BBJP | JPMorgan BetaBuilders Japan ETF | US46641Q217 | BTS | 0.19% | 4 | -1.83 | -- |
| BBLL.L | JPM BetaBuilders US Treasury Bond 0-1 yr UCITS ETF | IE00BJK3WF0 | LSE | 0.10% | 5 | -0.99 | -- |
| BBSU.L | JPMorgan ETFs (Ireland) ICAV - BetaBuilders US Equity UCITS ETF | IE00BJK9H86 | LSE | 0.04% | 4 | -0.78 | -- |
| BBUD.L | JPMorgan ETFs (Ireland) ICAV - BetaBuilders US Equity UCITS ETF | IE00BJK9H75 | LSE | 0.04% | 4 | -0.78 | -- |
| BBUS.L | JPMorgan ETFs (Ireland) ICAV - BetaBuilders US Equity UCITS ETF | IE00BJK9H86 | LSE | 0.04% | 4 | -- | -- |
| J13U.L | JPMorgan ETFs (Ireland) ICAV - BetaBuilders US Treasury Bond 1-3 yr UCITS ETF | LSE | 0.10% | 4 | -- | -- | |
| JG15.L | JPMorgan ETFs (Ireland) ICAV - BetaBuilders UK Gilt 1-5 yr UCITS ETF | IE00BD9MMC3 | LSE | 0.10% | 4 | +4.02 | -- |
| JU13.L | JPMorgan ETFs (Ireland) ICAV - BetaBuilders US Treasury Bond 1-3 yr UCITS ETF | LSE | 0.10% | 4 | -- | -- |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.