Janus US (Ireland) Risk Analysis And Volatility

F00000QM83 -- Ireland Fund  

EUR 16.02  0.04  0.25%

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 Trend
Check current 30 days Janus US correlation with market (DOW)
β = -0.8298

Janus US Central Daily Price Deviation

Janus US Twenty 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 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 
      Returns 
α
Alpha over DOW
=0.44
β
Beta against DOW=0.83
σ
Overall volatility
=0.00
Ir
Information ratio =0.0437

Janus US Return Volatility

the 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.
 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 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

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Janus US Twenty U EUR Acc Hedg and equity matching DJI index in the same portfolio.

Janus US Volatility Indicators

Janus US Twenty U EUR Acc Hedged Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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