John Hancock (Ireland) Risk Analysis And Volatility

F00000W05E -- Ireland Fund  

USD 11.06  0.30  2.64%

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 John Hancock US which you can use to evaluate future volatility of the entity. Please check out John Hancock Market Risk Adjusted Performance of 9.93 and Risk Adjusted Performance of 0.3702 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

John Hancock Market Sensitivity

As returns on market increase, John Hancock returns are expected to increase less than the market. However during bear market, the loss on holding John Hancock will be expected to be smaller as well.
2 Months Beta |Analyze John Hancock US Demand Trend
Check current 30 days John Hancock correlation with market (DOW)
β = 0.0232

John Hancock Central Daily Price Deviation

John Hancock US 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.

John Hancock Projected Return Density Against Market

Assuming 30 trading days horizon, John Hancock has beta of 0.0232 suggesting as returns on market go up, John Hancock average returns are expected to increase less than the benchmark. However during bear market, the loss on holding John Hancock US Large Cap Eq I USD Acc will be expected to be much smaller as well. Moreover, The company has an alpha of 0.2284 implying that it can potentially generate 0.2284% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.23
β
Beta against DOW=0.0232
σ
Overall volatility
=0.00
Ir
Information ratio =0.14

John Hancock Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

John Hancock Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

John Hancock Investment Opportunity

DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than John Hancock US Large Cap Eq I USD Acc. 0% of all equities and portfolios are less risky than John Hancock. Compared to the overall equity markets, volatility of historical daily returns of John Hancock US Large Cap Eq I USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use John Hancock US Large Cap Eq I USD Acc to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of John Hancock to be traded at $10.62 in 30 days. . As returns on market increase, John Hancock returns are expected to increase less than the market. However during bear market, the loss on holding John Hancock will be expected to be smaller as well.

John Hancock correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding John Hancock US Large Cap Eq I and equity matching DJI index in the same portfolio.

John Hancock Volatility Indicators

John Hancock US Large Cap Eq I USD Acc Current Risk Indicators

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