(JHMM) John Hancock Multifactor - Ratings and Ratios
Mid Cap, Equities, ETF, Index
Dividends
| Dividend Yield | 1.01% |
| Yield on Cost 5y | 1.45% |
| Yield CAGR 5y | 12.40% |
| Payout Consistency | 96.2% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 13.7% |
| Value at Risk 5%th | 22.6% |
| Relative Tail Risk | 0.81% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.62 |
| Alpha | -3.52 |
| CAGR/Max DD | 0.62 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.377 |
| Beta | 0.925 |
| Beta Downside | 0.955 |
| Drawdowns 3y | |
|---|---|
| Max DD | 21.88% |
| Mean DD | 4.25% |
| Median DD | 3.09% |
Description: JHMM John Hancock Multifactor January 10, 2026
The John Hancock Multifactor Mid-Cap ETF (NYSE ARCA:JHMM) is required to allocate at least 80 % of its net assets-plus any investment-purpose borrowings-to the securities that constitute its benchmark index. The index selects U.S. equities whose market capitalizations rank between the 200th and 951st largest companies at each reconstitution, thereby targeting the mid-cap segment of the market.
Key metrics (as of the most recent filing) include an expense ratio of 0.25 %, an average market-cap of roughly $6 billion, and a turnover rate near 30 % annually, reflecting the fund’s active tilt toward factor-based selection. The ETF’s top sector exposures are typically technology, industrials, and consumer discretionary, which tend to be sensitive to U.S. GDP growth and the Federal Reserve’s policy stance on interest rates-both primary drivers of mid-cap earnings momentum.
For a deeper quantitative breakdown and to see how JHMM’s factor exposures compare to peers, you might explore ValueRay’s analytics platform for additional insight.
What is the price of JHMM shares?
Over the past week, the price has changed by +0.50%, over one month by +3.49%, over three months by +7.83% and over the past year by +15.37%.
Is JHMM a buy, sell or hold?
What are the forecasts/targets for the JHMM price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 76 | 11.2% |
JHMM Fundamental Data Overview January 10, 2026
Revenue TTM = 0.0 USD
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 = 4.77b USD (4.77b + (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 4.77b)
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 4.77b / 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 = 9.32% (E(4.77b)/V(4.77b) * Re(9.32%) + (debt-free company))
Discount Rate = 9.32% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for JHMM ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle