JANUS US (Ireland) Risk Analysis And Volatility Evaluation

1048579 -- Ireland Fund  

USD 24.77  0.21  0.85%

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 Market Risk Adjusted Performance of 0.17 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.
One Month Beta |Analyze JANUS US TWEN Demand Trend
Check current 30 days JANUS US correlation with market (DOW)
β = 0.0489
JANUS US Small BetaJANUS US TWEN Beta Legend

JANUS US TWEN Technical Analysis

Transformation
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JANUS US Projected Return Density Against Market

Assuming 30 trading days horizon, JANUS US has beta of 0.0489 . 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. Additionally, JANUS US TWEN I ACC has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.02
β
Beta against DOW=0.0489
σ
Overall volatility
=0.00
Ir
Information ratio =0.33

JANUS US Return Volatility

JANUS US TWEN I ACC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4168% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Fundamentals Comparison

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Investment Outlook

JANUS US Investment Opportunity

DOW has a standard deviation of returns of 0.42 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

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding JANUS US TWEN I ACC and equity matching DJI index in the same portfolio.

JANUS US Volatility Indicators

JANUS US TWEN I ACC Current Risk Indicators

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