Hennessy Japan Small Fund Key Fundamental Indicators
| HJSIX Fund | USD 20.22 0.05 0.25% |
As of the 4th of February, Hennessy Japan retains the Market Risk Adjusted Performance of 0.7022, downside deviation of 0.9443, and Risk Adjusted Performance of 0.1419. Hennessy Japan technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
Hennessy Japan's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Hennessy Japan's valuation are provided below:Hennessy Japan Small does not presently have any fundamental trends for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Hennessy |
Hennessy Japan '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 Hennessy Japan'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 Hennessy Japan.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Hennessy Japan on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Hennessy Japan Small or generate 0.0% return on investment in Hennessy Japan over 90 days. Hennessy Japan is related to or competes with Ave Maria, Buffalo Mid, Riskproreg Dynamic, Horizon Active, Fidelity Water, Wasatch-hoisington, and Morgan Stanley. The fund invests at least 80 percent of its net assets in equity securities of smaller Japanese companies, typically con... More
Hennessy Japan 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 Hennessy Japan'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 Hennessy Japan Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9443 | |||
| Information Ratio | 0.1584 | |||
| Maximum Drawdown | 16.28 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.49 |
Hennessy Japan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hennessy Japan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hennessy Japan's standard deviation. In reality, there are many statistical measures that can use Hennessy Japan historical prices to predict the future Hennessy Japan's volatility.| Risk Adjusted Performance | 0.1419 | |||
| Jensen Alpha | 0.3405 | |||
| Total Risk Alpha | 0.2447 | |||
| Sortino Ratio | 0.3389 | |||
| Treynor Ratio | 0.6922 |
Hennessy Japan February 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1419 | |||
| Market Risk Adjusted Performance | 0.7022 | |||
| Mean Deviation | 0.9448 | |||
| Semi Deviation | 0.3972 | |||
| Downside Deviation | 0.9443 | |||
| Coefficient Of Variation | 541.47 | |||
| Standard Deviation | 2.02 | |||
| Variance | 4.08 | |||
| Information Ratio | 0.1584 | |||
| Jensen Alpha | 0.3405 | |||
| Total Risk Alpha | 0.2447 | |||
| Sortino Ratio | 0.3389 | |||
| Treynor Ratio | 0.6922 | |||
| Maximum Drawdown | 16.28 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.49 | |||
| Downside Variance | 0.8918 | |||
| Semi Variance | 0.1578 | |||
| Expected Short fall | (1.17) | |||
| Skewness | 5.62 | |||
| Kurtosis | 39.66 |
Hennessy Japan Small Backtested Returns
Hennessy Japan appears to be very steady, given 3 months investment horizon. Hennessy Japan Small holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Hennessy Japan Small, which you can use to evaluate the volatility of the entity. Please utilize Hennessy Japan's Risk Adjusted Performance of 0.1419, downside deviation of 0.9443, and Market Risk Adjusted Performance of 0.7022 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.52, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hennessy Japan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hennessy Japan is expected to be smaller as well.
Auto-correlation | 0.71 |
Good predictability
Hennessy Japan Small has good predictability. Overlapping area represents the amount of predictability between Hennessy Japan time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Hennessy Japan Small price movement. The serial correlation of 0.71 indicates that around 71.0% of current Hennessy Japan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
The most critical factor to remember is that the price of equity takes a firm's debt into account, whereas the sales indicators do not consider financial leverage. Generally speaking, Price to Sales ratio shows how much market values every dollar of the company's sales.
| Competition |
Based on the latest financial disclosure, Hennessy Japan Small has a Price To Sales of 0.36 times. This is much higher than that of the Hennessy family and significantly higher than that of the Japan Stock category. The price to sales for all United States funds is 40.98% higher than that of the company.
Hennessy Japan Small Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Hennessy Japan's current stock value. Our valuation model uses many indicators to compare Hennessy Japan value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Hennessy Japan competition to find correlations between indicators driving Hennessy Japan's intrinsic value. More Info.Hennessy Japan Small is one of the top funds in price to earning among similar funds. It also is one of the top funds in price to book among similar funds fabricating about 0.09 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Hennessy Japan Small is roughly 10.91 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Hennessy Japan's earnings, one of the primary drivers of an investment's value.Hennessy Price To Sales Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Hennessy Japan's direct or indirect competition against its Price To Sales to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Hennessy Japan could also be used in its relative valuation, which is a method of valuing Hennessy Japan by comparing valuation metrics of similar companies.Hennessy Japan is currently under evaluation in price to sales among similar funds.
Hennessy Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Hennessy Japan's current stock value. Our valuation model uses many indicators to compare Hennessy Japan value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Hennessy Japan competition to find correlations between indicators driving Hennessy Japan's intrinsic value. More Info.Hennessy Japan Small is one of the top funds in price to earning among similar funds. It also is one of the top funds in price to book among similar funds fabricating about 0.09 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Hennessy Japan Small is roughly 10.91 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Hennessy Japan's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Hennessy Japan
The fund consists of 91.22% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides Hennessy Japan's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Hennessy Fundamentals
| Price To Earning | 10.04 X | |||
| Price To Book | 0.92 X | |||
| Price To Sales | 0.36 X | |||
| Total Asset | 93.82 M | |||
| Annual Yield | 0.02 % | |||
| Year To Date Return | 5.53 % | |||
| One Year Return | 39.30 % | |||
| Three Year Return | 18.31 % | |||
| Five Year Return | 6.70 % | |||
| Ten Year Return | 12.52 % | |||
| Net Asset | 132.81 M | |||
| Last Dividend Paid | 0.12 | |||
| Cash Position Weight | 8.78 % | |||
| Equity Positions Weight | 91.22 % |
About Hennessy Japan Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Hennessy Japan Small's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Hennessy Japan using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Hennessy Japan Small based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund invests at least 80 percent of its net assets in equity securities of smaller Japanese companies, typically considered to be companies with market capitalizations in the bottom 20 percent of all publicly traded Japanese companies. The funds manager considers a Japanese company to be a company organized under the laws of Japan, for which the principal securities trading market is Japan, or that has a majority of its assets or business in Japan.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Hennessy Mutual Fund
Hennessy Japan financial ratios help investors to determine whether Hennessy 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 Hennessy with respect to the benefits of owning Hennessy Japan security.
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