Janus Flexible (Ireland) Risk Analysis And Volatility

IE0009516588 -- Ireland Fund  

EUR 9.92  0.06  0.60%

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 Risk Adjusted Performance of (0.41) and Market Risk Adjusted Performance of (4.79) 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.
2 Months Beta |Analyze Janus Flexible Income Demand Trend
Check current 30 days Janus Flexible correlation with market (DOW)
β = 0.0253

Janus Flexible Central Daily Price Deviation

Janus Flexible Income 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 Flexible Projected Return Density Against Market

Assuming 30 trading days horizon, Janus Flexible has beta of 0.0253 . 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, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Janus Flexible Income is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.12
β
Beta against DOW=0.0253
σ
Overall volatility
=0.00
Ir
Information ratio =0.37

Janus Flexible Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Janus Flexible Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Janus Flexible Investment Opportunity

DOW has a standard deviation of returns of 1.91 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 protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Janus Flexible to be traded at €9.72 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

correlation synergy
Significant 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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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