Janus US Twenty I EUR Acc Hedged retains Downside Deviation of 2.99, Market Risk Adjusted Performance of 0.5065 and Risk Adjusted Performance of 0.088. Janus US technical analysis makes it possible for you to employ historical prices and volume momentum with intention to determine a pattern that calculates the direction of the entity future prices. In other words you can use this information to find out if the entity will indeed mirror its model of historical price patterns or the prices will eventually revert. We found nineteen technical drivers for Janus US Twenty which can be compared to its competitors. Please check out Janus US Twenty Jensen Alpha as well as the relationship between Potential Upside and Skewness to decide if Janus US is priced fairly providing market reflects its last-minute price of 33.5 per share.
|Horizon||30 Days Login to change|
Janus US Twenty Technical Analysis
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Janus US Twenty Trend AnalysisUse this graph to draw trend lines for Janus US Twenty I EUR Acc Hedged. You can use it to identify possible trend reversals for Janus US as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Janus US price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Janus US Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Janus US Twenty I EUR Acc Hedged applied against its price change over selected period. The best fit line has a slop of 0.11 % which means Janus US Twenty I EUR Acc Hedged will continue generating value for investors. It has 78 observation points and a regression sum of squares at 120.91, which is the sum of squared deviations for the predicted Janus US price change compared to its average price change.
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|Risk Adjusted Performance||0.088|
|Market Risk Adjusted Performance||0.5065|
|Coefficient Of Variation||1572.94|
|Total Risk Alpha||0.5166|
|Value At Risk||(1.57)|
|Expected Short fall||(1.27)|