Janus Glbl (Ireland) Risk Analysis And Volatility Evaluation

IE00B43M7D28 -- Ireland Fund  

USD 9.06  0.00  0.00%

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 Glbl Invst which you can use to evaluate future volatility of the entity. Please check out Janus Glbl Market Risk Adjusted Performance of 2.53 and Risk Adjusted Performance of 0.51 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Janus Glbl Market Sensitivity

As returns on market increase, Janus Glbl returns are expected to increase less than the market. However during bear market, the loss on holding Janus Glbl will be expected to be smaller as well.
One Month Beta |Analyze Janus Glbl Invst Demand Trend
Check current 30 days Janus Glbl correlation with market (DOW)
β = 0.1011
Janus Glbl Small BetaJanus Glbl Invst Beta Legend

Janus Glbl Invst 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 Glbl Projected Return Density Against Market

Assuming 30 trading days horizon, Janus Glbl has beta of 0.1011 . This indicates as returns on market go up, Janus Glbl average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Janus Glbl Invst Grd Bd A will be expected to be much smaller as well. Additionally, Janus Glbl Invst Grd Bd A 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
=0.24
β
Beta against DOW=0.10
σ
Overall volatility
=0.00
Ir
Information ratio =0.16

Janus Glbl Return Volatility

Janus Glbl Invst Grd Bd A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Janus Glbl Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Janus Glbl Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 9.223372036854776E16 times more volatile than Janus Glbl Invst Grd Bd A. 0% of all equities and portfolios are less risky than Janus Glbl. Compared to the overall equity markets, volatility of historical daily returns of Janus Glbl Invst Grd Bd A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Janus Glbl Invst Grd Bd A to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Janus Glbl to be traded at $8.97 in 30 days. As returns on market increase, Janus Glbl returns are expected to increase less than the market. However during bear market, the loss on holding Janus Glbl will be expected to be smaller as well.

Janus Glbl correlation with market

Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Janus Glbl Invst Grd Bd A Inc and equity matching DJI index in the same portfolio.

Janus Glbl Volatility Indicators

Janus Glbl Invst Grd Bd A Current Risk Indicators

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