Janus Selection (Ireland) Risk Analysis And Volatility Evaluation

F0GBR06G5K -- Ireland Fund  

USD 250.92  0.84  0.34%

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 Selection Bala which you can use to evaluate future volatility of the entity. Please check out Janus Selection Market Risk Adjusted Performance of 41.0 and Risk Adjusted Performance of 0.5938 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Janus Selection Market Sensitivity

As returns on market increase, Janus Selection returns are expected to increase less than the market. However during bear market, the loss on holding Janus Selection will be expected to be smaller as well.
2 Months Beta |Analyze Janus Selection Bala Demand Trend
Check current 30 days Janus Selection correlation with market (DOW)
β = 0.0254

Janus Selection Central Daily Price Deviation

Janus Selection Bala 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 Selection Projected Return Density Against Market

Assuming 30 trading days horizon, Janus Selection has beta of 0.0254 suggesting as returns on market go up, Janus Selection average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Janus Selection Balanced A USD will be expected to be much smaller as well. In addition to that, Janus Selection Balanced A USD has an alpha of 1.0422 implying that it can potentially generate 1.0422% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=1.04
β
Beta against DOW=0.0254
σ
Overall volatility
=0.00
Ir
Information ratio =0.48

Janus Selection Return Volatility

Janus Selection Balanced A USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.282% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Janus Selection Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Janus Selection Investment Opportunity

DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than Janus Selection Balanced A USD. 0% of all equities and portfolios are less risky than Janus Selection. Compared to the overall equity markets, volatility of historical daily returns of Janus Selection Balanced A USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Janus Selection Balanced A USD to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Janus Selection to be traded at $263.47 in 30 days. As returns on market increase, Janus Selection returns are expected to increase less than the market. However during bear market, the loss on holding Janus Selection will be expected to be smaller as well.

Janus Selection correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Janus Selection Balanced A USD and equity matching DJI index in the same portfolio.

Janus Selection Volatility Indicators

Janus Selection Balanced A USD Current Risk Indicators

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