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

    α0.00β0.00
    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.
     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?
    Bullish
    Bearish
    50% Bullish
    50% Bearish
    Skip

    Build Diversified 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
    Check also Trending Equities. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
    Search macroaxis.com