Johcm International Select Fund Price on November 14, 2023
If you're considering investing in Johcm Mutual Fund, it is important to understand the factors that can impact its price. Johcm International holds Efficiency (Sharpe) Ratio of -0.047, which attests that the entity had a -0.047% return per unit of risk over the last 3 months. Johcm International exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Johcm International's Standard Deviation of 0.7724, market risk adjusted performance of (0.94), and Risk Adjusted Performance of (0.04) to validate the risk estimate we provide.
Johcm Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Johcm |
Sharpe Ratio = -0.047
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| Negative Returns | JOHAX |
Estimated Market Risk
| 0.77 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Johcm International is not performing at its full potential. However, 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 Johcm International by adding Johcm International to a well-diversified portfolio.
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.
Price Boundaries
Johcm International Period Price Range
Low | November 29, 2024
| High |
0.00 | 0.00 |
Johcm International Select cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Johcm International November 29, 2024 Market Strength
Market strength indicators help investors to evaluate how Johcm International mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Johcm International shares will generate the highest return on investment. By undertsting and applying Johcm International mutual fund market strength indicators, traders can identify Johcm International Select entry and exit signals to maximize returns
Johcm International Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Johcm International's price direction in advance. Along with the technical and fundamental analysis of Johcm Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Johcm to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.95) |
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| Math Transform | ||
| Momentum Indicators | ||
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| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Johcm Mutual Fund
Johcm International 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 International security.
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