JPM
US EQUITY
Financials
Diversified Banks
CIK: 19617
JPMorgan Chase (JPM) Quant Factor Diagnostic & Fair Value Model
JPMorgan Chase (Ticker: JPM) is listed in the Financials sector (Diversified Banks). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$331.58
-1.47%
Latest Close (2026-10-23)
Market Cap: $880.54B
P/E Ratio: 10.8
Momentum Strength
3M / 12M
-6.91%
1M: -2.06%
12M: +12.74%
Quality (ROE)
Point-in-Time
+22.59%
Trailing Return on Equity
Technical Trend
RSI 14
48.8
SMA50: $345.41
SMA200: $322.51
Valuation Multiplier
Trailing
10.8
Deep Value (Under 15x P/E)
📊
Valuation & Multi-Factor Diagnostic
Deep Value (Under 15x P/E)
JPM trades at an attractive earnings multiple of 10.8x, significantly lower than the broader S&P 500 average.
⚡
Benchmark Factor Strategy
S&P 500 Momentum Alpha Strategy
This strategy applies cross-sectional momentum and quality factor filters across large-cap US equities.
📈 Daily Candlestick & Volume Quant Chart
Interactive lightweight price action & volume breakdown over recent 90 trading days.
均线多头 (MA20/50)
Piotroski F-Score: 7/9 (High Financial Strength)
Official Point-in-Time Financial Filing History
Zero Lookahead Bias: Every financial metric is timestamped at the exact moment officially published to the market.
备案 CIK: 19617 · 10-K 年报 / 10-Q 季报
| Form | Period End | Filing Timestamp (Point-in-Time) | Revenue | Net Income | Operating CF | EPS (Diluted) |
|---|---|---|---|---|---|---|
| 10-Q | 2026-06-30 | 2026-08-06 | - | $21.16B | -$237.04B | $7.70 |
| 10-Q | 2025-12-31 | 2026-08-06 | - | - | - | - |
| 10-Q | 2025-06-30 | 2026-08-06 | - | $14.99B | -$222.29B | $5.24 |
| 10-Q | 2026-03-31 | 2026-05-01 | - | $16.49B | -$211.76B | $5.94 |
| 10-Q | 2025-03-31 | 2026-05-01 | - | $14.64B | -$251.84B | $5.07 |
| 10-K | 2025-12-31 | 2026-02-13 | $182.45B | $57.05B | -$147.78B | $20.02 |
| 10-K | 2024-12-31 | 2026-02-13 | $177.56B | $58.47B | -$42.01B | $19.75 |
| 10-K | 2023-12-31 | 2026-02-13 | $158.10B | $49.55B | $12.97B | $16.23 |
💡 Methodology & Frequently Asked Questions
Key reference details regarding JPMorgan Chase (JPM) valuation multiples, momentum factors, and point-in-time filing conventions.
How should JPM's current valuation multiple be interpreted? ↓
JPM trades at a trailing P/E of 10.8x within the Financials sector (deep value (under 15x p/e)). Valuation multiples are computed using trailing-twelve-month GAAP earnings against the latest close price.
What are JPM's key momentum and technical factor indicators? ↓
As of the latest close, JPM shows a 1-month return of -2.06%, 3-month return of -6.91%, and 12-month return of +12.74%, with a 14-day RSI of 48.8. Momentum factors reflect short- and intermediate-term price velocity across the equity cross-section.
What is Point-in-Time (PIT) financial data and why does it matter for JPM? ↓
Point-in-Time indexing aligns corporate fundamentals with their official public filing timestamps (Form 10-Q/10-K) rather than accounting period-end dates. This methodology eliminates lookahead bias in historical equity backtests.
How can JPM be incorporated into systematic factor models? ↓
JPM can be evaluated within customized multi-factor models or screened against cross-sectional filters (such as momentum quintiles and return on equity) to analyze historical turnover and risk-adjusted return.