Janus Investment Fund Market Value
| JCNNX Fund | USD 29.36 0.03 0.10% |
| Symbol | Janus |
Janus Investment '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 Investment'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 Janus Investment.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Janus Investment on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Janus Investment or generate 0.0% return on investment in Janus Investment over 90 days. Janus Investment is related to or competes with Janus Research, Janus Research, Janus Research, Janus Research, Janus Henderson, Janus Research, and Enterprise Portfolio. The fund invests at least 80 percent of its net assets in equity securities with the potential for long-term growth of c... More
Janus Investment 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 Investment'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 Janus Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.0965 | |||
| Maximum Drawdown | 7.09 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.54 |
Janus Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Janus Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Janus Investment's standard deviation. In reality, there are many statistical measures that can use Janus Investment historical prices to predict the future Janus Investment's volatility.| Risk Adjusted Performance | 0.2174 | |||
| Jensen Alpha | 0.3188 | |||
| Total Risk Alpha | 0.0547 | |||
| Sortino Ratio | 0.1166 | |||
| Treynor Ratio | (1.70) |
Janus Investment Backtested Returns
Janus Investment appears to be very steady, given 3 months investment horizon. Janus Investment holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Janus Investment, which you can use to evaluate the volatility of the entity. Please utilize Janus Investment's Downside Deviation of 1.04, risk adjusted performance of 0.2174, and Market Risk Adjusted Performance of (1.69) to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Janus Investment are expected to decrease at a much lower rate. During the bear market, Janus Investment is likely to outperform the market.
Auto-correlation | 0.72 |
Good predictability
Janus Investment has good predictability. Overlapping area represents the amount of predictability between Janus Investment time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 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 Janus Investment price movement. The serial correlation of 0.72 indicates that around 72.0% of current Janus Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.78 |
Janus Investment lagged returns against current returns
Autocorrelation, which is Janus Investment 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 Janus Investment's mutual fund expected returns. We can calculate the autocorrelation of Janus Investment returns to help us make a trade decision. For example, suppose you find that Janus Investment 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 |
Janus Investment 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 Investment mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Janus Investment mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Janus Investment mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Janus Investment Lagged Returns
When evaluating Janus Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Janus Investment mutual fund have on its future price. Janus Investment 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 Investment autocorrelation shows the relationship between Janus Investment mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Janus Investment.
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 Janus Mutual Fund
Janus Investment financial ratios help investors to determine whether Janus 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 Janus with respect to the benefits of owning Janus Investment security.
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