Johnson Matthey Plc Stock Market Value
| JMPLF Stock | USD 23.30 0.70 2.92% |
| Symbol | Johnson |
Johnson Matthey 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Johnson Matthey's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Johnson Matthey.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in Johnson Matthey on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding Johnson Matthey Plc or generate 0.0% return on investment in Johnson Matthey over 90 days. Johnson Matthey is related to or competes with Neo Performance, Sensient Technologies, Koppers Holdings, Axalta Coating, Quaker Chemical, Minerals Technologies, and Innospec. Johnson Matthey Plc engages in the clean air, catalyst and hydrogen technology, and platinum group metals service busine... More
Johnson Matthey Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Johnson Matthey's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Johnson Matthey Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0933 | |||
| Maximum Drawdown | 24.48 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 3.31 |
Johnson Matthey Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Johnson Matthey's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Johnson Matthey's standard deviation. In reality, there are many statistical measures that can use Johnson Matthey historical prices to predict the future Johnson Matthey's volatility.| Risk Adjusted Performance | 0.1128 | |||
| Jensen Alpha | 0.3981 | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (3.02) |
Johnson Matthey Plc Backtested Returns
Johnson Matthey appears to be not too volatile, given 3 months investment horizon. Johnson Matthey Plc holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Johnson Matthey Plc, which you can use to evaluate the volatility of the firm. Please utilize Johnson Matthey's Market Risk Adjusted Performance of (3.01), risk adjusted performance of 0.1128, and Standard Deviation of 2.91 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Johnson Matthey holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Johnson Matthey are expected to decrease at a much lower rate. During the bear market, Johnson Matthey is likely to outperform the market. Please check Johnson Matthey's jensen alpha, as well as the relationship between the skewness and day median price , to make a quick decision on whether Johnson Matthey's current trending patterns will revert.
Auto-correlation | 0.64 |
Good predictability
Johnson Matthey Plc has good predictability. Overlapping area represents the amount of predictability between Johnson Matthey time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Johnson Matthey Plc price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Johnson Matthey price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Johnson Matthey Plc lagged returns against current returns
Autocorrelation, which is Johnson Matthey pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Johnson Matthey's pink sheet expected returns. We can calculate the autocorrelation of Johnson Matthey returns to help us make a trade decision. For example, suppose you find that Johnson Matthey has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Johnson Matthey regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Johnson Matthey pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Johnson Matthey pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Johnson Matthey pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Johnson Matthey Lagged Returns
When evaluating Johnson Matthey's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Johnson Matthey pink sheet have on its future price. Johnson Matthey autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Johnson Matthey autocorrelation shows the relationship between Johnson Matthey pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Johnson Matthey Plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Johnson Pink Sheet
Johnson Matthey financial ratios help investors to determine whether Johnson Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Johnson with respect to the benefits of owning Johnson Matthey security.