Johnson Stock Alpha and Beta Analysis


USD 166.09  1.49  0.89%   

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.
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.
Please note that although Johnson Johnson alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Johnson Johnson did 0.11  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Johnson Johnson stock's relative risk over its benchmark. Johnson Johnson has a beta of 0.46  . Let's try to break down what Johnson's beta means in this case. As returns on the market increase, Johnson Johnson returns are expected to increase less than the market. However, during the bear market, the loss on holding Johnson Johnson will be expected to be smaller as well.
Johnson Johnson Enterprise Value over EBIT is increasing as compared to previous years. The last year's value of Enterprise Value over EBIT was reported at 20.00. The current Enterprise Value over EBITDA is estimated to increase to 16.66, while Enterprise Value is projected to decrease to under 453.4 B.
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 Quarterly Book Value per Share


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-0.11   β0.46
90 days against DJI

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, May 20, 2022 and Thu, Aug 18, 2022 is 175.44 with a coefficient of variation of 2.35. The daily time series for the period is distributed with a sample standard deviation of 4.1, arithmetic mean of 174.69, and mean deviation of 3.41. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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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.
 2012 2017 2018 2022 (projected)
Long Term Debt to Equity0.320.510.410.48
Interest Coverage57.6733.52179.96112.36

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.
Upcoming Quarterly Report25th of January 2022
Next Financial Report19th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End25th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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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. Note that the Johnson Johnson information on this page should be used as a complementary analysis to other Johnson Johnson's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Global Correlations module to find global opportunities by holding instruments from different markets.

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When running Johnson Johnson 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 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.
A focus of Johnson Johnson technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Johnson Johnson trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...