You can use nconvert, which is freeware (for private and educational use) and available for Win, Linux and Mac.
This tool can rotate JPEG images lossless according to the EXIF orientation tag:
nconvert -jpegtrans exif -o 'rotated_%.jpg' *.jpg
That command will batch convert all JPEG files in the current directory and prepending their names with rotated_. This is controlled by the -o option, refer to nconvert -help for more possibilities:
-o filename : Output filename
Use # to specify position of numeric enumerator
Use % to specify source filename
Use $ to specify full source pathname
Use $$ to specify source folder name