As of 18 of February Janus Selection retains Market Risk Adjusted Performance of 2.53, Risk Adjusted Performance of 0.698 and Coefficient Of Variation of 209.92. Macroaxis technical analysis interface lets you check existing technical drivers of Janus Selection High as well as the relationship between them. 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 eighteen technical drivers for Janus Selection High which can be compared to its competitors. Please check out Janus Selection High Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to decide if Janus Selection is priced fairly providing market reflects its last-minute price of 250.59 per share.
|Horizon||30 Days Login to change|
Janus Selection High Technical Analysis
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Janus Selection High Trend AnalysisUse this graph to draw trend lines for Janus Selection High Yield A USD. You can use it to identify possible trend reversals for Janus Selection 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 Selection price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Janus Selection Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Janus Selection High Yield A USD applied against its price change over selected period. The best fit line has a slop of 0.14 % which means Janus Selection High Yield A USD will continue generating value for investors. It has 78 observation points and a regression sum of squares at 200.51, which is the sum of squared deviations for the predicted Janus Selection price change compared to its average price change.
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations when you add Janus Selection High Yield A USD to your portfolio
|Risk Adjusted Performance||0.698|
|Market Risk Adjusted Performance||2.53|
|Coefficient Of Variation||209.92|
|Total Risk Alpha||0.0371|
|Value At Risk||(0.11)|
|Expected Short fall||(0.14)|