Janus Emerging (Ireland) Risk Analysis And Volatility Evaluation

F00000PADT -- Ireland Fund  

GBp 1,274  0.00  0.00%

Macroaxis considers Janus Emerging to be unknown risk. Janus Emerging Markets holds Efficiency (Sharpe) Ratio of -0.5774 which attests that Janus Emerging Markets had -0.5774% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Janus Emerging Markets exposes twenty different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Janus Emerging Coefficient Of Variation of 469.45, Market Risk Adjusted Performance of 6.98 and Risk Adjusted Performance of 0.2417 to validate risk estimate we provide.
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 Trend
Check current 30 days Janus Emerging correlation with market (DOW)
β = 63.3632
Janus Emerging Large BetaJanus Emerging Markets Beta Legend

Janus Emerging Markets Technical Analysis

Transformation
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Janus Emerging Projected Return Density Against Market

Assuming 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 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Janus Emerging is -173.21. The daily returns are destributed with a variance of 4.22 and standard deviation of 2.05. The mean deviation of Janus Emerging Markets U GBP Acc is currently at 1.58. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=452.82
β
Beta against DOW=63.36
σ
Overall volatility
=2.05
Ir
Information ratio =0.21

Janus Emerging Return Volatility

Janus 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Janus Emerging Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Janus Emerging Investment Opportunity

Janus Emerging Markets U GBP Acc has a volatility of 2.05 and is 1.93 times more volatile than DOW. 18% of all equities and portfolios are less risky than Janus Emerging. Compared to the overall equity markets, volatility of historical daily returns of Janus Emerging Markets U GBP Acc is lower than 18 (%) of all global equities and portfolios over the last 30 days. Use Janus Emerging Markets U GBP Acc to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Janus Emerging to be traded at p;1261.26 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Janus Emerging will likely underperform.

Janus Emerging correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Janus Emerging Markets U GBP A and equity matching DJI index in the same portfolio.

Janus Emerging Volatility Indicators

Janus Emerging Markets U GBP Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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