Johnson Johnson Stock Alpha and Beta Analysis

JNJ Stock  USD 149.12  1.21  0.82%   
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:
Sharpe Ratio
Expected Return
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., NYSE Composite index.) So in this particular case, Johnson Johnson did 0.17  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 0.54  . As returns on the market increase, Johnson Johnson's returns are expected to increase less than the market. However, during the bear market, the loss of holding Johnson Johnson is expected to be smaller as well. At this time, Johnson Johnson's Book Value Per Share is relatively stable compared to the past year. Price Book Value Ratio is expected to hike to 5.86 this year, although Enterprise Value Multiple will most likely fall to 10.64.

Johnson Johnson Quarterly Cash And Equivalents

3.5 Billion

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.
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.

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-0.17   β0.54

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 Tue, Jan 23, 2024 and Mon, Apr 22, 2024 is 157.98 with a coefficient of variation of 2.85. The daily time series for the period is distributed with a sample standard deviation of 4.47, arithmetic mean of 156.79, and mean deviation of 3.36. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Johnson Johnson dividend paid on 5th of March 2024
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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.
 2017 2018 2023 2024 (projected)
Dividend Yield0.02390.02520.03120.0177
Price To Sales Ratio4.94.884.432.78

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
18th of July 2024
Next Financial Report
31st of March 2024
Next Fiscal Quarter End
28th of January 2025
Next Fiscal Year End
31st of December 2023
Last Quarter Report
31st of December 2023
Last Financial Announcement

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Johnson Johnson is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Johnson Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Johnson Johnson Stock. Highlighted below are key reports to facilitate an investment decision about Johnson Johnson Stock:
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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

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When running Johnson Johnson's 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 the 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...