John Hancock Multifactor Consumer Staples ETF
Ticker
JHMS
ISIN
US47804J875
Price
USD 35.43
Change Today
-
Price 1 year ago
34.96 / 1.356 %
Morningstar
5
52 Week Low
33.68
52 Week High
40.15
200 Day Moving Average 36.80
36.80
50-day Moving Average
35.51
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.00 |
| Sortino Ratio | NaN |
| Maximum Drawdown | 0.0% |
| Maximum Drawdown Date | 2023-11-15 |
| Calmar Ratio | None |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | -5.21 |
| Return | 0.00 |
| Volatility | 0.0% |
| Alpha | +14.69 |
| Beta | +0.48 |
| R Squared | +42.91 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 6.52% |
| Average Annual Volatility | 16.216% |
| Sharpe Ratio | 0.40 |
| Sortino Ratio | 0.27 |
| Maximum Drawdown | -24.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.29 |
Company information
Summary
The fund normally invests at least 80% of its net assets (plus any borrowings for investment purposes) in securities that compose the fund's index. The index is designed to comprise securities in the consumer staples sector within the U.S. Universe whose market capitalizations are larger than that of the 1001st largest U.S. company at the time of reconstitution. The fund is non-diversified.
Market
US
Category
Consumer Defensive
Expense Ratio
0.40%
Fund family
John Hancock
Morningstar
5
Yield
0.0191
Exchange
PCX
| Sector | Weight |
|---|---|
| Consumer defensive | 92.29% |
| Basic materials | 4.38% |
| Healthcare | 2.34% |
| Consumer cyclical | 0.88% |
| Realestate | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| COST | Costco Wholesale Corp | 6.49% |
| PG | Procter & Gamble Co | 6.24% |
| KO | Coca-Cola Co | 6.21% |
| PEP | PepsiCo Inc | 5.96% |
| WMT | Walmart Inc | 5.2% |
| KR | The Kroger Co | 3.74% |
| MDLZ | Mondelez International Inc Class A | 3.7% |
| ADM | Archer-Daniels Midland Co | 3.59% |
| PM | Philip Morris International Inc | 3.33% |
| CTVA | Corteva Inc | 3.12% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| JHMF | John Hancock Multifactor Financials ETF | US47804J404 | PCX | 0.40% | 4 | +3.24 | +0.98 |
| JHMH | John Hancock Multifactor Health Care ETF | US47804J503 | PCX | 0.40% | 4 | +3.38 | +0.88 |
| JHMI | John Hancock Multifactor Industrials ETF | US47804J883 | PCX | 0.40% | 4 | +10.63 | +1.26 |
| JHMM | John Hancock Multifactor Mid Cap ETF | US47804J2069 | PCX | 0.41% | 4 | +7.67 | |
| JHMS | John Hancock Multifactor Consumer Staples ETF | US47804J875 | PCX | 0.40% | 5 | +14.69 | +0.48 |
| JHMT | John Hancock Multifactor Technology ETF | US47804J602 | PCX | 0.40% | 4 | +3.76 | +1.46 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.