Johnson Johnson Stock Alpha and Beta Analysis
| JNJ Stock | USD 155.40 0.88 0.57% |
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 0.21 | Alpha (0.10) | Risk 0.79 | Sharpe Ratio (0.11) | Expected Return (0.09) |
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 | -0.1 | β | 0.21 |
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, Aug 30, 2024 and Thu, Nov 28, 2024 is 160.31 with a coefficient of variation of 2.63. The daily time series for the period is distributed with a sample standard deviation of 4.2, arithmetic mean of 159.85, and mean deviation of 3.4. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Johnson Johnson dividend paid on 10th of September 2024 | 09/10/2024 |
1 | Insider Trading | 11/08/2024 |
2 | First National Trust Co Decreases Holdings in Johnson Johnson | 11/13/2024 |
3 | Acquisition by Woods Eugene A. of 261 shares of Johnson Johnson subject to Rule 16b-3 | 11/18/2024 |
4 | STAT Pharmalittle Were reading about Pfizers new RD head, Merck and JJ job cuts in China, and more | 11/20/2024 |
5 | Spotlight on Johnson Johnson Analyzing the Surge in Options Activity | 11/21/2024 |
6 | Nwam LLC Purchases Shares of 33,196 Johnson Johnson | 11/22/2024 |
7 | Dr Borehams Crucible The rise and rise of LTR Pharma | 11/25/2024 |
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 | 0.0253 | 0.0296 | 0.0177 | Price To Sales Ratio | 4.9 | 5.77 | 4.66 | 2.83 |
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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
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.