JPMorgan Chase & Co. (JPM) — Quantitative Forecast & Factor Scores

JPM currently carries a valuation grade of Hold. The trailing P/E of 14.4 is roughly in line with the Financials sector median of 14.0x. Our discounted cash flow model suggests an intrinsic range of $289–$425, implying a +24% margin of safety at the current price of $287.74.

With a beta of 1.06, JPM exhibits a market-neutral risk profile relative to the broad market. Net margins of 33.9% are significantly above the Financials average of 28%, reflecting strong pricing power. Return on equity of 16.1% suggests solid capital efficiency.

With a 58% beat rate on recent quarters, earnings predictability has been mixed. The most recent quarter delivered a +31.4% earnings surprise. Analyst estimate revisions are trending accelerating.

Insiders have been net sellers to the tune of $382,859,591 recently. While routine dispositions are common, the magnitude bears watching. Short interest is low at 0.9% of float, suggesting limited bearish conviction.

A put/call ratio of 0.88 indicates roughly balanced sentiment in the options market. Implied volatility of 34.1% exceeds realized volatility of 21.9% by 12 points, suggesting options are pricing in elevated risk.

Among closely correlated names, JPM shows the strongest co-movement with C (0.80), MS (0.79), BAC (0.79). Investors seeking diversification should note these correlation dynamics when constructing multi-asset portfolios.