Janus Henderson Small Etf Key Fundamental Indicators
| JSML Etf | USD 77.22 1.37 1.81% |
As of the 31st of January, Janus Henderson retains the Downside Deviation of 1.36, risk adjusted performance of 0.0143, and Market Risk Adjusted Performance of 0.0353. Janus Henderson 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 Janus Henderson Small standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and expected short fall to decide if Janus Henderson is priced fairly, providing market reflects its last-minute price of 77.22 per share.
Janus Henderson'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 Janus Henderson's valuation are provided below:Janus Henderson 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. Janus Henderson Small's market price often diverges from its book value, the accounting figure shown on Janus's balance sheet. Smart investors calculate Janus Henderson's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Janus Henderson's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Understanding that Janus Henderson's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Janus Henderson represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. 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.
Janus Henderson '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 Janus Henderson's etf 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 Janus Henderson.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Janus Henderson on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Janus Henderson Small or generate 0.0% return on investment in Janus Henderson over 90 days. Janus Henderson is related to or competes with Invesco SP, Morgan Stanley, Invesco SP, Invesco SP, VictoryShares Dividend, First Trust, and Inspire SmallMid. The fund pursues its investment objective by normally investing at least 80 percent of its net assets in the securities ... More
Janus Henderson 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 Janus Henderson's etf 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 Janus Henderson Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 1.67 |
Janus Henderson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Janus Henderson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Janus Henderson's standard deviation. In reality, there are many statistical measures that can use Janus Henderson historical prices to predict the future Janus Henderson's volatility.| Risk Adjusted Performance | 0.0143 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0253 |
Janus Henderson January 31, 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 | 0.0143 | |||
| Market Risk Adjusted Performance | 0.0353 | |||
| Mean Deviation | 0.9112 | |||
| Semi Deviation | 1.32 | |||
| Downside Deviation | 1.36 | |||
| Coefficient Of Variation | 7001.53 | |||
| Standard Deviation | 1.21 | |||
| Variance | 1.46 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0253 | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 1.67 | |||
| Downside Variance | 1.84 | |||
| Semi Variance | 1.76 | |||
| Expected Short fall | (0.85) | |||
| Skewness | (0.41) | |||
| Kurtosis | 0.4694 |
Janus Henderson Small Backtested Returns
As of now, Janus Etf is very steady. Janus Henderson Small holds Efficiency (Sharpe) Ratio of 0.0632, which attests that the entity had a 0.0632 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Janus Henderson Small, which you can use to evaluate the volatility of the entity. Please check out Janus Henderson's Downside Deviation of 1.36, risk adjusted performance of 0.0143, and Market Risk Adjusted Performance of 0.0353 to validate if the risk estimate we provide is consistent with the expected return of 0.0778%. The etf retains a Market Volatility (i.e., Beta) of 0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Janus Henderson's returns are expected to increase less than the market. However, during the bear market, the loss of holding Janus Henderson is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Janus Henderson Small has below average predictability. Overlapping area represents the amount of predictability between Janus Henderson time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 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 Janus Henderson Small price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Janus Henderson price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 2.16 |
Price to Book ratio is mostly used in financial services industries where assets and liabilities are typically represented by dollars. Although low Price to Book ratio generally implies that the firm is undervalued, it is often a good indicator that the company may be in financial or managerial distress and should be investigated more carefully.
| Competition |
Based on the latest financial disclosure, Janus Henderson Small has a Price To Book of 3.11 times. This is much higher than that of the Janus Henderson family and significantly higher than that of the Small Growth category. The price to book for all United States etfs is notably lower than that of the firm.
Janus Henderson Small Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Janus Henderson's current stock value. Our valuation model uses many indicators to compare Janus Henderson value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Janus Henderson competition to find correlations between indicators driving Janus Henderson's intrinsic value. More Info.Janus Henderson Small is considered the top ETF in price to earning as compared to similar ETFs. It also is considered the top ETF in price to book as compared to similar ETFs fabricating about 0.13 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Janus Henderson Small is roughly 7.71 . Comparative valuation analysis is a catch-all technique that is used if you cannot value Janus Henderson 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.Janus Price To Book Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Janus Henderson's direct or indirect competition against its Price To Book to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Janus Henderson could also be used in its relative valuation, which is a method of valuing Janus Henderson by comparing valuation metrics of similar companies.Janus Henderson is currently under evaluation in price to book as compared to similar ETFs.
Janus Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Janus Henderson's current stock value. Our valuation model uses many indicators to compare Janus Henderson value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Janus Henderson competition to find correlations between indicators driving Janus Henderson's intrinsic value. More Info.Janus Henderson Small is considered the top ETF in price to earning as compared to similar ETFs. It also is considered the top ETF in price to book as compared to similar ETFs fabricating about 0.13 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Janus Henderson Small is roughly 7.71 . Comparative valuation analysis is a catch-all technique that is used if you cannot value Janus Henderson 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.Fund Asset Allocation for Janus Henderson
The fund invests 99.99% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides Janus Henderson'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 to buy 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 buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
Janus Fundamentals
| Price To Earning | 23.99 X | |||
| Price To Book | 3.11 X | |||
| Price To Sales | 1.61 X | |||
| Number Of Employees | 10 | |||
| Beta | 1.43 | |||
| Total Asset | 74.41 M | |||
| One Year Return | 12.10 % | |||
| Three Year Return | 15.90 % | |||
| Five Year Return | 3.40 % | |||
| Net Asset | 74.41 M | |||
| Last Dividend Paid | 0.12 | |||
| Equity Positions Weight | 99.99 % |
About Janus Henderson Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Janus Henderson Small's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Janus Henderson using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Janus Henderson Small based on its fundamental data. In general, a quantitative approach, as applied to this etf, 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 pursues its investment objective by normally investing at least 80 percent of its net assets in the securities that comprise the underlying index. Janus Smallcap is traded on NASDAQ Exchange in the United States.
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Janus Henderson Small's market price often diverges from its book value, the accounting figure shown on Janus's balance sheet. Smart investors calculate Janus Henderson's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Janus Henderson's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Understanding that Janus Henderson's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Janus Henderson represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. 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.