Johnson Controls (UK) Probability of Future Stock Price Finishing Under 79.45

0Y7S Stock   83.52  0.38  0.46%   
Johnson Controls' future price is the expected price of Johnson Controls instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Johnson Controls International performance during a given time horizon utilizing its historical volatility. Check out Johnson Controls Backtesting, Johnson Controls Valuation, Johnson Controls Correlation, Johnson Controls Hype Analysis, Johnson Controls Volatility, Johnson Controls History as well as Johnson Controls Performance.
  
Please specify Johnson Controls' target price for which you would like Johnson Controls odds to be computed.

Johnson Controls Target Price Odds to finish below 79.45

The tendency of Johnson Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to drop to  79.45  or more in 90 days
 83.52 90 days 79.45 
about 58.52
Based on a normal probability distribution, the odds of Johnson Controls to drop to  79.45  or more in 90 days from now is about 58.52 (This Johnson Controls International probability density function shows the probability of Johnson Stock to fall within a particular range of prices over 90 days) . Probability of Johnson Controls Int price to stay between  79.45  and its current price of 83.52 at the end of the 90-day period is about 27.53 .
Assuming the 90 days trading horizon Johnson Controls has a beta of 0.0276. This suggests as returns on the market go up, Johnson Controls average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Johnson Controls International will be expected to be much smaller as well. Additionally Johnson Controls International has an alpha of 0.3157, implying that it can generate a 0.32 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Johnson Controls Price Density   
       Price  

Predictive Modules for Johnson Controls

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Johnson Controls Int. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
82.0083.5785.14
Details
Intrinsic
Valuation
LowRealHigh
75.1796.2997.86
Details
Naive
Forecast
LowNextHigh
81.6083.1784.73
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
82.8783.7084.52
Details

Johnson Controls Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Johnson Controls is not an exception. The market had few large corrections towards the Johnson Controls' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Johnson Controls International, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Johnson Controls within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.32
β
Beta against Dow Jones0.03
σ
Overall volatility
4.67
Ir
Information ratio 0.13

Johnson Controls Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Johnson Controls for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Johnson Controls Int can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Over 92.0% of the company shares are owned by institutions such as pension funds

Johnson Controls Price Density Drivers

Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Johnson Stock often depends not only on the future outlook of the current and potential Johnson Controls' investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Johnson Controls' indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding676 M
Cash And Short Term Investments606 M

Johnson Controls Technical Analysis

Johnson Controls' future price can be derived by breaking down and analyzing its technical indicators over time. Johnson Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Johnson Controls International. In general, you should focus on analyzing Johnson Stock price patterns and their correlations with different microeconomic environments and drivers.

Johnson Controls Predictive Forecast Models

Johnson Controls' time-series forecasting models is one of many Johnson Controls' stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Johnson Controls' historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.

Things to note about Johnson Controls Int

Checking the ongoing alerts about Johnson Controls for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Johnson Controls Int help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Over 92.0% of the company shares are owned by institutions such as pension funds

Additional Tools for Johnson Stock Analysis

When running Johnson Controls' price analysis, check to measure Johnson Controls' 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 Controls is operating at the current time. Most of Johnson Controls' value examination focuses on studying past and present price action to predict the probability of Johnson Controls' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Johnson Controls' price. Additionally, you may evaluate how the addition of Johnson Controls to your portfolios can decrease your overall portfolio volatility.