Jhancock Disciplined Value Fund Market Value
| JDVNX Fund | USD 22.29 0.43 1.97% |
| Symbol | Jhancock |
Jhancock Disciplined '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 Jhancock Disciplined'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 Jhancock Disciplined.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Jhancock Disciplined on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Jhancock Disciplined Value or generate 0.0% return on investment in Jhancock Disciplined over 90 days. Jhancock Disciplined is related to or competes with Metropolitan West, Litman Gregory, Aqr Alternative, Transamerica High, Ab High, Barings High, and Rivernorthoaktree. The investment seeks to provide long-term growth of capital primarily through investment in equity securities current in... More
Jhancock Disciplined 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 Jhancock Disciplined'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 Jhancock Disciplined Value upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 10.15 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 1.18 |
Jhancock Disciplined Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jhancock Disciplined's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jhancock Disciplined's standard deviation. In reality, there are many statistical measures that can use Jhancock Disciplined historical prices to predict the future Jhancock Disciplined's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 1.36 |
Jhancock Disciplined Backtested Returns
Jhancock Disciplined holds Efficiency (Sharpe) Ratio of -0.15, which attests that the entity had a -0.15 % return per unit of risk over the last 3 months. Jhancock Disciplined exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jhancock Disciplined's Standard Deviation of 1.58, risk adjusted performance of (0.13), and Market Risk Adjusted Performance of 1.37 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jhancock Disciplined are expected to decrease at a much lower rate. During the bear market, Jhancock Disciplined is likely to outperform the market.
Auto-correlation | -0.3 |
Weak reverse predictability
Jhancock Disciplined Value has weak reverse predictability. Overlapping area represents the amount of predictability between Jhancock Disciplined time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Jhancock Disciplined price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Jhancock Disciplined price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Jhancock Disciplined lagged returns against current returns
Autocorrelation, which is Jhancock Disciplined mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Jhancock Disciplined's mutual fund expected returns. We can calculate the autocorrelation of Jhancock Disciplined returns to help us make a trade decision. For example, suppose you find that Jhancock Disciplined has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Jhancock Disciplined regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Jhancock Disciplined mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jhancock Disciplined mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jhancock Disciplined mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jhancock Disciplined Lagged Returns
When evaluating Jhancock Disciplined's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jhancock Disciplined mutual fund have on its future price. Jhancock Disciplined autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Jhancock Disciplined autocorrelation shows the relationship between Jhancock Disciplined mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jhancock Disciplined Value.
Regressed Prices |
| Timeline |
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 Jhancock Mutual Fund
Jhancock Disciplined financial ratios help investors to determine whether Jhancock 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 Jhancock with respect to the benefits of owning Jhancock Disciplined security.
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