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 TrendCheck current 30 days John Hancock correlation with market (DOW)|
β = 0.0232
John Hancock Central Daily Price Deviation
John Hancock US Technical Analysis
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John Hancock Projected Return Density Against MarketAssuming 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
|Alpha over DOW||=||0.23|
|Beta against DOW||=||0.0232|
John Hancock Return Volatilitythe 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.
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