(JHMM) John Hancock Multifactor - Ratings and Ratios
Mid-Cap Equities, Index Replication, Diversification, Market Range
Dividends
| Dividend Yield | 0.97% |
| Yield on Cost 5y | 1.53% |
| Yield CAGR 5y | 6.62% |
| Payout Consistency | 95.9% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 14.3% |
| Value at Risk 5%th | 23.6% |
| Relative Tail Risk | 0.70% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.06 |
| Alpha | -10.46 |
| CAGR/Max DD | 0.59 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.435 |
| Beta | 0.925 |
| Beta Downside | 0.964 |
| Drawdowns 3y | |
|---|---|
| Max DD | 21.87% |
| Mean DD | 4.31% |
| Median DD | 3.21% |
Description: JHMM John Hancock Multifactor November 07, 2025
John Hancock Multifactor Mid-Cap ETF (NYSE ARCA:JHMM) seeks to track an index that selects U.S. mid-cap stocks ranked roughly between the 200th and 951st largest by market value, allocating at least 80 % of net assets (plus any investment-purpose borrowings) to those securities.
As of the latest filing, JHMM carries an expense ratio of 0.30 % and holds roughly $210 million in assets under management, with an average portfolio market cap of about $5 billion. The fund’s sector tilt leans toward technology (≈22 % weight) and industrials (≈18 %), both of which are sensitive to U.S. GDP growth and the Federal Reserve’s interest-rate stance-key macro drivers for mid-cap earnings. Turnover is modest (~30 % annually), indicating a relatively stable composition that may benefit from the “mid-cap premium” historically observed when the economy expands.
If you want a data-rich, risk-adjusted view of JHMM’s performance metrics, the ValueRay platform offers tools that can help you dig deeper.
What is the price of JHMM shares?
Over the past week, the price has changed by +0.55%, over one month by +2.67%, over three months by +2.37% and over the past year by +4.09%.
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 | 71.9 | 8.9% |
JHMM Fundamental Data Overview December 05, 2025
Beta = 1.13
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 = 4.56b USD (4.56b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 4.56b)
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 4.56b / 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 = 9.43% (E(4.56b)/V(4.56b) * Re(9.43%) + (debt-free company))
Discount Rate = 9.43% (= 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