Jhancock Disciplined Value Fund Market Value
| JDVNX Fund | USD 24.34 0.02 0.08% |
| 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.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Jhancock Disciplined on April 22, 2025 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 T Rowe, T Rowe, Mutual Of, Janus Global, and Tiaa-cref Lifestyle. The fund normally invests at least 80 percent of its net assets in a diversified portfolio consisting primarily of equit... 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.
| Downside Deviation | 0.8045 | |||
| Information Ratio | 0.0684 | |||
| Maximum Drawdown | 4.11 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.72 |
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 | 0.2289 | |||
| Jensen Alpha | 0.0834 | |||
| Total Risk Alpha | 0.0744 | |||
| Sortino Ratio | 0.0671 | |||
| Treynor Ratio | 0.2385 |
Jhancock Disciplined Backtested Returns
Jhancock Disciplined appears to be very steady, given 3 months investment horizon. Jhancock Disciplined holds Efficiency (Sharpe) Ratio of 0.31, which attests that the entity had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Jhancock Disciplined, which you can use to evaluate the volatility of the entity. Please utilize Jhancock Disciplined's Downside Deviation of 0.8045, risk adjusted performance of 0.2289, and Market Risk Adjusted Performance of 0.2485 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.77, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jhancock Disciplined's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jhancock Disciplined is expected to be smaller as well.
Auto-correlation | 0.89 |
Very good predictability
Jhancock Disciplined Value has very good predictability. Overlapping area represents the amount of predictability between Jhancock Disciplined time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Jhancock Disciplined price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Jhancock Disciplined price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
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.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| CEOs Directory Screen CEOs from public companies around the world |