Johnson Controls (Germany) Alpha and Beta Analysis
| TYIA Stock | EUR 78.68 0.15 0.19% |
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 1.46 | Alpha 0.14 | Risk 1.57 | Sharpe Ratio 0.19 | Expected Return 0.3 |
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 | 0.14 | β | 1.46 |
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 Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 69.79 with a coefficient of variation of 8.1. The daily time series for the period is distributed with a sample standard deviation of 5.71, arithmetic mean of 70.43, and mean deviation of 4.48. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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.
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 Controls 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 Controls' short interest history, or implied volatility extrapolated from Johnson Controls options trading.
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Additional Information and Resources on Investing in Johnson Stock
When determining whether Johnson Controls Int offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Johnson Controls' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Johnson Controls International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Johnson Controls International Stock: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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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.