Alpha Search
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![]() | (alpha) | = | (0.15) | ![]() | (beta) | = | 1.06 | 30 days against S&P 500 |
| Risk Adjusted Performance 0.1457 | Jensen Alpha (0.15) | Total Risk Alpha (0.27) | Sortino Ratio (0.16) | Treynor Ratio 0.1809 |
Johnson Probability Of Bankruptcy
Johnson Johnson has less than 3.5 (%) percent chance of experiencing financial distress in the next 2 years of operations. | Johnson Market Performance
86% of all equities and portfolios perform better than Johnson Johnson. Compared with the overall equity markets, risk-adjusted returns on investments in Johnson Johnson are ranked lower than 14 (%) of all global equities and portfolios over the last 30 days. |
Johnson Return and Market MediaThe median price of Johnson for the period between Fri, Apr 19, 2013 and Sun, May 19, 2013 is 85.45 with a coefficient of variation of 1.25. The daily time series for the period is distributed with a sample standard deviation of 1.07, arithmetic mean of 85.62, and mean deviation of 0.78. The Stock received substential amount of media coverage during this period.
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