John Hancock Multifactor Etf Market Value
| JHSC Etf | USD 45.78 0.02 0.04% |
| Symbol | John |
Investors evaluate John Hancock Multifactor using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating John Hancock's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause John Hancock's market price to deviate significantly from intrinsic value.
Understanding that John Hancock's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether John Hancock represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, John Hancock's market price signifies the transaction level at which participants voluntarily complete trades.
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 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 John Hancock.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in John Hancock on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding John Hancock Multifactor or generate 0.0% return on investment in John Hancock over 90 days. John Hancock is related to or competes with Legg Mason, First Trust, NuShares ETF, Opus Small, IShares North, Harris Oakmark, and Capital Group. The fund normally invests at least 80 percent of its net assets in securities that compose the funds index 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 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 John Hancock Multifactor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7335 | |||
| Information Ratio | 0.1044 | |||
| Maximum Drawdown | 4.83 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 2.2 |
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 | 0.1678 | |||
| Jensen Alpha | 0.0927 | |||
| Total Risk Alpha | 0.0752 | |||
| Sortino Ratio | 0.1402 | |||
| Treynor Ratio | 0.183 |
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 26, 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 | 0.1678 | |||
| Market Risk Adjusted Performance | 0.193 | |||
| Mean Deviation | 0.7502 | |||
| Semi Deviation | 0.4476 | |||
| Downside Deviation | 0.7335 | |||
| Coefficient Of Variation | 465.2 | |||
| Standard Deviation | 0.9854 | |||
| Variance | 0.9711 | |||
| Information Ratio | 0.1044 | |||
| Jensen Alpha | 0.0927 | |||
| Total Risk Alpha | 0.0752 | |||
| Sortino Ratio | 0.1402 | |||
| Treynor Ratio | 0.183 | |||
| Maximum Drawdown | 4.83 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 2.2 | |||
| Downside Variance | 0.5381 | |||
| Semi Variance | 0.2004 | |||
| Expected Short fall | (0.92) | |||
| Skewness | 0.71 | |||
| Kurtosis | 0.7681 |
John Hancock Multifactor Backtested Returns
At this point, John Hancock is very steady. John Hancock Multifactor holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for John Hancock Multifactor, which you can use to evaluate the volatility of the entity. Please check out John Hancock's Risk Adjusted Performance of 0.1678, market risk adjusted performance of 0.193, and Downside Deviation of 0.7335 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. The etf retains a Market Volatility (i.e., Beta) of 1.1, which attests to a somewhat significant risk relative to the market. John Hancock returns are very sensitive to returns on the market. As the market goes up or down, John Hancock is expected to follow.
Auto-correlation | 0.43 |
Average predictability
John Hancock Multifactor has average predictability. Overlapping area represents the amount of predictability between John Hancock time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th 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 Multifactor price movement. The serial correlation of 0.43 indicates that just about 43.0% of current John Hancock price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
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.When determining whether John Hancock Multifactor offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of John Hancock's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of John Hancock Multifactor Etf. Outlined below are crucial reports that will aid in making a well-informed decision on John Hancock Multifactor Etf:Check out John Hancock Correlation, John Hancock Volatility and John Hancock Performance module to complement your research on John Hancock. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
John Hancock technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.