Jhancock Disciplined Value Fund Manager Performance Evaluation
| JDVNX Fund | USD 27.65 0.15 0.55% |
The fund retains a Market Volatility (i.e., Beta) of 1.03, which attests to a somewhat significant risk relative to the market. Jhancock Disciplined returns are very sensitive to returns on the market. As the market goes up or down, Jhancock Disciplined is expected to follow.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Jhancock Disciplined Value are ranked lower than 12 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Jhancock Disciplined may actually be approaching a critical reversion point that can send shares even higher in December 2024.
...more| Expense Ratio | 0.6500 |
Jhancock |
Jhancock Disciplined Relative Risk vs. Return Landscape
If you would invest 2,545 in Jhancock Disciplined Value on August 28, 2024 and sell it today you would earn a total of 220.00 from holding Jhancock Disciplined Value or generate 8.64% return on investment over 90 days. Jhancock Disciplined Value is currently producing 0.1331% returns and takes up 0.8479% volatility of returns over 90 trading days. Put another way, 7% of traded mutual funds are less volatile than Jhancock, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Jhancock Disciplined Current Valuation
Fairly Valued
Today
Please note that Jhancock Disciplined's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Jhancock Disciplined retains a regular Real Value of $27.27 per share. The prevalent price of the fund is $27.65. We determine the value of Jhancock Disciplined from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Since Jhancock Disciplined is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Jhancock Mutual Fund. However, Jhancock Disciplined's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 27.65 | Real 27.27 | Hype 27.65 | Naive 27.34 |
The intrinsic value of Jhancock Disciplined's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Jhancock Disciplined's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Jhancock Disciplined Value helps investors to forecast how Jhancock mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Jhancock Disciplined more accurately as focusing exclusively on Jhancock Disciplined's fundamentals will not take into account other important factors: Jhancock Disciplined Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jhancock Disciplined's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Jhancock Disciplined Value, and traders can use it to determine the average amount a Jhancock Disciplined's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.157
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | JDVNX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.85 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Jhancock Disciplined is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Jhancock Disciplined by adding it to a well-diversified portfolio.
Jhancock Disciplined Fundamentals Growth
Jhancock Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Jhancock Disciplined, and Jhancock Disciplined fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Jhancock Mutual Fund performance.
| Price To Earning | 15.13 X | ||||
| Price To Book | 1.71 X | ||||
| Price To Sales | 1.37 X | ||||
| Total Asset | 12.56 B | ||||
About Jhancock Disciplined Performance
Evaluating Jhancock Disciplined's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Jhancock Disciplined has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Jhancock Disciplined has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund normally invests at least 80 percent of its net assets in a diversified portfolio consisting primarily of equity securities, such as common stocks, of issuers with a market capitalization of 1 billion or greater and identified by the manager as having value characteristics. It may also invest up to 20 percent of its total assets in foreign currency-denominated securities. The fund may participate as a purchaser in initial public offerings of securities .Things to note about Jhancock Disciplined performance evaluation
Checking the ongoing alerts about Jhancock Disciplined for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Jhancock Disciplined help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund retains 95.6% of its assets under management (AUM) in equities |
- Analyzing Jhancock Disciplined's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Jhancock Disciplined's stock is overvalued or undervalued compared to its peers.
- Examining Jhancock Disciplined's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Jhancock Disciplined's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Jhancock Disciplined's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Jhancock Disciplined's mutual fund. These opinions can provide insight into Jhancock Disciplined's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Jhancock Mutual Fund
Jhancock Disciplined financial ratios help investors to determine whether Jhancock Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Jhancock with respect to the benefits of owning Jhancock Disciplined security.
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |