Johcm Emerging Markets Fund Market Value
| JOEMX Fund | USD 15.94 0.16 1.01% |
| Symbol | Johcm |
Johcm Emerging '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 Johcm Emerging'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 Johcm Emerging.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Johcm Emerging on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Johcm Emerging Markets or generate 0.0% return on investment in Johcm Emerging over 90 days. Johcm Emerging is related to or competes with Artisan Mid, Qs Us, Auxier Focus, Archer Stock, T Rowe, Chase Growth, and Tax-managed. The fund invests, under normal circumstances, at least 80 percent of its net assets in equity securities of companies lo... More
Johcm Emerging 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 Johcm Emerging'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 Johcm Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7554 | |||
| Information Ratio | 0.1012 | |||
| Maximum Drawdown | 3.68 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.75 |
Johcm Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Johcm Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Johcm Emerging's standard deviation. In reality, there are many statistical measures that can use Johcm Emerging historical prices to predict the future Johcm Emerging's volatility.| Risk Adjusted Performance | 0.167 | |||
| Jensen Alpha | 0.1185 | |||
| Total Risk Alpha | 0.072 | |||
| Sortino Ratio | 0.1132 | |||
| Treynor Ratio | 0.2768 |
Johcm Emerging January 23, 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 | 0.167 | |||
| Market Risk Adjusted Performance | 0.2868 | |||
| Mean Deviation | 0.6986 | |||
| Semi Deviation | 0.5186 | |||
| Downside Deviation | 0.7554 | |||
| Coefficient Of Variation | 445.68 | |||
| Standard Deviation | 0.8447 | |||
| Variance | 0.7134 | |||
| Information Ratio | 0.1012 | |||
| Jensen Alpha | 0.1185 | |||
| Total Risk Alpha | 0.072 | |||
| Sortino Ratio | 0.1132 | |||
| Treynor Ratio | 0.2768 | |||
| Maximum Drawdown | 3.68 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.75 | |||
| Downside Variance | 0.5707 | |||
| Semi Variance | 0.269 | |||
| Expected Short fall | (0.84) | |||
| Skewness | 0.1237 | |||
| Kurtosis | (0.59) |
Johcm Emerging Markets Backtested Returns
At this stage we consider Johcm Mutual Fund to be very steady. Johcm Emerging Markets holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Johcm Emerging Markets, which you can use to evaluate the volatility of the entity. Please check out Johcm Emerging's Market Risk Adjusted Performance of 0.2868, downside deviation of 0.7554, and Risk Adjusted Performance of 0.167 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. The fund retains a Market Volatility (i.e., Beta) of 0.65, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Johcm Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Johcm Emerging is expected to be smaller as well.
Auto-correlation | -0.25 |
Weak reverse predictability
Johcm Emerging Markets has weak reverse predictability. Overlapping area represents the amount of predictability between Johcm Emerging time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 Johcm Emerging Markets price movement. The serial correlation of -0.25 indicates that over 25.0% of current Johcm Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
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 Johcm Mutual Fund
Johcm Emerging financial ratios help investors to determine whether Johcm 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 Johcm with respect to the benefits of owning Johcm Emerging security.
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