Our way of determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for JANUS US TWEN which you can use to evaluate future volatility of the entity. Please check out JANUS US Semi Deviation of 0.4677 and Market Risk Adjusted Performance of 4.43 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
JANUS US Market Sensitivity
|As returns on market increase, JANUS US returns are expected to increase less than the market. However during bear market, the loss on holding JANUS US will be expected to be smaller as well. 2 Months Beta |Analyze JANUS US TWEN Demand TrendCheck current 30 days JANUS US correlation with market (DOW)|
β = 0.0048
JANUS US Central Daily Price Deviation
JANUS US TWEN Technical Analysis
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JANUS US Projected Return Density Against MarketAssuming 30 trading days horizon, JANUS US has beta of 0.0048 . This suggests as returns on market go up, JANUS US average returns are expected to increase less than the benchmark. However during bear market, the loss on holding JANUS US TWEN I ACC will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0201 implying that it can potentially generate 0.0201% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0201|
|Beta against DOW||=||0.0048|
JANUS US Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5638% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 1.56 and is 9.223372036854776E16 times more volatile than JANUS US TWEN I ACC. 0% of all equities and portfolios are less risky than JANUS US. Compared to the overall equity markets, volatility of historical daily returns of JANUS US TWEN I ACC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use JANUS US TWEN I ACC to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of JANUS US to be traded at $27.25 in 30 days. . As returns on market increase, JANUS US returns are expected to increase less than the market. However during bear market, the loss on holding JANUS US will be expected to be smaller as well.
JANUS US correlation with market
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