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.
| Horizon | 30 Days Login to change |
| Symbol | Run Premiums |
JANUS US Market Premiums
| α | 0.00 | β | 0.00 |
30 days against DJI
Risk Adjusted Performance 0.0343 | Jensen Alpha 0.0365 | Total Risk Alpha 0.09 | Sortino Ratio 0.0 | Treynor Ratio 0.61 |
JANUS US Fundamentals
JANUS US Opportunities
JANUS US Return and Market Media
The median price of JANUS US for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 24.56 with a coefficient of variation of 97.7. The daily time series for the period is distributed with a sample standard deviation of 12.63, arithmetic mean of 12.92, and mean deviation of 12.31. The Fund did not receive any noticable media coverage during the period.Build Diversified Portfolios
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