Joker, with the title character played by Joaquin Phoenix, who has proven in this role that he is in a league of his own in the acting world, is fundamentally a conservative movie because the Joker represents the vast middle and working classes who have been abandoned by the elitist political and professional classes, also known as the ruling class. 

The wealthy and the poor are and will always be just fine, since the former have the security of significant personal financial holdings and the latter have the security of government safety nets and other entitlements.  It's those in the middle who are living on the edge of financial ruin because of globalization, excessive taxation, and many other factors.  Until Donald Trump came along, they were largely ignored by both political parties.  This is exactly what happens to Arthur Fleck, the character who evolves into the psychopathic Joker.

The Joker is abandoned by both government and the elites, as represented by the social services agency he goes to in order to get psychiatric help and his putative father, a wealthy mayoral candidate.  The Joker loses his job as a rent-a-clown, and from there, he spirals downward into madness and violence.

The movie has also been described as one of moral ambiguity: is the Joker is a good person who is a victim lashing out at the world, or is he a monster who behaves in the most exceedingly violent and disturbing ways?  This is not only symptomatic, but also a metaphor for society and politics in general that is a result of our current postmodern predicament, where truth is dead.  Truth died with the Enlightenment, where many of its philosophers attempted to construct a man-made morality to replace the Judeo-Christian moral order that had been in place for roughly two thousand years.  Because it's impossible to invent a moral order, everything became relative, especially morality, and when carried to its logical conclusion, it became untenable to have a universally accepted moral order when every individual has his own idea of what's right and wrong, good and bad.  Fake news?  Fake politics?  Fake impeachment?  There's a reason for this, and postmodernism does a good job of explaining why.

From Explaining Postmodernism: Skepticism and Socialism from Rousseau to Foucault:

By the end of the eighteenth century, religious thinkers had available to them Kant's sophisticated epistemology. Kant told them that reason was cut off from reality, and so many abandoned natural theology and gratefully used his epistemology to defend religion. By the middle of the twentieth century. Left thinkers had available to them sophisticated theories of epistemology and language that told them that truth is impossible — that evidence is theory-laden — that empirical evidence never adds up to proof — that logical proof is merely theoretical — that reason is artificial and dehumanizing - and that one's feelings and passions are better guides to reason.

Matthew Continetti writes about how this is applied to and explains phony impeachment in "We Are All Ukrainians": "To speak of narratives rather than evidence is to acknowledge our postmodern condition, where interpretations are more powerful than facts." 

The lesson of Joker, then, is how moral relativism and ambiguity now infect nearly everything — politics, culture, etc. — and the result is (or will be) the devolution of society into the disorder of nihilism as embodied by the Joker's excessively violent behavior.  While trying to create heaven on earth, instead, we're creating hell on earth.  Conservatives intuitively recognize this, whereas liberals don't care and continue with their suicidal mission that will bring down everyone with them.