Johnson Johnson Performance

<div class='logoBackup' style='background:#FF6600;color: white;font-size:3em;;'>JNJ</div>
JNJ -- USA Stock  

 Earnings Call  This Week

On a scale of 0 to 100 Johnson Johnson holds performance score of 21. The company retains Market Volatility (i.e. Beta) of 0.3556 which attests that as returns on market increase, Johnson Johnson returns are expected to increase less than the market. However during bear market, the loss on holding Johnson Johnson will be expected to be smaller as well. Although it is extremely important to respect Johnson Johnson current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating Johnson Johnson technical indicators you can presently evaluate if the expected return of 0.246% will be sustainable into the future. Please utilizes Johnson Johnson Information Ratio as well as the relationship between Potential Upside and Kurtosis to make a quick decision on weather Johnson Johnson current trending patterns will revert.
2121

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Johnson Johnson are ranked lower than 21 (%) of all global equities and portfolios over the last 30 days. Regardless of fairly conflicting technical and fundamental indicators, Johnson Johnson demonstrated solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio0.93
Fifty Two Week Low125.00
Target High Price173.00
Payout Ratio70.48%
Fifty Two Week High147.84
Target Low Price129.00
Trailing Annual Dividend Yield2.54%
Horizon     30 Days    Login   to change

Johnson Johnson Relative Risk vs. Return Landscape

If you would invest  12,802  in Johnson Johnson on December 20, 2019 and sell it today you would earn a total of  2,115  from holding Johnson Johnson or generate 16.52% return on investment over 30 days. Johnson Johnson is generating 0.246% of daily returns assuming volatility of 0.7823% on return distribution over 30 days investment horizon. In other words, 7% of equities are less volatile than the company and above 96% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
    
  Risk (%) 
Considering 30-days investment horizon, Johnson Johnson is expected to generate 1.66 times more return on investment than the market. However, the company is 1.66 times more volatile than its market benchmark. It trades about 0.31 of its potential returns per unit of risk. The DOW is currently generating roughly 0.31 per unit of risk.

Johnson Johnson Market Risk Analysis

Sharpe Ratio = 0.3145
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsJNJ
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Johnson Johnson Relative Performance Indicators

Estimated Market Risk
 0.78
  actual daily
 
 6 %
of total potential
 
66
Expected Return
 0.25
  actual daily
 
 4 %
of total potential
 
44
Risk-Adjusted Return
 0.31
  actual daily
 
 21 %
of total potential
 
2121
Based on monthly moving average Johnson Johnson is performing at about 21% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Johnson Johnson by adding it to a well-diversified portfolio.

Johnson Johnson Alerts

Equity Alerts and Improvement Suggestions

About 70.0% of the company shares are owned by institutional investors
Latest headline from MacroaxisInsider: Johnson Johnson exotic insider transaction detected

Johnson Johnson Dividends

Johnson Johnson Dividends Analysis

Check Johnson Johnson dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Please also see Risk vs Return Analysis. Please also try Equity Analysis module to research over 250,000 global equities including funds, stocks and etfs to find investment opportunities.
Company logos by clearbit