JPMorgan Diversified Return Emerging Markets Equity ETF

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Key stats

Assets under management (AUM)
‪312.85 M‬USD
Fund flows (1Y)
‪31.03 M‬USD
Dividend yield (indicated)
4.35%
Discount/Premium to NAV
0.1%

About JPMorgan Diversified Return Emerging Markets Equity ETF

Issuer
JPMorgan Chase & Co.
Brand
JPMorgan
Expense ratio
0.44%
Inception date
Jan 7, 2015
Index tracked
JPMorgan Diversified Factor Emerging Markets Equity Index
Management style
Passive
ISIN
US46641Q3083
JPEM offers a robust mix of factor-based selection and risk-based weighting methodology that doesnt stray too far from cap-weighted exposure. The funds five factorsP/B, forward P/E, ROE, 8-month total return and changes in earnings forecastsalign with the shorthand of value, quality and momentum. Stocks that make the cut have their market-cap weight assigned to five geographic and five sector baskets, equally weighted by risk (3Y standard deviation). Stocks fill the buckets weighted by liquiditya cautionary nod to the EM spaceand names that appear in two buckets are simply summed, subject to caps. The resulting portfolio avoids massive country and sector bets and leans toward value and low beta, consistent with its thesis. The Funds portfolio will be rebalanced quarterly in accordance with the quarterly rebalancing of the Underlying Index.

Classification

Asset Class
Equity
Category
Size and style
Focus
Total market
Niche
Broad-based
Strategy
Multi-factor
Weighting scheme
Proprietary
Selection criteria
Momentum
What's in the fund
Exposure type
StocksBonds, Cash & Other
Finance
Stock breakdown by region
10%8%13%3%9%55%
Summarizing what the indicators are suggesting.
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy