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-one technical indicators for Janus US Twenty which you can use to evaluate future volatility of the entity. Please check out Janus US Risk Adjusted Performance of 0.0713, Market Risk Adjusted Performance of
(0.36) and Downside Deviation of 3.03 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, returns on owning Janus US are expected to decrease at a much smaller rate. During bear market, Janus US is likely to outperform the market. 2 Months Beta |Analyze Janus US Twenty Demand TrendCheck current 30 days Janus US correlation with market (DOW)|
β = -0.8298
Janus US Central Daily Price Deviation
Janus US Twenty Technical Analysis
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Janus US Projected Return Density Against MarketAssuming 30 trading days horizon, Janus US Twenty U EUR Acc Hedged has beta of -0.8298 suggesting as returns on benchmark increase, returns on holding Janus US are expected to decrease at a much smaller rate. During bear market, however, Janus US Twenty U EUR Acc Hedged is likely to outperform the market. Moreover, The company has an alpha of 0.4359 implying that it can potentially generate 0.4359% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.44|
|Beta against DOW||=||0.83|
Janus US Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6355% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than Janus US Twenty U 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 Twenty U EUR Acc Hedged is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Janus US Twenty U EUR Acc Hedged to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Janus US to be traded at 15.86 in 30 days. . As returns on market increase, returns on owning Janus US are expected to decrease at a much smaller rate. During bear market, Janus US is likely to outperform the market.
Janus US correlation with market