John Hancock (Ireland) Alpha and Beta Analysis Overview

    F00000W05E -- Ireland Fund  

    USD 13.63  0.20  1.45%

    This module allows you to check different measures of market premium for John Hancock US Large Cap Eq I USD Acc as well as systematic risk associated with investing in John Hancock over a specified time horizon. Additionally see Investing Opportunities.
     Time Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    John Hancock Market Premiums

    α0.08β0.13
    30 days against DJI
    Risk Adjusted Performance  

    0.1626

    Jensen Alpha  

    0.3853

    Total Risk Alpha  

    0.0991

    Sortino Ratio  

    0.0

    Treynor Ratio  

    15.81

    John Hancock Fundamentals

    John Hancock Opportunities

    John Hancock Return and Market Media

    The median price of John Hancock for the period between Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 13.1 with a coefficient of variation of 105.45. The daily time series for the period is distributed with a sample standard deviation of 7.1, arithmetic mean of 6.73, and mean deviation of 6.73. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000W05E

    John Hancock US Investor Sentiment
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