|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.One Month Beta |Analyze John Hancock US Demand TrendCheck current 30 days John Hancock correlation with market (DOW)|
β = 0.12
John Hancock US Technical Analysis
John Hancock Projected Return Density Against MarketAssuming 30 trading days horizon, John Hancock has beta of 0.12 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, John Hancock US Large Cap Eq I USD Acc has an alpha of 0.3607 implying that it can potentially generate 0.3607% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
John Hancock Return VolatilityJohn Hancock US Large Cap Eq I USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.