Janus US (Ireland) Risk Analysis And Volatility Evaluation

F000000S56 -- Ireland Fund  

EUR 17.97  1.26  6.55%

Our philosophy towards 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 technical indicators for Janus US Research which you can use to evaluate future volatility of the entity. Please check out Janus US Coefficient Of Variation of 276.02, Market Risk Adjusted Performance of 9.39 and Risk Adjusted Performance of 0.4954 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 Research Demand Trend
Check current 30 days Janus US correlation with market (DOW)
β = 0.0341

Janus US Central Daily Price Deviation

Janus US Research Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Janus US Projected Return Density Against Market

Assuming 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).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.33
β
Beta against DOW=0.0341
σ
Overall volatility
=0.00
Ir
Information ratio =0.53

Janus US Return Volatility

Janus 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Janus US Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Janus US Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than Janus US Research I EUR Acc Hedged. 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 Research I EUR Acc Hedged is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Janus US Research I EUR Acc Hedged to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Janus US to be traded at €17.07 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

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Janus US Research I EUR Acc He and equity matching DJI index in the same portfolio.

Janus US Volatility Indicators

Janus US Research I EUR Acc Hedged Current Risk Indicators

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