JOHNSON & JOHNSON
Free full Seasonality data:
JNJ vs SPY 1 Year Daily ReturnsJNJ has a beta of 0.03. In the past year, JNJ has been less volatile than the S&P500.
Subscribe to unlock
JNJ Historical BetaSince 2024-07-18, the beta for JNJ changed by -0.02 and had an average of 0.01.
Subscribe to unlock
JNJ Sharpe RatioJNJ has a 1 year sharpe of 0.16 which is -0.18 compared to the S&P500.
Display:
1y
Timeframe:
1y
Subscribe to unlock
JNJ Daily P/L Normal DistributionJNJ has a P/L mean of 0.05% and a std dev of 1.19%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
Subscribe to unlock
JNJ 1 Year DrawdownJNJ had a max drawdown of 15.13% in the previous year.
1y
JNJ Yearly Drawdown DurationJNJ has an average drawdown duration of 23.13 days every year.