Janus US (Ireland) Probability of Target Price Finishing Over Current Price

    F00000QM83 -- Ireland Fund  

    EUR 16.02  0.04  0.25%

    Janus US probability of target price tool provides mechanism to make assumptions about upside and downside potential of Janus US Twenty U EUR Acc Hedged performance during a given time horizon utilizing its historical volatility. Please specify Janus US time horizon, a valid symbol (red box) and a target price (blue box) you would like Janus US odds to be computed. Additionally see Investing Opportunities.
    Horizon     30 Days    Login   to change
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    Janus US Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     16.02 30 days 16.02  ABOUT 12.67%
    Based on normal probability distribution, the odds of Janus US to move above current price in 30 days from now is about 12.67% (This Janus US Twenty U EUR Acc Hedged probability density function shows the probability of Janus US Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, Janus US has beta of 0.3541 suggesting as returns on market go up, Janus US average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Janus US Twenty U EUR Acc Hedged will be expected to be much smaller as well. Additionally The company has an alpha of 0.2593 implying that it can potentially generate 0.2593% excess return over DOW after adjusting for the inherited market risk (beta).
     Janus US Price Density 
          Price 
    α
    Alpha over DOW
    =0.26
    β
    Beta against DOW=0.35
    σ
    Overall volatility
    =0.90
    Ir
    Information ratio =0.05

    Janus US Alerts and Suggestions

    Janus US Twenty is not yet fully synchronised with the market data
    The fund retains 98.99% of its assets under management (AUM) in equities

    Janus USPrice Density Drivers

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