Janus US (Ireland) Risk Analysis And Volatility Evaluation

F0GBR04IY6 -- Ireland Fund  

EUR 27.61  1.68  5.74%

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 Janus US Twenty which you can use to evaluate future volatility of the entity. Please check out Janus US Market Risk Adjusted Performance of 0.53 and Risk Adjusted Performance of 0.1692 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Janus US Market Sensitivity

As returns on market increase, returns on owning Janus US are expected to decrease at a much smaller rate. During bear market, Janus US is likely to outperform the market.
One Month Beta |Analyze Janus US Twenty Demand Trend
Check current 30 days Janus US correlation with market (DOW)
β = -0.4039
Janus US Central Price Deviations

Janus US Twenty 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.

Janus US Projected Return Density Against Market

Assuming 30 trading days horizon, Janus US Twenty A EUR Acc Hedged has beta of -0.4039 suggesting as returns on benchmark increase, returns on holding Janus US are expected to decrease at a much smaller rate. During bear market, however, Janus US Twenty A EUR Acc Hedged is likely to outperform the market. Moreover, Janus US Twenty A EUR Acc Hedged has an alpha of 0.2119 implying that it can potentially generate 0.2119% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.21
β
Beta against DOW=0.4
σ
Overall volatility
=0.00
Ir
Information ratio =0.14

Janus US Return Volatility

Janus US Twenty A EUR Acc Hedged accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2145% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Janus US Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Janus US Investment Opportunity

DOW has a standard deviation of returns of 1.21 and is 9.223372036854776E16 times more volatile than Janus US Twenty A EUR Acc Hedged. 0% of all equities and portfolios are less risky than Janus US. Compared to the overall equity markets, volatility of historical daily returns of Janus US Twenty A EUR Acc Hedged is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Janus US Twenty A EUR Acc Hedged to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Janus US to be traded at €26.23 in 30 days. As returns on market increase, returns on owning Janus US are expected to decrease at a much smaller rate. During bear market, Janus US is likely to outperform the market.

Janus US correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Janus US Twenty A EUR Acc Hedg and equity matching DJI index in the same portfolio.

Janus US Volatility Indicators

Janus US Twenty A EUR Acc Hedged Current Risk Indicators

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