Janus Flexible (Ireland) Risk Analysis And Volatility Evaluation

IE0009516588 -- Ireland Fund  

EUR 10.22  0.02  0.20%

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 Flexible Income which you can use to evaluate future volatility of the entity. Please check out Janus Flexible Market Risk Adjusted Performance of 0.20 and Risk Adjusted Performance of 0.05 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Janus Flexible Market Sensitivity

As returns on market increase, Janus Flexible returns are expected to increase less than the market. However during bear market, the loss on holding Janus Flexible will be expected to be smaller as well.
One Month Beta |Analyze Janus Flexible Income Demand Trend
Check current 30 days Janus Flexible correlation with market (DOW)
β = 0.1436
Janus Flexible Small BetaJanus Flexible Income Beta Legend

Janus Flexible Income Technical Analysis

Transformation
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Janus Flexible Projected Return Density Against Market

Assuming 30 trading days horizon, Janus Flexible has beta of 0.1436 . This indicates as returns on market go up, Janus Flexible average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Janus Flexible Income B EUR Inc Hedged will be expected to be much smaller as well. Additionally, Janus Flexible Income B EUR Inc Hedged has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.04
β
Beta against DOW=0.14
σ
Overall volatility
=0.00
Ir
Information ratio =0.62

Janus Flexible Return Volatility

Janus Flexible Income B EUR Inc Hedged accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3625% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Janus Flexible Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Janus Flexible Investment Opportunity

DOW has a standard deviation of returns of 0.36 and is 9.223372036854776E16 times more volatile than Janus Flexible Income B EUR Inc Hedged. 0% of all equities and portfolios are less risky than Janus Flexible. Compared to the overall equity markets, volatility of historical daily returns of Janus Flexible Income B EUR Inc Hedged is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Janus Flexible Income B EUR Inc Hedged to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Janus Flexible to be traded at €10.73 in 30 days. As returns on market increase, Janus Flexible returns are expected to increase less than the market. However during bear market, the loss on holding Janus Flexible will be expected to be smaller as well.

Janus Flexible correlation with market

Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Janus Flexible Income B EUR In and equity matching DJI index in the same portfolio.

Janus Flexible Volatility Indicators

Janus Flexible Income B EUR Inc Hedged Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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