JEPI ETF Analysis: JPMorgan Equity Premium | NYSE

Derivative Income | NYSE, USA | Market Cap: 45.212m USD | 12M Return: 8.2% | Charts, Fundamentals & Technical Analysis

Equity Securities, Equity-Linked Notes, Covered Calls, Income Generation
Total Rating 47
Safety 40
Buy Signal -0.19
Derivative Income
Category Rotation: -1.5
TER: 0.35%
AUM: 45.2B
Avg Turnover: 256M
Risk 3d forecast
Volatility7.14%
VaR 5th Pctl1.35%
VaR vs Median5.46%
Reward TTM
Sharpe Ratio0.46
Rel. Str. IBD39.5
Rel. Str. Peer Group22.1
Character TTM
Beta0.455
Beta Downside0.511
Hurst Exponent0.508
Drawdowns 3y
Max DD13.26%
CAGR/Max DD0.68
CAGR/Mean DD5.34

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 6.1 years of data

Jan +0.4% 26
Feb -0.6% 11
Mar +0.2% 9
Apr -3.5% 13
May -0.6% 17
Jun -0.2% 0
Jul +0.1% 10
Aug -0.0% 9
Sep -4.7% 62
Oct -0.7% 10
Nov +2.3% 32
Dec -0.4% 11

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: JEPI JPMorgan Equity Premium

JEPI is an actively managed ETF classified in the Derivative Income category that pursues total return through capital appreciation and current income. The fund combines a portfolio of U.S. large-cap equity securities with equity-linked notes (ELNs) that sell call options tied to the S&P 500 Total Return Index. This options-overlay structure is designed to generate incremental income while targeting lower volatility than the broad U.S. large-cap market. The fund launched in 2020.

Headlines to Watch Out For
  • Rising VIX boosts option premiums and distributable yield
  • Equity-linked note counterparty risk tied to interest rate volatility
  • Fund inflows expand AUM as income investors seek downside protection
  • JPMorgan faces competition from JEPQ and dividend ETF rivals
What is the price of JEPI shares?

As of July 28, 2026, the stock is trading at USD 57.09 with a total of 5,568,814 shares traded. Over the past week, the price has changed by +1.24%, over one month by +1.85%, over three months by +2.26% and over the past year by +8.18%.

Current recommended Stop Loss: 56.50 (which is 1% or 1.5 ATR below the current price).

Is JEPI a buy, sell or hold?

JPMorgan Equity Premium has no consensus analysts rating.