Janus Mutual Fund Market Value

JDMAX -  USA Fund  

USD 176.60  0.73  0.42%

Janus Henderson's market value is the price at which a share of Janus Henderson stock trades on a public exchange. It measures the collective expectations of Janus Henderson Enterprise investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Janus Henderson Enterprise and determine expected loss or profit from investing in Janus Henderson over a given investment horizon. Please see Janus Henderson Hype Analysis, Janus Henderson Correlation, Portfolio Optimization, Janus Henderson Volatility, as well as analyze Janus Henderson Alpha and Beta and Janus Henderson Performance.
Symbol
Backtest

Please note, there is a significant difference between Janus Henderson's value and its price as these two are different measures arrived at by different means. Investors typically determine Janus Henderson value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Janus Henderson's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Janus Henderson 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Janus Henderson's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Janus Henderson.
0.00
03/01/2021
No Change 0.00  0.0 
In 7 months and 29 days
10/27/2021
0.00
If you would invest  0.00  in Janus Henderson on March 1, 2021 and sell it all today you would earn a total of 0.00 from holding Janus Henderson Enterprise or generate 0.0% return on investment in Janus Henderson over 240 days. Janus Henderson is related to or competes with Vanguard Extended, and T Rowe. The fund pursues its investment objective by investing primarily in common stocks selected for their growth potential, a...

Janus Henderson Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Janus Henderson's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Janus Henderson Enterprise upside and downside potential and time the market with a certain degree of confidence.

Janus Henderson Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Janus Henderson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Janus Henderson's standard deviation. In reality, there are many statistical measures that can use Janus Henderson historical prices to predict the future Janus Henderson's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Janus Henderson's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Janus Henderson in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
175.17175.87176.57
Details
Intrinsic
Valuation
LowReal ValueHigh
158.28192.58193.28
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Janus Henderson. Your research has to be compared to or analyzed against Janus Henderson's peers to derive any actionable benefits. When done correctly, Janus Henderson's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Janus Henderson Ente.

Janus Henderson Ente Backtested Returns

We consider Janus Henderson very steady. Janus Henderson Ente holds Efficiency (Sharpe) Ratio of 0.0656, which attests that the entity had 0.0656% of return per unit of risk over the last 3 months. Our standpoint towards determining the 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 Henderson Ente, which you can use to evaluate the future volatility of the entity. Please check out Janus Henderson Risk Adjusted Performance of 0.0694, market risk adjusted performance of 0.747, and Downside Deviation of 0.7396 to validate if the risk estimate we provide is consistent with the expected return of 0.0465%.
The fund retains a Market Volatility (i.e., Beta) of 0.0802, which attests to not very significant fluctuations relative to the market. Let's try to break down what Janus's beta means in this case. As returns on the market increase, Janus Henderson returns are expected to increase less than the market. However, during the bear market, the loss on holding Janus Henderson will be expected to be smaller as well. Although it is extremely important to respect Janus Henderson Ente current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Janus Henderson Ente technical indicators, you can presently evaluate if the expected return of 0.0465% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.54   

Modest predictability

Janus Henderson Enterprise has modest predictability. Overlapping area represents the amount of predictability between Janus Henderson time series from 1st of March 2021 to 29th of June 2021 and 29th of June 2021 to 27th of October 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Janus Henderson Ente price movement. The serial correlation of 0.54 indicates that about 54.0% of current Janus Henderson price fluctuation can be explain by its past prices.
Correlation Coefficient0.54
Spearman Rank Test0.46
Residual Average0.0
Price Variance8.52

Janus Henderson Ente lagged returns against current returns

Autocorrelation, which is Janus Henderson mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Janus Henderson's mutual fund expected returns. We can calculate the autocorrelation of Janus Henderson returns to help us make a trade decision. For example, suppose you find that Janus Henderson mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Janus Henderson regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Janus Henderson mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Janus Henderson mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Janus Henderson mutual fund over time.
 Current vs Lagged Prices 
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      Timeline 

Janus Henderson Lagged Returns

When evaluating Janus Henderson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Janus Henderson mutual fund have on its future price. Janus Henderson autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Janus Henderson autocorrelation shows the relationship between Janus Henderson mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Janus Henderson Enterprise.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Janus Henderson without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Janus Henderson Ente using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please see Janus Henderson Hype Analysis, Janus Henderson Correlation, Portfolio Optimization, Janus Henderson Volatility, as well as analyze Janus Henderson Alpha and Beta and Janus Henderson Performance. Note that the Janus Henderson Ente information on this page should be used as a complementary analysis to other Janus Henderson's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

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When running Janus Henderson Ente price analysis, check to measure Janus Henderson's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Janus Henderson is operating at the current time. Most of Janus Henderson's value examination focuses on studying past and present price action to predict the probability of Janus Henderson's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Janus Henderson's price. Additionally, you may evaluate how the addition of Janus Henderson to your portfolios can decrease your overall portfolio volatility.
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Janus Henderson technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Janus Henderson technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Janus Henderson trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...