Janus Global (Ireland) Risk Analysis And Volatility Evaluation

IE00BHC8SG27 -- Ireland Fund  

USD 15.63  1.50  8.76%

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 Global Tech which you can use to evaluate future volatility of the entity. Please check out Janus Global Downside Deviation of 2.02, Market Risk Adjusted Performance of (1.69) and Risk Adjusted Performance of 0.1945 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Janus Global Market Sensitivity

As returns on market increase, returns on owning Janus Global are expected to decrease at a much smaller rate. During bear market, Janus Global is likely to outperform the market.
2 Months Beta |Analyze Janus Global Tech Demand Trend
Check current 30 days Janus Global correlation with market (DOW)
β = -0.2064

Janus Global Central Daily Price Deviation

Janus Global Tech 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 Global Projected Return Density Against Market

Assuming 30 trading days horizon, Janus Global Tech V USD Acc has beta of -0.2064 . This indicates as returns on benchmark increase, returns on holding Janus Global are expected to decrease at a much smaller rate. During bear market, however, Janus Global Tech V USD Acc is likely to outperform the market. Moreover, Janus Global Tech V USD Acc has an alpha of 0.3124 implying that it can potentially generate 0.3124% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.31
β
Beta against DOW=0.21
σ
Overall volatility
=0.00
Ir
Information ratio =0.20

Janus Global Return Volatility

Janus Global Tech V USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3128% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Janus Global Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Janus Global Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than Janus Global Tech V USD Acc. 0% of all equities and portfolios are less risky than Janus Global. Compared to the overall equity markets, volatility of historical daily returns of Janus Global Tech V USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Janus Global Tech V USD Acc to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Janus Global to be traded at $14.85 in 30 days. As returns on market increase, returns on owning Janus Global are expected to decrease at a much smaller rate. During bear market, Janus Global is likely to outperform the market.

Janus Global correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Janus Global Tech V USD Acc and equity matching DJI index in the same portfolio.

Janus Global Volatility Indicators

Janus Global Tech V USD Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
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