Janus Henderson Mutual Fund Forecast - Simple Moving Average

JDMAX -  USA Fund  

USD 175.60  0.52  0.30%

Janus Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Janus Henderson historical stock prices and determine the direction of Janus Henderson Enterprise's future trends based on various well-known forecasting models. However, solely looking at the historical price movement is usually misleading. Macroaxis recommends to always use this module together with analysis of Janus Henderson historical fundamentals such as revenue growth or operating cash flow patterns.
Please see Historical Fundamental Analysis of Janus Henderson to cross-verify your projections.

Janus Mutual Fund Forecast 

 
Refresh
Most investors in Janus Henderson cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the Janus Henderson's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Janus Henderson's price structures and extracts relationships that further increase the generated results' accuracy.
A two period moving average forecast for Janus Henderson is based on an daily price series in which the stock price on a given day is replaced by the mean of that price and the preceding price. This model is best suited to price patterns experiencing average volatility.

Janus Henderson Simple Moving Average Price Forecast For the 22nd of October

Given 90 days horizon, the Simple Moving Average forecasted value of Janus Henderson Enterprise on the next trading day is expected to be 175.60 with a mean absolute deviation of 1.11, mean absolute percentage error of 2.07, and the sum of the absolute errors of 65.24. Please note that although there have been many attempts to predict Janus Mutual Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Janus Henderson's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Janus Henderson Mutual Fund Forecast Pattern

Backtest Janus HendersonJanus Henderson Price PredictionBuy or Sell Advice 

Janus Henderson Forecasted Value

In the context of forecasting Janus Henderson's Mutual Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Janus Henderson's downside and upside margins for the forecasting period are 174.89 and 176.31, respectively. We have considered Janus Henderson's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
175.60
21st of October 2021
174.89
Downside
175.60
Expected Value
176.31
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of Janus Henderson mutual fund data series using in forecasting. Note that when a statistical model is used to represent Janus Henderson mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria115.1625
BiasArithmetic mean of the errors -0.1255
MADMean absolute deviation1.1058
MAPEMean absolute percentage error0.0064
SAESum of the absolute errors65.245
The simple moving average model is conceptually a linear regression of the current value of Janus Henderson Enterprise price series against current and previous (unobserved) value of Janus Henderson. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting stock prices into the future

Predictive Modules for Janus Henderson

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Janus Henderson Ente. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Janus Henderson's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Janus Henderson in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
174.89175.60176.31
Details
Intrinsic
Valuation
LowReal ValueHigh
149.43150.14193.16
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
173.10174.76176.43
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Janus Henderson. Your research has to be compared to or analyzed against Janus Henderson's peers to derive any actionable benefits. When done correctly, Janus Henderson's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Janus Henderson Ente.

Other Forecasting Options for Janus Henderson

For every potential investor in Janus, whether a beginner or expert, Janus Henderson's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Janus Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Janus. Basic forecasting techniques help filter out the noise by identifying Janus Henderson's price trends.

View Currently Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Janus Henderson mutual fund to make a market-neutral strategy. Peer analysis of Janus Henderson could also be used in its relative valuation, which is a method of valuing Janus Henderson by comparing valuation metrics with similar companies.

Janus Henderson Ente Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Janus Henderson's price movements, , a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Janus Henderson's current price.

Janus Henderson Risk Indicators

The analysis of Janus Henderson's basic risk indicators is one of the essential steps in helping accuretelly forecast its future price. The process involves identifying the amount of risk involved in Janus Henderson's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Janus Henderson stock price, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Janus Henderson Investors Sentiment

The influence of Janus Henderson's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Janus. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - JDMAX

Janus Henderson Ente Investor Sentiment

Most of Macroaxis users are currently bullish on Janus Henderson Enterprise. What is your judgment towards investing in Janus Henderson Enterprise? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Janus Henderson Ente using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see Historical Fundamental Analysis of Janus Henderson to cross-verify your projections. Note that the Janus Henderson Ente information on this page should be used as a complementary analysis to other Janus Henderson's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

Complementary Tools for Janus Mutual Fund analysis

When running Janus Henderson Ente price analysis, check to measure Janus Henderson's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Janus Henderson is operating at the current time. Most of Janus Henderson's value examination focuses on studying past and present price action to predict the probability of Janus Henderson's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Janus Henderson's price. Additionally, you may evaluate how the addition of Janus Henderson to your portfolios can decrease your overall portfolio volatility.
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Go
Correlation Analysis
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
Go
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Go
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Go
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Go
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Go
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Please note, there is a significant difference between Janus Henderson's value and its price as these two are different measures arrived at by different means. Investors typically determine Janus Henderson value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Janus Henderson's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.