Johnson Johnson (Germany) Performance
| JNJ Stock | EUR 141.20 1.38 0.99% |
The company retains a Market Volatility (i.e., Beta) of -0.0224, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Johnson Johnson are expected to decrease at a much lower rate. During the bear market, Johnson Johnson is likely to outperform the market. At this point, Johnson Johnson has a negative expected return of -0.0366%. Please make sure to check out Johnson Johnson's value at risk, accumulation distribution, and the relationship between the treynor ratio and skewness , to decide if Johnson Johnson performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Johnson Johnson has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy forward-looking indicators, Johnson Johnson is not utilizing all of its potentials. The newest stock price disarray, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 14.5 B | |
| Free Cash Flow | 17.2 B |
Johnson |
Johnson Johnson Relative Risk vs. Return Landscape
If you would invest 14,463 in Johnson Johnson on October 6, 2024 and sell it today you would lose (343.00) from holding Johnson Johnson or give up 2.37% of portfolio value over 90 days. Johnson Johnson is producing return of less than zero assuming 0.8367% volatility of returns over the 90 days investment horizon. Simply put, 7% of all stocks have less volatile historical return distribution than Johnson Johnson, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Johnson Johnson Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Johnson Johnson's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Johnson Johnson, and traders can use it to determine the average amount a Johnson Johnson's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0437
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JNJ |
Estimated Market Risk
| 0.84 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Johnson Johnson is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Johnson Johnson by adding Johnson Johnson to a well-diversified portfolio.
Johnson Johnson Fundamentals Growth
Johnson Stock prices reflect investors' perceptions of the future prospects and financial health of Johnson Johnson, and Johnson Johnson fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Johnson Stock performance.
| Current Valuation | 443.95 B | |||
| Price To Book | 6.22 X | |||
| Price To Sales | 4.93 X | |||
| Revenue | 94.94 B | |||
| EBITDA | 28.97 B | |||
| Total Debt | 26.89 B | |||
| Cash Flow From Operations | 21.19 B | |||
| Total Asset | 187.38 B | |||
About Johnson Johnson Performance
By examining Johnson Johnson's fundamental ratios, stakeholders can obtain critical insights into Johnson Johnson's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Johnson Johnson is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Johnson Johnson performance evaluation
Checking the ongoing alerts about Johnson Johnson for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Johnson Johnson help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Johnson Johnson generated a negative expected return over the last 90 days |
- Analyzing Johnson Johnson's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Johnson Johnson's stock is overvalued or undervalued compared to its peers.
- Examining Johnson Johnson's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Johnson Johnson's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Johnson Johnson's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Johnson Johnson's stock. These opinions can provide insight into Johnson Johnson's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Information and Resources on Investing in Johnson Stock
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 Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Johnson Johnson. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors. To learn how to invest in Johnson Stock, please use our How to Invest in Johnson Johnson guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..