JPMorgan Chase & Co. (JPM)
Quantitative Summary
DeterministicJPM trades at 14.3x earnings, roughly in line with its sector average of 19.2x. Below-average fundamentals indicated by Piotroski score of 3/9; Altman Z of 0.3 falls in the academic distress zone.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Valuation Context
Currently trading 10% above its 5-year average P/E of 14.1x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedJPMorgan Chase & Co. is currently trading at $306.38, a price point that requires contextualization against its moving averages to determine the prevailing trend direction and market sentiment. While specific average values are not provided in this snapshot, the current pricing level relative to these benchmarks would indicate whether the asset is operating within an established uptrend or potentially facing resistance from shorter-term structural supports. Observing if the price sustains above key moving averages often signals continued bullish momentum, whereas a breach below them can suggest a shift toward bearish pressure. The Relative Strength Index serves as a critical gauge for short-term velocity and potential exhaustion points in the current trajectory. If the RSI readings are approaching overbought territories near 70 or higher, it may imply that upward momentum is intensifying but could also be nearing a zone where corrective pullbacks become more probable. Conversely, values hovering near oversold conditions might indicate selling pressure has been excessive, potentially setting the stage for a stabilization phase rather than an immediate reversal. These metrics collectively offer insight into the strength and sustainability of recent price movements without dictating future directional outcomes. Ultimately, the interplay between the current $306.38 valuation and its historical moving averages, combined with the momentum signals from relative strength indicators, paints a picture of where short-term market forces are currently positioned. Traders monitoring these dynamics would likely watch for confirmations that the price maintains its relationship with key support levels or if the RSI
Quant Health Deep Dive
Profitability & Value Creation
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-04-06 | $1.5000 | 0.0% |
| 2026-01-06 | $1.5000 | 0.0% |
| 2025-10-06 | $1.5000 | +7.1% |
| 2025-07-03 | $1.4000 | 0.0% |
| 2025-04-04 | $1.4000 | +12.0% |
| 2025-01-06 | $1.2500 | 0.0% |
| 2024-10-04 | $1.2500 | +8.7% |
| 2024-07-05 | $1.1500 | 0.0% |
| 2024-04-04 | $1.1500 | +9.5% |
| 2024-01-04 | $1.0500 | 0.0% |
| 2023-10-05 | $1.0500 | +5.0% |
| 2023-07-05 | $1.0000 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
SEC Filings & Material Events
Significant news
Full financial overview
Significant news
Significant news
Significant news
Smart Money Flow
Institutional 13F filings from top hedge funds. Positions updated quarterly from SEC EDGAR.
| Fund | Quarter | Shares Change | % Change | Action |
|---|---|---|---|---|
| Citadel Advisors | 2026-Q1 | -1,395,500 | -26.1% | Decreased |
| Point72 Asset Mgmt | 2026-Q1 | -4,100 | -5.3% | Decreased |
| Renaissance Technologies | 2026-Q1 | +686,249 | +32663.0% | Increased |
| Soros Fund Management | 2026-Q1 | +116,193 | +5366.9% | Increased |
| Two Sigma Investments | 2026-Q1 | +88,200 | +588.0% | Increased |
| DE Shaw | 2026-Q1 | +62,395 | +15.2% | Increased |
| Millennium Management | 2026-Q1 | -571,028 | -32.6% | Decreased |
| Soros Fund Management | 2025-Q4 | +2,165 | +100.0% | New Position |
| Two Sigma Investments | 2025-Q4 | -785,703 | -98.1% | Decreased |
| Millennium Management | 2025-Q4 | +355,514 | +25.5% | Increased |
| Citadel Advisors | 2025-Q4 | +1,260,100 | +30.8% | Increased |
| DE Shaw | 2025-Q4 | -15,178 | -3.6% | Decreased |
Source: SEC 13F-HR filings. 13F data is delayed ~45 days after quarter end. Not investment advice.
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like XLF or IYF, the fund manager is mechanically forced to buy or sell JPM shares regardless of JPMorgan Chase & Co.'s individual fundamentals. We estimate $96.8B of passive capital is structurally linked to JPM through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in JPMorgan Chase & Co. to visualize passive redemption contagion across ETFs and collateral stocks.
If JPMorgan Chase & Co. (JPM) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies GOLDMAN SACHS GROUP INC (GS) as the most exposed collateral stock, sharing 2 ETFs with JPM. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 37 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
JPM Ownership Dynamics
Passive funds hold 1 in every 8 JPM shares, reducing daily market volatility.
JPMorgan Chase & Co. (JPM) exerts measurable gravity on the passive index market, currently representing 11.1% of the State Street Financial Select Sector SPDR ETF (XLF) and 10.8% of the IYF (IYF). Across 33 tracked ETFs, approximately 322M shares (12.0% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest JPM Exposure
Float lock-up computed from 33 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
JPM Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for JPMorgan Chase & Co. over the past year sits near $306.16 (13% of 252-day volume). The current price of $300.96 sits 1.7% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level. The highly concentrated volume profile (13% at POC) indicates strong consensus on fair value — institutional participants have repeatedly transacted near this price.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-13 | 1,126 | $304.88 | $343,294.88 |
| 2026-05-07 | 2,029 | $314.90 | $638,932.1 |
| 2026-05-04 | 1,300 | $312.47 | $406,211 |
| 2026-04-30 | 149,730 | $309.25 | $46.3M |
| 2026-04-27 | 42 | $308.28 | $12,947.76 |
| 2026-04-24 | 2 | $311.69 | $623.38 |
| 2026-04-23 | 124 | $313.02 | $38,814.48 |
| 2026-04-20 | 79,616 | $310.29 | $24.7M |
| 2026-04-15 | 21 | $311.12 | $6,533.52 |
| 2026-04-14 | 119 | $313.68 | $37,327.92 |
| 2026-04-13 | 400 | $309.87 | $123,948 |
| 2026-04-02 | 1,547 | $295.38 | $456,952.86 |
| 2026-04-01 | 1,714 | $294.16 | $504,190.24 |
| 2026-03-27 | 5 | $291.66 | $1,458.3 |
| 2026-03-26 | 559 | $295.42 | $165,139.78 |
| 2026-03-25 | 271 | $292.40 | $79,240.4 |
| 2026-03-24 | 160 | $289.91 | $46,385.6 |
| 2026-03-23 | 7,673 | $286.56 | $2.2M |
| 2026-03-13 | 25 | $282.89 | $7,072.25 |
| 2026-03-12 | 200 | $287.52 | $57,504 |
| 2026-03-11 | 17,771 | $288.73 | $5.1M |
| 2026-03-06 | 4,426 | $293.55 | $1.3M |
| 2026-03-04 | 3,115 | $300.26 | $935,309.9 |
| 2026-02-26 | 1,285 | $303.30 | $389,740.5 |
| 2026-02-25 | 25,861 | $297.30 | $7.7M |
| 2026-02-19 | 18 | $308.78 | $5,558.04 |
| 2026-02-11 | 463 | $318.28 | $147,363.64 |
| 2026-02-10 | 3 | $322.10 | $966.3 |
| 2026-02-09 | 4,200 | $322.40 | $1.4M |
| 2026-02-04 | 339 | $314.85 | $106,734.15 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Institutional Holdings (13F Filings)
Raw SEC 13F-HR filings from institutional investment managers. Shows exact share counts and portfolio values as reported to the SEC.
| Fund | Quarter | Shares | Value ($K) |
|---|---|---|---|
| Citadel Advisors | 2026-Q1 | 3,962,500 | $1,165,609,000K |
| Millennium Management | 2026-Q1 | 1,179,000 | $346,814,640K |
| Renaissance Technologies | 2026-Q1 | 688,350 | $202,481,264K |
| DE Shaw | 2026-Q1 | 472,484 | $138,985,893K |
| Soros Fund Management | 2026-Q1 | 118,358 | $34,816,189K |
| Two Sigma Investments | 2026-Q1 | 103,200 | $30,357,312K |
| Point72 Asset Mgmt | 2026-Q1 | 73,500 | $21,620,760K |
| Citadel Advisors | 2025-Q4 | 5,358,000 | $1,726,454,760K |
| Millennium Management | 2025-Q4 | 1,750,028 | $563,894,022K |
| DE Shaw | 2025-Q4 | 410,089 | $132,138,878K |
| Point72 Asset Mgmt | 2025-Q4 | 77,600 | $25,004,272K |
| Two Sigma Investments | 2025-Q4 | 15,000 | $4,833,300K |
| Soros Fund Management | 2025-Q4 | 2,165 | $697,606K |
| Renaissance Technologies | 2025-Q4 | 2,101 | $676,701K |
| Citadel Advisors | 2025-Q3 | 4,097,900 | $1,292,600,597K |
Source: SEC 13F-HR filings. Values reported in thousands. 13F data is delayed ~45 days after quarter end.
SEC Comment Letters
SEC correspondence with the company regarding their filings. Comment letters often flag disclosure deficiencies, accounting concerns, or material omissions.
Source: SEC EDGAR correspondence. Comment letters are public records of SEC staff review of company filings.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| C | 0.752 | 0.756 | High co-movement |
| BAC | 0.741 | 0.744 | High co-movement |
| MS | 0.731 | 0.692 | High co-movement |
| GS | 0.721 | 0.676 | High co-movement |
| WFC | 0.660 | 0.650 | Moderate |
| COF | 0.656 | 0.643 | Moderate |
| USB | 0.651 | 0.635 | Moderate |
| AMP | 0.636 | 0.583 | Moderate |
| AXP | 0.625 | 0.566 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare JPM to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.