Janus Henderson Small Etf Market Value
| JSML Etf | USD 75.85 1.37 1.77% |
| Symbol | Janus |
Janus Henderson Small's market price often diverges from its book value, the accounting figure shown on Janus's balance sheet. Smart investors calculate Janus Henderson's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Janus Henderson's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Understanding that Janus Henderson's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Janus Henderson represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. 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 etf 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.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Janus Henderson on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Janus Henderson Small or generate 0.0% return on investment in Janus Henderson over 90 days. Janus Henderson is related to or competes with Invesco SP, Morgan Stanley, Invesco SP, Invesco SP, VictoryShares Dividend, First Trust, and Inspire SmallMid. The fund pursues its investment objective by normally investing at least 80 percent of its net assets in the securities ... 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 etf 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 Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.0024 | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 1.67 |
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 | 0.0321 | |||
| Jensen Alpha | 0.0406 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.002 | |||
| Treynor Ratio | (0.50) |
Janus Henderson February 1, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0321 | |||
| Market Risk Adjusted Performance | (0.49) | |||
| Mean Deviation | 0.9351 | |||
| Semi Deviation | 1.38 | |||
| Downside Deviation | 1.49 | |||
| Coefficient Of Variation | 2593.72 | |||
| Standard Deviation | 1.24 | |||
| Variance | 1.54 | |||
| Information Ratio | 0.0024 | |||
| Jensen Alpha | 0.0406 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.002 | |||
| Treynor Ratio | (0.50) | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 1.67 | |||
| Downside Variance | 2.22 | |||
| Semi Variance | 1.92 | |||
| Expected Short fall | (0.85) | |||
| Skewness | (0.49) | |||
| Kurtosis | 0.3738 |
Janus Henderson Small Backtested Returns
As of now, Janus Etf is very steady. Janus Henderson Small holds Efficiency (Sharpe) Ratio of 0.0386, which attests that the entity had a 0.0386 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Janus Henderson Small, which you can use to evaluate the volatility of the entity. Please check out Janus Henderson's Risk Adjusted Performance of 0.0321, market risk adjusted performance of (0.49), and Downside Deviation of 1.49 to validate if the risk estimate we provide is consistent with the expected return of 0.0479%. The etf retains a Market Volatility (i.e., Beta) of -0.0762, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Janus Henderson are expected to decrease at a much lower rate. During the bear market, Janus Henderson is likely to outperform the market.
Auto-correlation | 0.19 |
Very weak predictability
Janus Henderson Small has very weak predictability. Overlapping area represents the amount of predictability between Janus Henderson time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st of February 2026. 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 Small price movement. The serial correlation of 0.19 indicates that over 19.0% of current Janus Henderson price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 1.87 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ProphetCheck out Janus Henderson Correlation, Janus Henderson Volatility and Janus Henderson Performance module to complement your research on Janus Henderson. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Janus Henderson technical etf 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, etf market cycles, or different charting patterns.