Janus US (Ireland) Risk Analysis And Volatility Evaluation

F000000S56 -- Ireland Fund  

EUR 19.95  0.00  0.00%

Our philosophy towards determining volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Janus US Research which you can use to evaluate future volatility of the entity. Please check out Janus US Risk Adjusted Performance of 0.01 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

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.

Projected Return Density Against Market

Assuming 30 trading days horizon, Janus US has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Janus US are completely uncorrelated. Furthermore, Janus US Research I EUR Acc HedgedIt does not look like Janus US alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Janus US Research I EUR Acc Hedged accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Janus US Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Janus US Investment Opportunity
Janus US Research I EUR Acc Hedged has the same returns volatility as DOW considering given time horizon. 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.

Volatility Indicators

Janus US Current Risk Indicators
Additionally see Investing Opportunities. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.