|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 TrendCheck current 30 days Janus Glbl correlation with market (DOW)|
β = 0.1011
Janus Glbl Invst Technical Analysis
Janus Glbl Projected Return Density Against MarketAssuming 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
Janus Glbl Return VolatilityJanus 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.