Hennessy Japan Small Fund Market Value
| HJSIX Fund | USD 21.81 0.15 0.69% |
| Symbol | 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.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Hennessy Japan on November 15, 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 | 0.9804 | |||
| Information Ratio | 0.1961 | |||
| Maximum Drawdown | 16.28 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.49 |
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 | 0.1974 | |||
| Jensen Alpha | 0.4705 | |||
| Total Risk Alpha | 0.2933 | |||
| Sortino Ratio | 0.4083 | |||
| Treynor Ratio | 56.75 |
Hennessy Japan February 13, 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 | 0.1974 | |||
| Market Risk Adjusted Performance | 56.76 | |||
| Mean Deviation | 0.9948 | |||
| Semi Deviation | 0.2992 | |||
| Downside Deviation | 0.9804 | |||
| Coefficient Of Variation | 424.28 | |||
| Standard Deviation | 2.04 | |||
| Variance | 4.17 | |||
| Information Ratio | 0.1961 | |||
| Jensen Alpha | 0.4705 | |||
| Total Risk Alpha | 0.2933 | |||
| Sortino Ratio | 0.4083 | |||
| Treynor Ratio | 56.75 | |||
| Maximum Drawdown | 16.28 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.49 | |||
| Downside Variance | 0.9612 | |||
| Semi Variance | 0.0895 | |||
| Expected Short fall | (1.24) | |||
| Skewness | 5.31 | |||
| Kurtosis | 36.73 |
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 0.25, which attests that the entity had a 0.25 % return per unit of risk over the last 3 months. By evaluating Hennessy Japan's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please utilize Hennessy Japan's Market Risk Adjusted Performance of 56.76, risk adjusted performance of 0.1974, and Downside Deviation of 0.9804 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.0083, which attests to not very significant fluctuations relative to the market. 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 | 0.76 |
Good predictability
Hennessy Japan Small has good predictability. Overlapping area represents the amount of predictability between Hennessy Japan time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 0.76 indicates that around 76.0% of current Hennessy Japan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
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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