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Johnson Johnson Alpha and Beta Analysis

<div class='circular--portrait' style='background:#FF6600;color: white;font-size:3em;padding-top: 40px;;'>JNJ</div>
JNJ -- USA Stock  

Fiscal Quarter End: March 31, 2020  

This module allows you to check different measures of market premium (i.e. an alpha and beta) for Johnson Johnson as well as systematic risk associated with investing in Johnson Johnson over a specified time horizon. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk. Please see Johnson Johnson Backtesting, Johnson Johnson Valuation, Johnson Johnson Correlation, Johnson Johnson Hype Analysis, Johnson Johnson Volatility, Johnson Johnson History and analyze Johnson Johnson Performance.
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Enterprise Value

Johnson Johnson Market Premiums

α0.13   β0.33
30 days against DJI

Johnson Johnson expected buy-and-hold returns

Johnson Johnson Market Price Analysis

Johnson Johnson Return and Market Media

The median price of Johnson Johnson for the period between Sun, Nov 24, 2019 and Sat, Feb 22, 2020 is 145.87 with a coefficient of variation of 3.52. The daily time series for the period is distributed with a sample standard deviation of 5.11, arithmetic mean of 145.13, and mean deviation of 4.21. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
    
  Timeline 
1
Unclassified Event11/26/2019
2
Sale by Scodari Joseph C of 700 shares of Johnson Johnson12/02/2019
3
Acquisition or disposition of Johnson Johnson securities by ...12/04/2019
4
Acquisition or disposition of Johnson Johnson securities by ...12/05/2019
5
Johnson Johnson exotic insider transaction detected12/09/2019
6
Acquisition by A Washington of 349 shares of Johnson Johnson...12/10/2019
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Sale by Peterson Per A of 30000 shares of Johnson Johnson12/12/2019
8
Johnson Johnson exotic insider transaction detected12/13/2019
9
Exercise or conversion by Kathryn Wengel of 2017 shares of J...12/16/2019
10
Acquisition by Dominic Caruso of 82591 shares of Johnson Joh...12/18/2019
11
Exercise or conversion by Dominic Caruso of 9619 shares of J...12/19/2019
12
Johnson Johnson exotic insider transaction detected12/26/2019
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Financial Statements12/30/2019
14
Johnson Johnson exotic insider transaction detected12/31/2019
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Johnson Johnson exotic insider transaction detected01/06/2020
16
Acquisition by Michael Ullmann of 6036 shares of Johnson Joh...01/08/2020
17
Acquisition or disposition of Johnson Johnson securities by ...01/09/2020
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Johnson Johnson exotic insider transaction detected01/10/2020
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Acquisition or disposition of Johnson Johnson securities by ...01/13/2020
20
Johnson Johnson exotic insider transaction detected01/15/2020
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Exempt acquisition or disposition by Anne Mulcahy of 358 sha...01/16/2020
22
Johnson Johnson exotic insider transaction detected01/17/2020
23
Johnson Johnson exotic insider transaction detected01/20/2020
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Johnson Johnson exotic insider transaction detected01/21/2020
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Acquisition or disposition of Johnson Johnson securities by ...01/22/2020
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Acquisition or disposition of Johnson Johnson securities by ...01/23/2020
27
Johnson Johnson exotic insider transaction detected01/24/2020
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JJ CEO to testify at trial for first time on Baby Powder ris...01/27/2020
29
Johnson Johnson exotic insider transaction detected01/28/2020
30
Johnson Johnson exotic insider transaction detected01/29/2020
31
Exercise or conversion by Michael Sneed of 58128 shares of J...01/30/2020
32
Acquisition or disposition of Johnson Johnson securities by ...01/31/2020
33
Exercise or conversion by Michael Sneed of 58128 shares of J...02/03/2020
34
Exercise or conversion by Jennifer Taubert of 48312 shares o...02/04/2020
35
Johnson Johnson exotic insider transaction detected02/05/2020
36
Acquisition or disposition of Johnson Johnson securities by ...02/06/2020
37
Johnson Johnson exotic insider transaction detected02/07/2020
38
Acquisition by Michael Sneed of 1378 shares of Johnson Johns...02/10/2020
39
Acquisition by Decker Robert J of 581 shares of Johnson John...02/12/2020
40
Johnson Johnson exotic insider transaction detected02/13/2020
41
Johnson Johnson exotic insider transaction detected02/19/2020
42
Johnson Johnson exotic insider transaction detected02/20/2020