JANUS US (Ireland) Alpha and Beta Analysis Overview

    1048579 -- Ireland Fund  

    USD 24.77  0.21  0.85%

    This module allows you to check different measures of market premium for JANUS US TWEN I ACC as well as systematic risk associated with investing in JANUS US over a specified time horizon. Check also Trending Equities.
     Time Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    JANUS US Market Premiums

    α0.28β0.03
    30 days against DJI
    Risk Adjusted Performance  

    0.0947

    Jensen Alpha  

    0.0807

    Total Risk Alpha  

    0.00030277

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.46

    JANUS US Fundamentals

    JANUS US Opportunities

    JANUS US Return and Market Media

    The median price of JANUS US for the period between Fri, Jun 15, 2018 and Sun, Jul 15, 2018 is 24.56 with a coefficient of variation of 105.41. The daily time series for the period is distributed with a sample standard deviation of 13.01, arithmetic mean of 12.34, and mean deviation of 12.34. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 1048579

    JANUS US TWEN Investor Sentiment
    Macroaxis portfolio users are unresponsive in their sentiment towards investing in JANUS US TWEN I ACC. What is your judgment towards investing in JANUS US TWEN I ACC? Are you bullish or bearish?
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