Janus Henderson (Australia) Performance
| JZRO Etf | 26.77 0.83 3.01% |
The etf retains a Market Volatility (i.e., Beta) of -0.0905, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Janus Henderson are expected to decrease at a much lower rate. During the bear market, Janus Henderson is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Janus Henderson Net has generated negative risk-adjusted returns adding no value to investors with long positions. 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
1 | Janus Henderson unveils new active fixed interest ETF, as 2025 signals a new growth cycle for fixed interest in Australia - AdviserVoice | 02/13/2025 |
Janus |
Janus Henderson Relative Risk vs. Return Landscape
If you would invest 2,751 in Janus Henderson Net on December 4, 2024 and sell it today you would lose (74.00) from holding Janus Henderson Net or give up 2.69% of portfolio value over 90 days. Janus Henderson Net is generating negative expected returns and assumes 0.69% volatility on return distribution over the 90 days horizon. Simply put, 6% 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 |
| Risk |
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 = -0.0624
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JZRO |
Estimated Market Risk
| 0.69 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
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Janus Henderson 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 Janus Henderson by adding Janus Henderson 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.| Janus Henderson Net generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Janus Henderson unveils new active fixed interest ETF, as 2025 signals a new growth cycle for fixed interest in Australia - AdviserVoice |
Other Information on Investing in Janus Etf
Janus Henderson financial ratios help investors to determine whether Janus Etf 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 Janus with respect to the benefits of owning Janus Henderson security.