JOHNSON JOHNSON 585 Alpha and Beta Analysis
| 478160AT1 | 118.30 7.95 7.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JOHNSON JOHNSON 585. It also helps investors analyze the systematic and unsystematic risks associated with investing in JOHNSON over a specified time horizon. Remember, high 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's market risk premium analysis include:
Beta (0.17) | Alpha 0.0486 | Risk 1.34 | Sharpe Ratio (0.02) | Expected Return (0.03) |
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 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JOHNSON market risk premium is the additional return an investor will receive from holding 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. 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's performance over market.| α | 0.05 | β | -0.17 |
JOHNSON Market Price Analysis
Market price analysis indicators help investors to evaluate how JOHNSON bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JOHNSON shares will generate the highest return on investment. By understating and applying JOHNSON bond market price indicators, traders can identify JOHNSON position entry and exit signals to maximize returns.
JOHNSON Return and Market Media
The median price of JOHNSON for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 110.92 with a coefficient of variation of 2.44. The daily time series for the period is distributed with a sample standard deviation of 2.73, arithmetic mean of 111.83, and mean deviation of 2.37. The Bond did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About 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 bonds. Alpha measures the amount that position in JOHNSON JOHNSON 585 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards JOHNSON in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, JOHNSON's short interest history, or implied volatility extrapolated from JOHNSON options trading.
Build Portfolio with 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.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in JOHNSON Bond
JOHNSON financial ratios help investors to determine whether JOHNSON Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in JOHNSON with respect to the benefits of owning JOHNSON security.