Johnson Controls (Germany) Market Value
| TYIA Stock | EUR 84.04 0.84 0.99% |
| Symbol | Johnson |
Johnson Controls '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 Controls' stock 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 Controls.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Johnson Controls on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Johnson Controls International or generate 0.0% return on investment in Johnson Controls over 720 days. Johnson Controls is related to or competes with AIR LIQUIDE, SEALED AIR, ASURE SOFTWARE, Ryanair Holdings, and SOGECLAIR. Johnson Controls International plc operates as a diversified technology and multi industrial company worldwide More
Johnson Controls 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 Controls' stock 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 Controls International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.51 | |||
| Information Ratio | 0.0516 | |||
| Maximum Drawdown | 12.84 | |||
| Value At Risk | (2.26) | |||
| Potential Upside | 2.79 |
Johnson Controls Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Johnson Controls' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Johnson Controls' standard deviation. In reality, there are many statistical measures that can use Johnson Controls historical prices to predict the future Johnson Controls' volatility.| Risk Adjusted Performance | 0.0469 | |||
| Jensen Alpha | 0.1111 | |||
| Total Risk Alpha | 0.1078 | |||
| Sortino Ratio | 0.0731 | |||
| Treynor Ratio | 9.92 |
Johnson Controls Int Backtested Returns
At this point, Johnson Controls is very steady. Johnson Controls Int holds Efficiency (Sharpe) Ratio of 0.0668, which attests that the entity had a 0.0668 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Johnson Controls Int, which you can use to evaluate the volatility of the firm. Please check out Johnson Controls' Risk Adjusted Performance of 0.0469, downside deviation of 1.51, and Market Risk Adjusted Performance of 9.93 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Johnson Controls has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0112, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Johnson Controls' returns are expected to increase less than the market. However, during the bear market, the loss of holding Johnson Controls is expected to be smaller as well. Johnson Controls Int right now retains a risk of 2.14%. Please check out Johnson Controls total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Johnson Controls will be following its current trending patterns.
Auto-correlation | -0.59 |
Good reverse predictability
Johnson Controls International has good reverse predictability. Overlapping area represents the amount of predictability between Johnson Controls time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th of February 2025. 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 Controls Int price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Johnson Controls price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 67.73 |
Johnson Controls Int lagged returns against current returns
Autocorrelation, which is Johnson Controls stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Johnson Controls' stock expected returns. We can calculate the autocorrelation of Johnson Controls returns to help us make a trade decision. For example, suppose you find that Johnson Controls has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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Johnson Controls regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Johnson Controls stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Johnson Controls stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Johnson Controls stock over time.
Current vs Lagged Prices |
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Johnson Controls Lagged Returns
When evaluating Johnson Controls' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Johnson Controls stock have on its future price. Johnson Controls autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Johnson Controls autocorrelation shows the relationship between Johnson Controls stock current value and its past values and can show if there is a momentum factor associated with investing in Johnson Controls International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
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 Correlation, Johnson Controls Volatility and Johnson Controls Alpha and Beta module to complement your research on Johnson Controls. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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.