Janus Europe (Ireland) Alpha and Beta Analysis Overview

    F00000QM7Y -- Ireland Fund  

     8.23  0.00  0.00%

    This module allows you to check different measures of market premium for Janus Europe U EUR Acc as well as systematic risk associated with investing in Janus Europe over a specified time horizon. Additionally see Investing Opportunities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    Janus Europe Market Premiums

    α0.00β0.00
    30 days against DJI
    Risk Adjusted Performance  

    0.2047

    Jensen Alpha  

    0.3275

    Total Risk Alpha  

    0.0442

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.91

    Janus Europe Fundamentals

    Janus Europe Opportunities

    Janus Europe Return and Market Media

    The median price of Janus Europe for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 7.83 with a coefficient of variation of 1.8. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 7.88, and mean deviation of 0.11. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000QM7Y

    Janus Europe U Investor Sentiment

    Macroaxis portfolio users are insensible in their opinion about investing in Janus Europe U EUR Acc. What is your judgment towards investing in Janus Europe U EUR 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
    Additionally see Investing Opportunities. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
    Search macroaxis.com