Johnson Controls International Stock Alpha and Beta Analysis
| JCI Stock | USD 76.28 0.16 0.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Johnson Controls International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Johnson Controls over a specified time horizon. Remember, high Johnson Controls' 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 Controls' market risk premium analysis include:
Beta 0.19 | Alpha (0.01) | Risk 1.85 | Sharpe Ratio 0.0226 | Expected Return 0.0419 |
Johnson Controls 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.
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Johnson Controls Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Johnson Controls market risk premium is the additional return an investor will receive from holding Johnson Controls 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 Controls. 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 Controls' performance over market.| α | -0.0061 | β | 0.19 |
Johnson Controls 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 Controls' Buy-and-hold return. Our buy-and-hold chart shows how Johnson Controls performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Johnson Controls Market Price Analysis
Market price analysis indicators help investors to evaluate how Johnson Controls 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 Controls shares will generate the highest return on investment. By understating and applying Johnson Controls stock market price indicators, traders can identify Johnson Controls position entry and exit signals to maximize returns.
Johnson Controls Return and Market Media
The median price of Johnson Controls for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 81.14 with a coefficient of variation of 3.7. The daily time series for the period is distributed with a sample standard deviation of 2.99, arithmetic mean of 80.69, and mean deviation of 2.5. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Kovitz Investment Group Partners LLC Has 1.71 Million Stock Holdings in Johnson Controls International plc | 12/11/2024 |
2 | Disposition of 650 shares by Rathninde Anuruddha of Johnson Controls at 78.82 subject to Rule 16b-3 | 12/18/2024 |
3 | Disposition of 186 shares by Marc Vandiepenbeeck of Johnson Controls at 78.6 subject to Rule 16b-3 | 12/20/2024 |
4 | Sensormatic Solutions Presents Vision to Redefine Retail at 2025 NRF Big Show | 01/07/2025 |
5 | INEO Signs Strategic Technology Agreement with Sensormatic Solutions | 01/13/2025 |
6 | Johnson Controls International PLC Expands Retail Solutions with Indyme Collaboration | 01/14/2025 |
7 | Johnson Controls International PLC Announces First Quarter 2025 Earnings Conference Call | 01/15/2025 |
8 | Access Control as a Service Market Growth, Insights, Key Drivers and Emerging Opportunities Exactitude Consultancy | 01/16/2025 |
| Johnson Controls dividend paid on 17th of January 2025 | 01/17/2025 |
9 | We have reached the Fartcoin stage of the market cycle - David Einhorn | 01/21/2025 |
10 | Melius Research Downgrades Johnson Controls International - MSN | 01/29/2025 |
About Johnson Controls 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 Controls Int 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0271 | 0.0191 | 0.0172 | 0.0169 | Price To Sales Ratio | 1.35 | 2.28 | 2.05 | 2.15 |
Johnson Controls Upcoming Company Events
As portrayed in its financial statements, the presentation of Johnson Controls' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Johnson Controls' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Johnson Controls' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Johnson Controls. Please utilize our Beneish M Score to check the likelihood of Johnson Controls' management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 10th of December 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Check out Johnson Controls Backtesting, Johnson Controls Valuation, Johnson Controls Correlation, Johnson Controls Hype Analysis, Johnson Controls Volatility, Johnson Controls History and analyze Johnson Controls Performance. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Johnson Controls 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.