John Hancock Multifactor Etf Performance
| JHML Etf | USD 67.41 1.34 2.03% |
The etf retains a Market Volatility (i.e., Beta) of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, John Hancock's returns are expected to increase less than the market. However, during the bear market, the loss of holding John Hancock is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days John Hancock Multifactor has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest unfluctuating performance, the Etf's primary indicators remain persistent and the latest mess on Wall Street may also be a sign of long-standing gains for the ETF venture institutional investors. ...more
1 | Sanctuary Advisors LLC Sells 661 Shares of John Hancock Multifactor Large Cap ETF | 12/19/2024 |
2 | Trading With Integrated Risk Controls - Stock Traders Daily | 01/16/2025 |
3 | JPMorgan Chase Co. Sells 5,599 Shares of Global SuperDividend US ETF - Defense World | 01/28/2025 |
4 | John Hancock Multifactor Large Cap ETF Shares Sold by Moloney Securities Asset Management LLC | 02/10/2025 |
5 | JHML Multi-Factor Vs. Single Factors - Seeking Alpha | 02/21/2025 |
6 | Pivots Trading Plans and Risk Controls - Stock Traders Daily | 02/28/2025 |
7 | Avantax Advisory Services Inc. Has 15.18 Million Stock Holdings in John Hancock Multifactor Large Cap ETF | 03/13/2025 |
| In Threey Sharp Ratio | 0.41 |
John |
John Hancock Relative Risk vs. Return Landscape
If you would invest 7,200 in John Hancock Multifactor on December 16, 2024 and sell it today you would lose (459.00) from holding John Hancock Multifactor or give up 6.37% of portfolio value over 90 days. John Hancock Multifactor is currently does not generate positive expected returns and assumes 0.9566% risk (volatility on return distribution) over the 90 days horizon. In different words, 8% of etfs are less volatile than John, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
John Hancock Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for John Hancock's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as John Hancock Multifactor, and traders can use it to determine the average amount a John Hancock'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 = -0.1081
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| Negative Returns | JHML |
Estimated Market Risk
| 0.96 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average John Hancock 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 John Hancock by adding John Hancock to a well-diversified portfolio.
John Hancock Fundamentals Growth
John Etf prices reflect investors' perceptions of the future prospects and financial health of John Hancock, and John Hancock fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on John Etf performance.
| Price To Earning | 19.07 X | |||
| Price To Book | 2.67 X | |||
| Price To Sales | 1.64 X | |||
| Total Asset | 679.04 M | |||
About John Hancock Performance
By examining John Hancock's fundamental ratios, stakeholders can obtain critical insights into John Hancock's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that John Hancock is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund normally invests at least 80 percent of its net assets in securities that compose the funds index. JH Largecap is traded on NYSEARCA Exchange in the United States.| John Hancock generated a negative expected return over the last 90 days | |
| Latest headline from thelincolnianonline.com: Avantax Advisory Services Inc. Has 15.18 Million Stock Holdings in John Hancock Multifactor Large Cap ETF | |
| The fund retains 99.88% of its assets under management (AUM) in equities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in John Hancock Multifactor. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in population. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
The market value of John Hancock Multifactor is measured differently than its book value, which is the value of John that is recorded on the company's balance sheet. Investors also form their own opinion of John Hancock's value that differs from its market value or its book value, called intrinsic value, which is John Hancock's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because John Hancock's market value can be influenced by many factors that don't directly affect John Hancock's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between John Hancock's value and its price as these two are different measures arrived at by different means. Investors typically determine if John Hancock is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, John Hancock's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.