Janus Henderson Mortgage Backed Etf Performance
| JMBS Etf | USD 44.79 0.03 0.07% |
The etf retains a Market Volatility (i.e., Beta) of -0.0784, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Janus Henderson are expected to decrease at a much lower rate. During the bear market, Janus Henderson is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Janus Henderson Mortgage Backed has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable fundamental drivers, Janus Henderson is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
1 | Technical Data - Stock Traders Daily | 09/04/2024 |
2 | Technical Pivots with Risk Controls - Stock Traders Daily | 10/22/2024 |
3 | Janus Henderson Mortgage-Backed Securities ETF declares monthly distribution of 0.191891 - MSN | 11/06/2024 |
| In Threey Sharp Ratio | -0.62 |
Janus |
Janus Henderson Relative Risk vs. Return Landscape
If you would invest 4,583 in Janus Henderson Mortgage Backed on August 25, 2024 and sell it today you would lose (104.00) from holding Janus Henderson Mortgage Backed or give up 2.27% of portfolio value over 90 days. Janus Henderson Mortgage Backed is currently does not generate positive expected returns and assumes 0.3301% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than Janus, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Janus Henderson Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Janus Henderson's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Janus Henderson Mortgage Backed, and traders can use it to determine the average amount a Janus Henderson'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 = -0.1053
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JMBS |
Estimated Market Risk
| 0.33 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Janus Henderson is not performing at its full potential. However, 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 Janus Henderson by adding Janus Henderson to a well-diversified portfolio.
Janus Henderson Fundamentals Growth
Janus Etf prices reflect investors' perceptions of the future prospects and financial health of Janus Henderson, and Janus Henderson 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 Janus Etf performance.
| Total Asset | 780.37 M | |||
About Janus Henderson Performance
Assessing Janus Henderson's fundamental ratios provides investors with valuable insights into Janus Henderson's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Janus Henderson is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
The fund seeks to achieve its investment objective by investing mainly in mortgage-related instruments. Janus Mortgage-Backed is traded on NYSEARCA Exchange in the United States.| Janus Henderson Mort generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Janus Henderson Mortgage-Backed Securities ETF declares monthly distribution of 0.191891 - MSN | |
| The fund created three year return of -2.0% | |
| Janus Henderson Mort retains all of the assets under management (AUM) in different types of exotic instruments |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Janus Henderson Mortgage Backed. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
The market value of Janus Henderson Mort is measured differently than its book value, which is the value of Janus that is recorded on the company's balance sheet. Investors also form their own opinion of Janus Henderson's value that differs from its market value or its book value, called intrinsic value, which is Janus Henderson's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Janus Henderson's market value can be influenced by many factors that don't directly affect Janus Henderson's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
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 if Janus Henderson is a good investment 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.