(JMBS) Janus Henderson - Overview
Etf: Mortgage, Securities, Derivatives, Fixed-Income, Varying-Maturities
Dividends
| Dividend Yield | 5.54% |
| Yield on Cost 5y | 5.24% |
| Yield CAGR 5y | 39.15% |
| Payout Consistency | 89.1% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 2.99% |
| Relative Tail Risk | 1.53% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.84 |
| Alpha | 4.00 |
| Character TTM | |
|---|---|
| Beta | 0.008 |
| Beta Downside | -0.018 |
| Drawdowns 3y | |
|---|---|
| Max DD | 8.95% |
| CAGR/Max DD | 0.55 |
Description: JMBS Janus Henderson January 09, 2026
The Janus Henderson Mortgage-Backed Securities ETF (NYSE ARCA: JMBS) aims to meet its investment objective by allocating at least 80 % of net assets-often the entire portfolio, plus any investment-purpose borrowings-to a diversified basket of mortgage-related fixed-income securities across a range of maturities, with the option to use derivatives for exposure management.
Key drivers for JMBS’s performance include the average weighted-average maturity (≈ 5.5 years) and duration (≈ 4.2 years), which make the fund sensitive to Federal Reserve rate moves; the current weighted-average coupon (≈ 3.1 %) reflects a tilt toward agency-backed MBS, while non-agency exposure remains limited, keeping credit risk modest. Recent data show the ETF’s net asset value (NAV) yield hovering around 2.8 % and a modest expense ratio of 0.25 %, positioning it competitively within the government-MBS segment.
For a deeper quantitative breakdown of JMBS’s risk-adjusted returns and scenario analysis, you may find the ValueRay platform useful for further research.
What is the price of JMBS shares?
Over the past week, the price has changed by +0.48%, over one month by +0.77%, over three months by +1.61% and over the past year by +8.60%.
Is JMBS a buy, sell or hold?
What are the forecasts/targets for the JMBS price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 49.9 | 8.9% |
JMBS Fundamental Data Overview February 05, 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 = 7.23b USD (7.23b + (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 7.23b)
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 7.23b / 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 = 5.94% (E(7.23b)/V(7.23b) * Re(5.94%) + (debt-free company))
Discount Rate = 5.94% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)