Johnson Institutional Short Fund Market Value
| JIMDX Fund | USD 15.34 0.01 0.07% |
| Symbol | Johnson |
Johnson Institutional 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Johnson Institutional's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Johnson Institutional.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Johnson Institutional on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Johnson Institutional Short or generate 0.0% return on investment in Johnson Institutional over 90 days. Johnson Institutional is related to or competes with Transamerica Large, Aqr Large, Qs Us, Jhancock Disciplined, Cb Large, and Lord Abbett. The fund invests at least 80 percent of its net assets, plus any amounts for borrowing, in a broad range of investment g... More
Johnson Institutional Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Johnson Institutional's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Johnson Institutional Short upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0691 | |||
| Information Ratio | (0.99) | |||
| Maximum Drawdown | 0.2636 | |||
| Value At Risk | (0.07) | |||
| Potential Upside | 0.1317 |
Johnson Institutional Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Johnson Institutional's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Johnson Institutional's standard deviation. In reality, there are many statistical measures that can use Johnson Institutional historical prices to predict the future Johnson Institutional's volatility.| Risk Adjusted Performance | 0.1485 | |||
| Jensen Alpha | 0.0111 | |||
| Total Risk Alpha | 0.0054 | |||
| Sortino Ratio | (0.86) | |||
| Treynor Ratio | (3.30) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Johnson Institutional's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Johnson Institutional February 23, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.1485 | |||
| Market Risk Adjusted Performance | (3.29) | |||
| Mean Deviation | 0.0471 | |||
| Downside Deviation | 0.0691 | |||
| Coefficient Of Variation | 287.11 | |||
| Standard Deviation | 0.06 | |||
| Variance | 0.0036 | |||
| Information Ratio | (0.99) | |||
| Jensen Alpha | 0.0111 | |||
| Total Risk Alpha | 0.0054 | |||
| Sortino Ratio | (0.86) | |||
| Treynor Ratio | (3.30) | |||
| Maximum Drawdown | 0.2636 | |||
| Value At Risk | (0.07) | |||
| Potential Upside | 0.1317 | |||
| Downside Variance | 0.0048 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.09) | |||
| Skewness | 0.8128 | |||
| Kurtosis | 0.9627 |
Johnson Institutional Backtested Returns
At this stage we consider Johnson Mutual Fund to be very steady. Johnson Institutional holds Efficiency (Sharpe) Ratio of 0.29, which attests that the entity had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Johnson Institutional, which you can use to evaluate the volatility of the entity. Please check out Johnson Institutional's Risk Adjusted Performance of 0.1485, coefficient of variation of 287.11, and Market Risk Adjusted Performance of (3.29) to validate if the risk estimate we provide is consistent with the expected return of 0.0175%. The fund retains a Market Volatility (i.e., Beta) of -0.0033, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Johnson Institutional are expected to decrease at a much lower rate. During the bear market, Johnson Institutional is likely to outperform the market.
Auto-correlation | 0.93 |
Excellent predictability
Johnson Institutional Short has excellent predictability. Overlapping area represents the amount of predictability between Johnson Institutional time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Johnson Institutional price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Johnson Institutional price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Johnson Mutual Fund
Johnson Institutional financial ratios help investors to determine whether Johnson Mutual Fund 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 Institutional security.
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