quantitative profile

Quantitative profile for JPMorgan Chase & Co analyzes valuation percentiles, statistical measures, and factor exposures using systematic methods. These metrics complement the fundamental analysis with data-driven context.

momentum score
68
vs 50 universe median
value score
72
pe 14.2x vs sector 15.8x
quality score
81
roe 15.7% top quartile
volatility (ann.)
18.4%
beta 0.94 vs spy
sharpe ratio
1.12
3yr rolling basis
beta
0.94
vs s&p 500
Key Takeaway. JPM's Quality Score of 81 stands out as the most differentiated signal, driven by the 15.7% ROE on $362.44B shareholders' equity despite net income contracting 2.4% YoY to $57.05B. This suggests the market is pricing in sustained capital efficiency even as margin pressure emerges, a pattern that diverges from peers like Bank of America where ROE compression has been more pronounced.

liquidity profile

large cap

JPMorgan Chase exhibits exceptional liquidity characteristics befitting its $764.45B market capitalization and status as the largest U.S. bank by assets. Average daily volume consistently exceeds 8-12 million shares, with bid-ask spreads typically compressing to 1-2 cents during normal market conditions. This tight spread structure reflects deep institutional participation and minimal market impact for standard block trades.

For institutional investors considering position sizing, a $10M position at the current $283.44 stock price represents approximately 35,200 shares, which could be liquidated within 1-2 trading days without meaningful price impact. Even larger blocks of $50-100M could be executed over 3-5 days using VWAP algorithms with estimated slippage under 15 basis points. The 2.70B shares outstanding provides substantial float depth, and institutional turnover ratios suggest healthy two-way flow from major asset managers.

Compared to peers like Bank of America or Wells Fargo, JPM's liquidity premium is evident in tighter spreads and higher average volume, making it the preferred vehicle for sector exposure among large institutional mandates. This liquidity profile supports the 0.94 Beta measurement, as the stock can absorb market flows without excessive volatility amplification.

technical profile

neutral

As of March 14, 2026, JPM trades at $283.44, positioning the stock above both its 50-day and 200-day moving averages, indicating a constructive intermediate-term trend. The 50-day DMA sits approximately at $275, providing near-term support, while the 200-day DMA near $262 establishes the longer-term bullish trend line. This dual moving average alignment suggests momentum remains positive despite the 2.8% revenue growth deceleration observed in 2025.

The Relative Strength Index (RSI) currently reads in the 55-60 range, neither overbought nor oversold, implying room for directional movement in either direction without immediate mean reversion pressure. MACD histogram shows a neutral-to-slightly-positive divergence, with the signal line crossover occurring in late February 2026, suggesting momentum is building but not yet extended. Volume trends have been consistent with the 8-12 million daily average, without unusual accumulation or distribution patterns.

Key support levels exist at $275 (50-day DMA), $262 (200-day DMA), and $248 (prior consolidation zone from Q4 2025). Resistance emerges at $290 (psychological level), $305 (prior high from early 2026), and $320 (all-time high territory). The 0.94 Beta indicates JPM will likely track SPY movements with slight dampening, making technical breaks more reliable when confirmed by broader market direction. Traders should watch for volume expansion on any break above $290 as a confirmation signal.

Quantitative Verdict. The quant picture supports a LONG positioning with moderate conviction. Quality Score (81) and Value Score (72) dominate the signal mix, while the 14.2x PE Ratio and 15.7% ROE justify the 2.1x PB Ratio premium. However, the Growth factor deterioration (61 score, 58th percentile) and -2.4% Net Income Growth YoY warrant caution on timing—this is a quality hold rather than an aggressive entry. The quant signals align with the fundamental thesis of capital efficiency but contradict on near-term earnings momentum.
Exhibit 1: Factor Exposure Scores and Percentile Rankings
factor score percentile vs universe trend
momentum 68 MD 65th IMPROVING
value 72 HI 71st STABLE
quality 81 HI 84th IMPROVING
size 95 HI 98th STABLE
volatility 54 MD 52nd STABLE
growth 61 MD 58th deteriorating
Exhibit 2: Historical Drawdown Events and Recovery Periods
start date end date peak-to-trough % recovery days catalyst
2020-02-19 2020-03-23 HIGH -38.2% 142 covid-19 pandemic onset
2022-01-03 2022-10-12 MED -28.4% 287 fed rate hike cycle initiation
2023-03-08 2023-03-15 LOW -12.1% 45 regional banking crisis (svb collapse)
2024-07-10 2024-08-05 LOW -9.3% 38 recession fears + unwinding carry trades…
2025-04-02 2025-04-18 LOW -7.8% 29 q1 earnings miss on credit provisions
Exhibit 3: Correlation Analysis vs Market, Sector, and Peers
asset 1yr correlation 3yr correlation rolling 90d current interpretation
spy (s&p 500) 0.87 0.84 0.91 high market beta exposure
qqq (nasdaq 100) 0.72 0.69 0.76 moderate tech correlation
xlf (financial sector) 0.94 0.92 0.96 very high sector alignment
bac (bank of america) 0.89 0.86 0.92 strong peer correlation
wfc (wells fargo) 0.85 0.83 0.88 high peer correlation
c (citigroup) 0.82 0.79 0.85 moderate-high peer correlation
factor exposure radar chart
Risk Alert. The Operating Cash Flow of -$147.78B creates significant modeling distortion, rendering standard DCF outputs unreliable (Per-Share Fair Value shows $250.91). This is a banking sector accounting artifact rather than fundamental distress, but investors relying on absolute valuation models without adjustment will receive misleading signals. The 11.21 Total Liabilities to Equity ratio amplifies this sensitivity.
We assign a LONG position with 70/100 conviction at the $283.44 price level, targeting $315-325 over 12 months (11-15% upside). Our differentiated view: the market is underpricing JPM's 15.7% ROE sustainability despite the -2.4% net income contraction, as the 2.70B share count reduction (from 2.80B) will drive EPS accretion that offsets margin pressure. We would turn bearish if ROE falls below 14% or if the Total Liabilities to Equity ratio exceeds 12.0x, signaling capital efficiency degradation.
See Variant Perception & Thesis
See Valuation
See Earnings Scorecard