(JHML) John Hancock Multifactor - Ratings and Ratios
Large-Cap, Equity, Index, ETF, Market-Cap
| Risk via 10d forecast | |
|---|---|
| Volatility | 16.3% |
| Value at Risk 5%th | 27.3% |
| Relative Tail Risk | 2.17% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.31 |
| Alpha | -2.77 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.388 |
| Beta | 0.903 |
| Beta Downside | 0.925 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.20% |
| Mean DD | 2.45% |
| Median DD | 1.45% |
Description: JHML John Hancock Multifactor November 17, 2025
The John Hancock Multifactor Large Cap ETF (JHML) allocates at least 80 % of its net assets-plus any investment-purpose borrowings-to securities that track its custom index. The index selects U.S. stocks whose market capitalizations exceed that of the 801st largest U.S. company at each reconstitution, effectively focusing on the large-cap universe while applying a multifactor screening methodology.
As of the most recent filing, JHML carries an expense ratio of 0.30 % and manages roughly $1.2 billion in assets, with an annual turnover near 30 %-typical for a factor-tilted large-blend fund. Its performance is closely tied to macro drivers such as U.S. GDP growth, Federal Reserve policy on interest rates, and sector-specific trends in technology and consumer discretionary, which dominate the large-cap space. Recent data show a forward-looking earnings growth rate of ~5 % for the underlying index constituents, while the fund’s value and quality factor tilts have historically provided a modest defensive bias during market stress.
If you’re interested in digging deeper into how JHML’s factor exposures compare to peers, a quick look at ValueRay’s analytics platform can help you uncover the nuances behind its risk-adjusted returns.
JHML ETF Overview
| Market Cap in USD | 1,022m |
| Category | Large Blend |
| TER | 0.29% |
| IPO / Inception | 2015-09-28 |
| Return 12m vs S&P 500 | -3.16% |
| Analyst Rating | - |
JHML Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 1.11% |
| Yield on Cost 5y | 2.00% |
| Yield CAGR 5y | 1.84% |
| Payout Consistency | 97.7% |
| Payout Ratio | - |
JHML Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 15.56% |
| CAGR/Max DD Calmar Ratio | 0.85 |
| CAGR/Mean DD Pain Ratio | 6.34 |
| Current Volume | 24.5k |
| Average Volume | 18.8k |
What is the price of JHML shares?
Over the past week, the price has changed by -2.95%, over one month by -2.99%, over three months by +1.17% and over the past year by +8.31%.
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 | 85.8 | 12.4% |
JHML Fundamental Data Overview November 11, 2025
Beta = 1.01
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 = 1.02b USD (1.02b + (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 1.02b)
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 1.02b / 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 = 9.34% (E(1.02b)/V(1.02b) * Re(9.34%) + (debt-free company))
Discount Rate = 9.34% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for JHML ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle