Johnson Johnson Stock Alpha and Beta Analysis
| JNJ Stock | USD 162.81 0.18 0.11% |
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 0.11 | Alpha 0.15 | Risk 1.14 | Sharpe Ratio 0.17 | Expected Return 0.2 |
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 | 0.15 | β | 0.11 |
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, Dec 17, 2024 and Mon, Mar 17, 2025 is 149.95 with a coefficient of variation of 5.64. The daily time series for the period is distributed with a sample standard deviation of 8.56, arithmetic mean of 151.78, and mean deviation of 7.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 01/10/2025 |
2 | Disposition of 1007 shares by Kristen Mulholland of Johnson Johnson subject to Rule 16b-3 | 02/14/2025 |
3 | Acquisition by Reed John C of 89781 shares of Johnson Johnson at 156.15 subject to Rule 16b-3 | 02/21/2025 |
4 | Disposition of 1779 shares by Joseph Wolk of Johnson Johnson subject to Rule 16b-3 | 02/27/2025 |
| Johnson Johnson dividend paid on 4th of March 2025 | 03/04/2025 |
6 | Pfizer Appoints Ex-JJ Leader to Accelerate Weight Loss Solutions | 03/07/2025 |
7 | Johnson Johnson Shares Down 1.3 percent Should You Sell | 03/11/2025 |
8 | Why Johnson Johnson is the Best Pharma Stock to Buy According to Hedge Funds | 03/12/2025 |
9 | Swiss billionaire Hansjorg Wyss, 89, bankrolling US working families group opposed to Trump tax cuts | 03/13/2025 |
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.
| 2018 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0253 | 0.0296 | 0.0267 | 0.0179 | Price To Sales Ratio | 5.77 | 4.66 | 4.2 | 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
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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 Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
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.