JHMF

John Hancock Multifactor Financials ETF

The John Hancock Multifactor Financials ETF tracks an index of US financial stocks, weighted for exposure to 4 factors: small size, low relative price, high profitability and high momentum.


Rules-Based, Semi-Diverse

MANAGEMENT MATRIX

CLOSEST COMP

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorJohn Hancock
CategoryUS Equities
Asset classEquity
Websitelink...
Inception dateSep 28, 2015
Assets (mns)$0
Expense ratio40 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-End Investment Company
DistributionsSemi-Annually
Taxation1099
Stock selectionMarket Cap
WeightingMulti-Factor
Holdings TransparencyFull
Derivatives-basedNo
Options availableNo
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
Constituent Breakdown
Number of holdings145
Herfindahl-Hirschman Index 137
Wgt avg mkt cap (mns)$0
Large cap (>$10bn)0.0%
Mid cap ($2-10bn)0.0%
Small cap (<$2bn)0.0%
Developed mkts.0.0%
Emerging mkts.0.0%
Country Exposure
Historical Performance


Standardized Annual Returns (as of 11/30/2022)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
-15.9% -12.7% 7.5% 4.2% 5.5% -- 9.9%
Market Correlations
versus...BetaR-squared
S&P 5001.0678%
MSCI EAFE1.0678%
MSCI Emg Mkts0.8049%
Liquidity Measures
Avg. volume (000)2
Turnover0.5%
Avg. Bid/Ask (% of price)0.22%
ADV of underlying (mns)$0
Technical Indicators
Recent close$0.00
30d moving avg.$43.73
Annualized volatility25.2%
Relative strength (RSI)100
Short interest (ETF)0.0%
Short interest (underlying)1.8%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Comparable ETFs Based on Overlap
Ticker Fund Name Overlap
vs. JHMF
Expenses
vs. JHMF
ALTAR Score™
vs. JHMF
Risk and Returns: JHMF vs. Comps (1 YR)

Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.

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Results & Estimates
  2017 2018 2019 2020 2021 2022E 2023E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
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Book value per share -- -- -- -- -- -- --
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Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2021 2022E Fwd Est 2023E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
0.0 0.0 0.0 0.0% --
Based on closing prices from 12/6/2022
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
JHMF



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

JHMF

0.0%

Cat. Avg

6.6%

Fund Category: US Equities

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™0.0%
Recommendation


Category Overview
There are 874 funds in the US Equities category, with an average ALTAR Score™ of 6.6% and a standard deviation of 3.0%. JHMF's ALTAR Score™ is approximately 0.0 standard deviations below the category average. This places JHMF in the percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Composite
JHMF
Peer Average
SELL
U/W
HOLD
O/W
BUY



Recent Trends


Breakdown

 

Market Activity
Latest price
Change
Volume
Bid/Ask Spread
Update
Today's Trading

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Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
JHMF 40.0 22.2 62.2
Peer Avg. -- -- --
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .
Fundamental data for individual fund constituents sourced from FactSet Research Systems.