Janus Henderson Group Stock Market Value
| JHG Stock | USD 44.33 0.54 1.20% |
| Symbol | Janus |
Janus Henderson Group Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Janus Henderson. If investors know Janus will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Janus Henderson listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.70) | Dividend Share 1.56 | Earnings Share 2.53 | Revenue Per Share 14.874 | Quarterly Revenue Growth 0.199 |
The market value of Janus Henderson Group is measured differently than its book value, which is the value of Janus that is recorded on the company's balance sheet. Investors also form their own opinion of Janus Henderson's value that differs from its market value or its book value, called intrinsic value, which is Janus Henderson'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 Janus Henderson's market value can be influenced by many factors that don't directly affect Janus Henderson'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 Janus Henderson's value and its price as these two are different measures arrived at by different means. Investors typically determine if Janus Henderson is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Janus Henderson'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.
Janus Henderson '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 Janus Henderson's stock 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 Janus Henderson.
| 08/06/2024 |
| 12/04/2024 |
If you would invest 0.00 in Janus Henderson on August 6, 2024 and sell it all today you would earn a total of 0.00 from holding Janus Henderson Group or generate 0.0% return on investment in Janus Henderson over 120 days. Janus Henderson is related to or competes with Franklin Resources, State Street, Northern Trust, Principal Financial, Brightsphere Investment, Munivest Fund, and Federated Premier. Janus Henderson Group plc is an asset management holding entity More
Janus Henderson 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 Janus Henderson's stock 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 Janus Henderson Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.1088 | |||
| Maximum Drawdown | 8.21 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 2.65 |
Janus Henderson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Janus Henderson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Janus Henderson's standard deviation. In reality, there are many statistical measures that can use Janus Henderson historical prices to predict the future Janus Henderson's volatility.| Risk Adjusted Performance | 0.1466 | |||
| Jensen Alpha | 0.1125 | |||
| Total Risk Alpha | 0.0641 | |||
| Sortino Ratio | 0.1244 | |||
| Treynor Ratio | 0.1804 |
Janus Henderson Group Backtested Returns
Janus Henderson appears to be very steady, given 3 months investment horizon. Janus Henderson Group holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23% return per unit of risk over the last 3 months. We have found thirty technical indicators for Janus Henderson Group, which you can use to evaluate the volatility of the firm. Please utilize Janus Henderson's Risk Adjusted Performance of 0.1466, market risk adjusted performance of 0.1904, and Downside Deviation of 1.29 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Janus Henderson holds a performance score of 17. The company retains a Market Volatility (i.e., Beta) of 1.46, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Janus Henderson will likely underperform. Please check Janus Henderson's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Janus Henderson's current trending patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Janus Henderson Group has good predictability. Overlapping area represents the amount of predictability between Janus Henderson time series from 6th of August 2024 to 5th of October 2024 and 5th of October 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Janus Henderson Group price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Janus Henderson price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 6.36 |
Janus Henderson Group lagged returns against current returns
Autocorrelation, which is Janus Henderson stock'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 Janus Henderson's stock expected returns. We can calculate the autocorrelation of Janus Henderson returns to help us make a trade decision. For example, suppose you find that Janus Henderson has exhibited high autocorrelation historically, and you observe that the stock 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 |
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Janus Henderson 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 Janus Henderson stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Janus Henderson stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Janus Henderson stock over time.
Current vs Lagged Prices |
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Janus Henderson Lagged Returns
When evaluating Janus Henderson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Janus Henderson stock have on its future price. Janus Henderson 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, Janus Henderson autocorrelation shows the relationship between Janus Henderson stock current value and its past values and can show if there is a momentum factor associated with investing in Janus Henderson Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Janus Henderson Group is a strong investment it is important to analyze Janus Henderson's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Janus Henderson's future performance. For an informed investment choice regarding Janus Stock, refer to the following important reports:Check out Janus Henderson Correlation, Janus Henderson Volatility and Janus Henderson Alpha and Beta module to complement your research on Janus Henderson. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Janus Henderson technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.