John Hancock (Ireland) Risk Analysis And Volatility Evaluation

F00000W05E -- Ireland Fund  

USD 13.80  0.12  0.86%

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 3.11 and Risk Adjusted Performance of 0.1445 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.
One Month Beta |Analyze John Hancock US Demand Trend
Check current 30 days John Hancock correlation with market (DOW)
β = 0.12
John Hancock Small BetaJohn Hancock US Beta Legend

John Hancock US Technical Analysis

Transformation
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John Hancock Projected Return Density Against Market

Assuming 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 
      Returns 
α
Alpha over DOW
=0.36
β
Beta against DOW=0.12
σ
Overall volatility
=0.00
Ir
Information ratio =0.26

John Hancock Return Volatility

John 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

John Hancock Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

John Hancock Investment Opportunity

DOW has a standard deviation of returns of 0.39 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 against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of John Hancock to be traded at $13.52 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

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

Additionally see Investing Opportunities. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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