NYSE:JNJ Johnson & Johnson stock

NYSE:JNJ – Johnson & Johnson data analysis summary on 11-05-2021:

  • Last closing quote is 168.88 USD
  • Last daily return is -0.82% (-1.39 USD in absolute)
  • Last year return is 13.26%
  • Last year historical 1% Value at Risk is -3.05%

NYSE:JNJ – Johnson & Johnson informations :

NYSE:JNJ – Johnson & Johnson refers to :

NYSE:JNJ last news

  • 11/05/2021-17:57 NY’s 12-to-15-year-olds might start getting Pfizer shots by Thursday, Cuomo says New York Post
  • 10/05/2021-16:27 Pfizer could sell nearly $100 billion worth of COVID-19 vaccines in the next five years, Morgan Stanley estimates (PFE) Business Insider
  • 10/05/2021-10:30 ETH Overtakes Johnson & Johnson, Next JP Morgan Chase Investing.com

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 4.48% 14.26%* 13.26% 23.09%
15 days moving average returns 1.87% 16.63% 10.33% 18.57%
45 days moving average returns 0.87% 12.14% 16.69% 17.94%

Notes :

  • Reading example: NYSE:JNJ stock closing price has increased of 14.26%* 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% -3.05% -5.32%
5% -1.73%(a) -2.27%
10% -1.05% -1.32%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.06%(b) 0.05%
Volatility
(standard deviation)
1.09%(c) 1.57%
Value at Risk 1% -2.47% -3.59%
5% -1.73%(d) -2.52%
10% -1.34% -1.95%

Notes:

  • Reading example: Using historical NYSE:JNJ stock data closing price daily returns over last year, the 5% worst returns are less than -1.73%(a). Also, if we assume that historical NYSE:JNJ stock returns price over last year follows a normal distribution of mean 0.06%(b) and standard deviation 1.09%(c), the 5% worst returns are less than -1.73%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud