John Hancock Tax Fund Key Fundamental Indicators
| HTD Fund | USD 25.51 0.43 1.71% |
As of the 14th of February 2026, John Hancock retains the Market Risk Adjusted Performance of 0.2871, downside deviation of 0.8895, and Risk Adjusted Performance of 0.0679. John Hancock 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. Please check out John Hancock Tax variance, as well as the relationship between the maximum drawdown and semi variance to decide if John Hancock is priced fairly, providing market reflects its last-minute price of 25.51 per share.
John Hancock'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 John Hancock's valuation are provided below:Market Capitalization 907.2 M |
John |
John Hancock '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 John Hancock's 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 John Hancock.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in John Hancock on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding John Hancock Tax or generate 0.0% return on investment in John Hancock over 90 days. John Hancock is related to or competes with John Hancock, Pimco Corporate, Pimco High, John Hancock, Nuveen New, Eaton Vance, and Virtus Allianzgi. John Hancock Tax-Advantaged Dividend Income Fund is a closed ended equity mutual fund launched and managed by John Hanco... More
John Hancock 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 John Hancock's 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 John Hancock Tax upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8895 | |||
| Information Ratio | 0.0012 | |||
| Maximum Drawdown | 3.6 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.29 |
John Hancock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for John Hancock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as John Hancock's standard deviation. In reality, there are many statistical measures that can use John Hancock historical prices to predict the future John Hancock's volatility.| Risk Adjusted Performance | 0.0679 | |||
| Jensen Alpha | 0.0478 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0012 | |||
| Treynor Ratio | 0.2771 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of John Hancock'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.
John Hancock February 14, 2026 Technical Indicators
| Cycle Indicators | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0679 | |||
| Market Risk Adjusted Performance | 0.2871 | |||
| Mean Deviation | 0.6711 | |||
| Semi Deviation | 0.7993 | |||
| Downside Deviation | 0.8895 | |||
| Coefficient Of Variation | 1196.67 | |||
| Standard Deviation | 0.8494 | |||
| Variance | 0.7215 | |||
| Information Ratio | 0.0012 | |||
| Jensen Alpha | 0.0478 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0012 | |||
| Treynor Ratio | 0.2771 | |||
| Maximum Drawdown | 3.6 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.29 | |||
| Downside Variance | 0.7913 | |||
| Semi Variance | 0.6389 | |||
| Expected Short fall | (0.69) | |||
| Skewness | (0.15) | |||
| Kurtosis | 0.2871 |
John Hancock Tax Backtested Returns
At this point, John Hancock is very steady. John Hancock Tax holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for John Hancock Tax, which you can use to evaluate the volatility of the entity. Please check out John Hancock's Downside Deviation of 0.8895, market risk adjusted performance of 0.2871, and Risk Adjusted Performance of 0.0679 to validate if the risk estimate we provide is consistent with the expected return of 0.0961%. The fund retains a Market Volatility (i.e., Beta) of 0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, John Hancock's returns are expected to increase less than the market. However, during the bear market, the loss of holding John Hancock is expected to be smaller as well.
Auto-correlation | -0.54 |
Good reverse predictability
John Hancock Tax has good reverse predictability. Overlapping area represents the amount of predictability between John Hancock time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 John Hancock Tax price movement. The serial correlation of -0.54 indicates that about 54.0% of current John Hancock price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
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, John Hancock Tax has a Price To Sales of 14.49 times. This is much higher than that of the Financial Services family and significantly higher than that of the Asset Management category. The price to sales for all United States funds is notably lower than that of the firm.
John Hancock Tax Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining John Hancock's current stock value. Our valuation model uses many indicators to compare John Hancock value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across John Hancock competition to find correlations between indicators driving John Hancock's intrinsic value. More Info.John Hancock Tax is rated below average in price to earning among similar funds. It is rated # 3 fund 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 John Hancock Tax is roughly 10.94 . Comparative valuation analysis is a catch-all technique that is used if you cannot value John Hancock by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.John Price To Sales Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses John Hancock's direct or indirect competition against its Price To Sales to detect undervalued stocks with similar characteristics or determine the funds which would be a good addition to a portfolio. Peer analysis of John Hancock could also be used in its relative valuation, which is a method of valuing John Hancock by comparing valuation metrics of similar companies.John Hancock is currently under evaluation in price to sales among similar funds.
John Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining John Hancock's current stock value. Our valuation model uses many indicators to compare John Hancock value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across John Hancock competition to find correlations between indicators driving John Hancock's intrinsic value. More Info.John Hancock Tax is rated below average in price to earning among similar funds. It is rated # 3 fund 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 John Hancock Tax is roughly 10.94 . Comparative valuation analysis is a catch-all technique that is used if you cannot value John Hancock by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.John Fundamentals
| Return On Equity | 7.61 | ||||
| Return On Asset | 2.21 | ||||
| Profit Margin | 118.95 % | ||||
| Operating Margin | 81.90 % | ||||
| Current Valuation | 1.19 B | ||||
| Shares Outstanding | 35.41 M | ||||
| Shares Owned By Insiders | 0.03 % | ||||
| Shares Owned By Institutions | 14.04 % | ||||
| Number Of Shares Shorted | 152.55 K | ||||
| Price To Earning | 11.81 X | ||||
| Price To Book | 1.08 X | ||||
| Price To Sales | 14.49 X | ||||
| Revenue | 56.91 M | ||||
| Gross Profit | 56.94 M | ||||
| Net Income | 67.69 M | ||||
| Cash And Equivalents | 198 | ||||
| Total Debt | 418.9 M | ||||
| Debt To Equity | 0.47 % | ||||
| Current Ratio | 0.04 X | ||||
| Book Value Per Share | 21.65 X | ||||
| Cash Flow From Operations | 58.46 M | ||||
| Short Ratio | 1.98 X | ||||
| Earnings Per Share | (3.53) X | ||||
| Number Of Employees | 17 | ||||
| Beta | 0.94 | ||||
| Market Capitalization | 907.19 M | ||||
| Annual Yield | 0 % | ||||
| Year To Date Return | 9.95 % | ||||
| One Year Return | 19.62 % | ||||
| Three Year Return | 13.20 % | ||||
| Five Year Return | 11.59 % | ||||
| Last Dividend Paid | 1.66 |
About John Hancock Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze John Hancock Tax's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of John Hancock using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of John Hancock Tax based on its fundamental data. In general, a quantitative approach, as applied to this 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.John Hancock Tax-Advantaged Dividend Income Fund is a closed ended equity mutual fund launched and managed by John Hancock Investment Management LLC. It is co-managed by John Hancock Asset Management and Analytic Investors, LLC. The fund invests in the public equity markets of the United States. It seeks to invest in stocks of companies operating across diversified sectors, with an emphasis on the utilities sector. The fund primarily invests in dividend-paying common and preferred stocks of companies which have dividends that qualify for a more favorable long-term capital gains tax rate. It invests in stocks of companies across diversified market capitalizations. The fund benchmarks the performance of its portfolio against a composite benchmark comprised of 55 percent Bank of America Merrill Lynch Preferred Stock DRD Eligible Index and 45 percent SP 500 Utilities Index. John Hancock Tax-Advantaged Dividend Income Fund was formed on February 27, 2004 and is domiciled in the United States.
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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 John Fund
John Hancock financial ratios help investors to determine whether John 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 John with respect to the benefits of owning John Hancock security.
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