John Hancock Funds Fund Net Income
| JABKX Fund | USD 11.92 0.01 0.08% |
As of the 5th of February, John Hancock retains the Downside Deviation of 0.3806, market risk adjusted performance of 0.4383, and Risk Adjusted Performance of 0.0663. 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.
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:John Hancock Funds 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. 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 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 John Hancock.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in John Hancock on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding John Hancock Funds or generate 0.0% return on investment in John Hancock over 90 days. John Hancock is related to or competes with Regional Bank, Regional Bank, Multimanager Lifestyle, Multimanager Lifestyle, Multimanager Lifestyle, Regional Bank, and J Hancock. The fund operates as a fund of funds and normally invests approximately 60 percent of its assets in underlying funds tha... 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 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 John Hancock Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3806 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 1.44 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 0.5213 |
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 | 0.0663 | |||
| Jensen Alpha | 0.0209 | |||
| Total Risk Alpha | 7.0E-4 | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.4283 |
John Hancock February 5, 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 | 0.0663 | |||
| Market Risk Adjusted Performance | 0.4383 | |||
| Mean Deviation | 0.2409 | |||
| Semi Deviation | 0.2451 | |||
| Downside Deviation | 0.3806 | |||
| Coefficient Of Variation | 921.59 | |||
| Standard Deviation | 0.3124 | |||
| Variance | 0.0976 | |||
| Information Ratio | (0.1) | |||
| Jensen Alpha | 0.0209 | |||
| Total Risk Alpha | 7.0E-4 | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.4283 | |||
| Maximum Drawdown | 1.44 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 0.5213 | |||
| Downside Variance | 0.1448 | |||
| Semi Variance | 0.0601 | |||
| Expected Short fall | (0.27) | |||
| Skewness | (0.44) | |||
| Kurtosis | 0.1386 |
John Hancock Funds Backtested Returns
At this stage we consider John Mutual Fund to be very steady. John Hancock Funds holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for John Hancock Funds, which you can use to evaluate the volatility of the entity. Please check out John Hancock's Risk Adjusted Performance of 0.0663, downside deviation of 0.3806, and Market Risk Adjusted Performance of 0.4383 to validate if the risk estimate we provide is consistent with the expected return of 0.0487%. The fund retains a Market Volatility (i.e., Beta) of 0.0558, 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 | 0.58 |
Modest predictability
John Hancock Funds has modest predictability. Overlapping area represents the amount of predictability between John Hancock time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Funds price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current John Hancock price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, John Hancock Funds reported net income of 0.0. This indicator is about the same for the John Hancock average (which is currently at 0.0) family and about the same as Allocation--30% to 50% Equity (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
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 Funds is currently considered the top fund in annual yield among similar funds. It also is currently considered the top fund in net asset among similar funds making up about 13,834,631,502 of Net Asset per Annual Yield. 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 John Hancock's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for John Hancock
The fund invests 38.72% of asset under management in tradable equity instruments, with the rest of investments concentrated in bonds (54.24%) , cash (6.13%) and various exotic instruments.Asset allocation divides John Hancock'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.
John Fundamentals
| Total Asset | 295.08 M | ||||
| Annual Yield | 0.03 % | ||||
| Net Asset | 377.69 M | ||||
| Minimum Initial Investment | 1 K | ||||
| Last Dividend Paid | 0.035 | ||||
| Cash Position Weight | 6.13 % | ||||
| Equity Positions Weight | 38.72 % | ||||
| Bond Positions Weight | 54.24 % |
About John Hancock Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze John Hancock Funds'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 Funds 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.
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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 Mutual Fund
John Hancock financial ratios help investors to determine whether John 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 John with respect to the benefits of owning John Hancock security.
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