NYSE:JNJ Johnson & Johnson stock

NYSE:JNJ – Johnson & Johnson data analysis summary on 11-02-2021:

  • Last closing quote is 166.06 USD
  • Last daily return is -0.45% (-0.75 USD in absolute)
  • Last year return is 9.26%
  • Last year historical 1% Value at Risk is -5.74%

NYSE:JNJ – Johnson & Johnson informations :

NYSE:JNJ – Johnson & Johnson refers to :

NYSE:JNJ last news

  • 10/02/2021-21:51 J&J accuses Alcon of ‘grand and shocking’ laser surgery code theft Reuters
  • 10/02/2021-07:24 South Africa will give the unapproved Johnson & Johnson vaccine to front-line health care workers starting next week ABC News
  • 10/02/2021-04:01 People may need several annual COVID-19 vaccine shots: Johnson & Johnson CEO New York Post
  • 09/02/2021-19:53 J&J CEO says people may need annual Covid vaccine shots for the next several years CNBC
  • 09/02/2021-14:31 CEO’s of OrganiGram, Icanic Brands, Red Light Holland, and Sundial Growers, Driving New Growth Opportunities in Cannabis and Psychedelics Yahoo Finance
  • 09/02/2021-11:15 Janssen Presents Results from Phase 3 ACIS Study in Patients with Metastatic Castration-Resistant Prostate Cancer Treated with Apalutamide▼ and Abiraterone Acetate Combination Business Wire
  • 08/02/2021-20:24 IN BRIEF: J&J reaches $6 mln deal with alleged counterfeit device seller Reuters

NYSE:JNJ stock price evolution and returns

Note : Because prices are observed at a certain point and may be subject to noise, we also consider 15 days and 45 days closing price moving average which is smoother and thus robust to insignificant fluctuations.

1 month 6 months 12 months 24 months
Closing price returns 4.20% 12.99%* 9.26% 25.80%
15 days moving average returns 5.62% 11.76% 9.47% 25.54%
45 days moving average returns 5.20% 9.51% 8.21% 20.92%

Notes :

  • Reading example: NYSE:JNJ stock closing price has increased of 12.99%* over the last 6 months
  • Returns are not annualized

NYSE:JNJ stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -5.74% -5.31%
5% -2.92%(a) -2.09%
10% -1.62% -1.28%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.05%(b) 0.06%
Volatility
(standard deviation)
1.94%(c) 1.54%
Value at Risk 1% -4.46% -3.54%
5% -3.14%(d) -2.48%
10% -2.43% -1.92%

Notes:

  • Reading example: Using historical NYSE:JNJ stock data closing price daily returns over last year, the 5% worst returns are less than -2.92%(a). Also, if we assume that historical NYSE:JNJ stock returns price over last year follows a normal distribution of mean 0.05%(b) and standard deviation 1.94%(c), the 5% worst returns are less than -3.14%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud