Jhn Hk Modr Fund Market Value
| JELMX Fund | USD 10.47 0.02 0.19% |
| Symbol | Jhn |
Jhn Hk '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 Jhn Hk'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 Jhn Hk.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Jhn Hk on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Jhn Hk Modr or generate 0.0% return on investment in Jhn Hk over 90 days. Jhn Hk is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Jhn Hk is entity of United States. It is traded as Fund on NMFQS exchange. More
Jhn Hk 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 Jhn Hk'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 Jhn Hk Modr upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4048 | |||
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 1.6 | |||
| Value At Risk | (0.57) | |||
| Potential Upside | 0.6951 |
Jhn Hk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jhn Hk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jhn Hk's standard deviation. In reality, there are many statistical measures that can use Jhn Hk historical prices to predict the future Jhn Hk's volatility.| Risk Adjusted Performance | 0.2378 | |||
| Jensen Alpha | 0.0344 | |||
| Total Risk Alpha | 0.0221 | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | 0.2835 |
Jhn Hk Modr Backtested Returns
At this stage we consider Jhn Mutual Fund to be very steady. Jhn Hk Modr holds Efficiency (Sharpe) Ratio of 0.27, which attests that the entity had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jhn Hk Modr, which you can use to evaluate the volatility of the entity. Please check out Jhn Hk's Downside Deviation of 0.4048, market risk adjusted performance of 0.2935, and Risk Adjusted Performance of 0.2378 to validate if the risk estimate we provide is consistent with the expected return of 0.0824%. The fund retains a Market Volatility (i.e., Beta) of 0.3, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jhn Hk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jhn Hk is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
Jhn Hk Modr has very good predictability. Overlapping area represents the amount of predictability between Jhn Hk 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 Jhn Hk Modr price movement. The serial correlation of 0.8 indicates that around 80.0% of current Jhn Hk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Jhn Hk Modr lagged returns against current returns
Autocorrelation, which is Jhn Hk 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 Jhn Hk's mutual fund expected returns. We can calculate the autocorrelation of Jhn Hk returns to help us make a trade decision. For example, suppose you find that Jhn Hk 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 |
Jhn Hk 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 Jhn Hk mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jhn Hk mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jhn Hk mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jhn Hk Lagged Returns
When evaluating Jhn Hk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jhn Hk mutual fund have on its future price. Jhn Hk 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, Jhn Hk autocorrelation shows the relationship between Jhn Hk mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jhn Hk Modr.
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 Jhn Mutual Fund
Jhn Hk financial ratios help investors to determine whether Jhn 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 Jhn with respect to the benefits of owning Jhn Hk security.
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