|Horizon||30 Days Login to change|
Janus US Market Sensitivity
Janus US Research Technical Analysis
Janus US Projected Return Density Against MarketAssuming 30 trading days horizon, Janus US has beta of 0.0341 suggesting 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 Research I EUR Acc Hedged will be expected to be much smaller as well. Moreover, Janus US Research I EUR Acc Hedged has an alpha of 0.3254 implying that it can potentially generate 0.3254% excess return over DOW after adjusting for the inherited market risk (beta).
Janus US Return VolatilityJanus US Research I EUR Acc Hedged accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.