Jhvit Core Bond Fund Market Value
| JAAEX Fund | USD 11.51 0.01 0.09% |
| Symbol | Jhvit |
Please note, there is a significant difference between Jhvit Core's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jhvit Core is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jhvit Core'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.
Jhvit Core '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 Jhvit Core'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 Jhvit Core.
| 05/19/2025 |
| 08/17/2025 |
If you would invest 0.00 in Jhvit Core on May 19, 2025 and sell it all today you would earn a total of 0.00 from holding Jhvit Core Bond or generate 0.0% return on investment in Jhvit Core over 90 days. Jhvit Core is related to or competes with Global Gold, International Investors, Gold, Deutsche Gold, Europac Gold, and Oppenheimer Gold. Jhvit Core is entity of United States. It is traded as Fund on NMFQS exchange. More
Jhvit Core 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 Jhvit Core'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 Jhvit Core Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2665 | |||
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 1.16 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.5259 |
Jhvit Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jhvit Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jhvit Core's standard deviation. In reality, there are many statistical measures that can use Jhvit Core historical prices to predict the future Jhvit Core's volatility.| Risk Adjusted Performance | 0.089 | |||
| Jensen Alpha | 0.0235 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.22) | |||
| Treynor Ratio | 0.3978 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jhvit Core's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Jhvit Core Bond Backtested Returns
At this stage we consider Jhvit Mutual Fund to be very steady. Jhvit Core Bond holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jhvit Core Bond, which you can use to evaluate the volatility of the entity. Please check out Jhvit Core's Risk Adjusted Performance of 0.089, market risk adjusted performance of 0.4078, and Downside Deviation of 0.2665 to validate if the risk estimate we provide is consistent with the expected return of 0.038%. The fund retains a Market Volatility (i.e., Beta) of 0.0764, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jhvit Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jhvit Core is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Jhvit Core Bond has very good predictability. Overlapping area represents the amount of predictability between Jhvit Core time series from 19th of May 2025 to 3rd of July 2025 and 3rd of July 2025 to 17th of August 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 Jhvit Core Bond price movement. The serial correlation of 0.81 indicates that around 81.0% of current Jhvit Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Jhvit Core Bond lagged returns against current returns
Autocorrelation, which is Jhvit Core 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 Jhvit Core's mutual fund expected returns. We can calculate the autocorrelation of Jhvit Core returns to help us make a trade decision. For example, suppose you find that Jhvit Core 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 |
Jhvit Core 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 Jhvit Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jhvit Core mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jhvit Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jhvit Core Lagged Returns
When evaluating Jhvit Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jhvit Core mutual fund have on its future price. Jhvit Core 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, Jhvit Core autocorrelation shows the relationship between Jhvit Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jhvit Core Bond.
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 Jhvit Mutual Fund
Jhvit Core financial ratios help investors to determine whether Jhvit 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 Jhvit with respect to the benefits of owning Jhvit Core security.
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