Johnson Johnson Stock Alpha and Beta Analysis
| JNJ Stock | USD 144.77 0.32 0.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Johnson Johnson. It also helps investors analyze the systematic and unsystematic risks associated with investing in Johnson Johnson over a specified time horizon. Remember, high Johnson Johnson's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Johnson Johnson's market risk premium analysis include:
Beta 0.53 | Alpha (0.20) | Risk 0.79 | Sharpe Ratio (0.22) | Expected Return (0.17) |
Johnson Johnson Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Johnson |
Johnson Johnson Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Johnson Johnson market risk premium is the additional return an investor will receive from holding Johnson Johnson long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Johnson Johnson. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Johnson Johnson's performance over market.| α | -0.2 | β | 0.53 |
Johnson Johnson expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Johnson Johnson's Buy-and-hold return. Our buy-and-hold chart shows how Johnson Johnson performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Johnson Johnson Market Price Analysis
Market price analysis indicators help investors to evaluate how Johnson Johnson stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Johnson Johnson shares will generate the highest return on investment. By understating and applying Johnson Johnson stock market price indicators, traders can identify Johnson Johnson position entry and exit signals to maximize returns.
Johnson Johnson Return and Market Media
The median price of Johnson Johnson for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 158.18 with a coefficient of variation of 2.65. The daily time series for the period is distributed with a sample standard deviation of 4.16, arithmetic mean of 157.24, and mean deviation of 3.12. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Johnson Johnson dividend paid on 5th of March 2024 | 03/05/2024 |
1 | Fresenius Medical to Unveil Training on Augmented Reality | 03/25/2024 |
2 | Contineum prices biotechs latest IPO, raising 110M for neuroinflammatory drugs | 04/04/2024 |
3 | Johnson Johnson to Participate in the 2024 RBC Capital Markets Global Healthcare Conference | 04/08/2024 |
4 | Johnson and Johnson traded in the green after six day of losses | 04/09/2024 |
5 | Vertex Pharmaceuticals Nabs Alpine Immune Sciences In 4.9 Billion Deal | 04/10/2024 |
6 | Fujifilm pledges 680 more jobs, another 1.2 billion to incoming Wake County plant | 04/11/2024 |
7 | Clarification of guidance for revenue and lower than expected operating profit in the 202324 financial year | 04/12/2024 |
8 | Market Highlights Rates sensitive stocks on watch today after Powells remarks IMF sees good times ahead | 04/16/2024 |
About Johnson Johnson Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Johnson or other stocks. Alpha measures the amount that position in Johnson Johnson has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2017 | 2018 | 2023 | 2024 (projected) | Dividend Yield | 0.0239 | 0.0252 | 0.0312 | 0.0177 | Price To Sales Ratio | 4.9 | 4.88 | 4.43 | 2.78 |
Johnson Johnson Upcoming Company Events
As portrayed in its financial statements, the presentation of Johnson Johnson's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Johnson Johnson's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Johnson Johnson's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Johnson Johnson. Please utilize our Beneish M Score to check the likelihood of Johnson Johnson's management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 28th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Johnson Johnson
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Johnson Johnson Backtesting, Johnson Johnson Valuation, Johnson Johnson Correlation, Johnson Johnson Hype Analysis, Johnson Johnson Volatility, Johnson Johnson History and analyze Johnson Johnson Performance. For more information on how to buy Johnson Stock please use our How to buy in Johnson Stock guide.You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Complementary Tools for Johnson Stock analysis
When running Johnson Johnson's price analysis, check to measure Johnson Johnson's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Johnson Johnson is operating at the current time. Most of Johnson Johnson's value examination focuses on studying past and present price action to predict the probability of Johnson Johnson's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Johnson Johnson's price. Additionally, you may evaluate how the addition of Johnson Johnson to your portfolios can decrease your overall portfolio volatility.
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Johnson Johnson technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.