(JHML) John Hancock Multifactor - Overview
Etf: Stocks, Large-Cap, Diversified
Dividends
| Dividend Yield | 1.10% |
| Yield on Cost 5y | 1.81% |
| Yield CAGR 5y | 7.01% |
| Payout Consistency | 97.9% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 12.8% |
| Relative Tail Risk | 2.73% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.65 |
| Alpha | 0.69 |
| Character TTM | |
|---|---|
| Beta | 0.905 |
| Beta Downside | 0.913 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.20% |
| CAGR/Max DD | 0.99 |
Description: JHML John Hancock Multifactor January 20, 2026
The John Hancock Multifactor Large-Cap ETF (JHML) seeks to track an index that selects U.S. large-cap equities-specifically those whose market capitalizations exceed that of the 801st largest U.S. company at each reconstitution. The fund commits at least 80 % of its net assets (plus any investment-purpose borrowings) to the securities that constitute this index, thereby maintaining a high degree of exposure to the defined large-blend universe.
As of the latest filing, JHML carries an expense ratio of roughly 0.15 % and manages about $1.2 billion in assets, with a turnover rate near 45 % over the past 12 months-indicative of moderate portfolio churn. The ETF’s sector tilt leans toward technology and consumer discretionary, which historically correlate with U.S. GDP growth and corporate earnings momentum; consequently, macro-level drivers such as the Federal Reserve’s policy stance on interest rates and consumer confidence indices materially affect its performance.
To complement this overview, consider using ValueRay’s analytical tools for a granular, factor-based comparison across peer ETFs.
What is the price of JHML shares?
Over the past week, the price has changed by +0.36%, over one month by +1.48%, over three months by +4.33% and over the past year by +15.36%.
Is JHML a buy, sell or hold?
What are the forecasts/targets for the JHML price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 95.4 | 15.7% |
JHML Fundamental Data Overview February 03, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 1.07b USD (1.07b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.07b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 1.07b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.25% (E(1.07b)/V(1.07b) * Re(9.25%) + (debt-free company))
Discount Rate = 9.25% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)