|α||(average alpha)||=||(0.0084)||β||(beta)||=||(0.02)||30 days against GSPC|
|Risk Adjusted Performance (0.0033)||Jensen Alpha (0.02)||Total Risk Alpha (0.11)||Sortino Ratio (0.18)||Treynor Ratio 0.8238|
Johnson Market Performance
Over the last 30 days Johnson Johnson has generated negative risk-adjusted returns adding no value to investors with long positions. More Info
Johnson Return and Market Media
The median price of Johnson for the period between Mon, Nov 11, 2013 and Wed, Dec 11, 2013 is 94.39 with a coefficient of variation of 0.73. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 94.37, and mean deviation of 0.53. The Stock received substential amount of media coverage during this period.