Janus Henderson (Australia) Performance
| JZRO Etf | 27.76 0.01 0.04% |
The etf retains a Market Volatility (i.e., Beta) of 0.0474, 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.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Janus Henderson Net are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Janus Henderson is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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Janus Henderson Relative Risk vs. Return Landscape
If you would invest 2,747 in Janus Henderson Net on November 3, 2024 and sell it today you would earn a total of 29.00 from holding Janus Henderson Net or generate 1.06% return on investment over 90 days. Janus Henderson Net is generating 0.0193% of daily returns and assumes 0.6548% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than Janus, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Janus Henderson Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Janus Henderson's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Janus Henderson Net, and traders can use it to determine the average amount a Janus Henderson's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0295
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Estimated Market Risk
| 0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Janus Henderson is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Janus Henderson by adding it to a well-diversified portfolio.
About Janus Henderson Performance
Assessing Janus Henderson's fundamental ratios provides investors with valuable insights into Janus Henderson's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Janus Henderson is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Janus Henderson is entity of Australia. It is traded as Etf on AU exchange.