|Horizon||30 Days Login to change|
Janus Emerging Market Sensitivity
|As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Janus Emerging will likely underperform.One Month Beta |Analyze Janus Emerging Markets Demand TrendCheck current 30 days Janus Emerging correlation with market (DOW)|
β = 63.3632
Janus Emerging Markets Technical Analysis
Janus Emerging Projected Return Density Against MarketAssuming 30 trading days horizon, the fund has beta coefficient of 63.3632 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Janus Emerging will likely underperform. In addition to that, Janus Emerging Markets U GBP Acc has an alpha of 452.8196 implying that it can potentially generate 452.8196% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Janus Emerging Return VolatilityJanus Emerging Markets U GBP Acc accepts 2.0542% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.