Johnson Controls International Stock Market Value
| JCI Stock | USD 64.45 0.16 0.25% |
| Symbol | Johnson |
Johnson Controls Int Price To Book Ratio
Is Johnson Controls' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Johnson Controls. If investors know Johnson will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Johnson Controls listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 2.232 | Dividend Share 1.47 | Earnings Share 2.69 | Revenue Per Share 39.282 | Quarterly Revenue Growth 0.004 |
The market value of Johnson Controls Int is measured differently than its book value, which is the value of Johnson that is recorded on the company's balance sheet. Investors also form their own opinion of Johnson Controls' value that differs from its market value or its book value, called intrinsic value, which is Johnson Controls' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Johnson Controls' market value can be influenced by many factors that don't directly affect Johnson Controls' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Johnson Controls' value and its price as these two are different measures arrived at by different means. Investors typically determine if Johnson Controls is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Johnson Controls' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 05/07/2022 |
| 04/26/2024 |
If you would invest 0.00 in Johnson Controls on May 7, 2022 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 Travis Perkins, Travis Perkins, Janus International, Interface, and Aspen Aerogels. Johnson Controls International plc, together with its subsidiaries, engages in engineering, manufacturing, commissioning... 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 | 1.35 | |||
| Information Ratio | 0.1319 | |||
| Maximum Drawdown | 5.98 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 2.07 |
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 | 0.1306 | |||
| Jensen Alpha | 0.156 | |||
| Total Risk Alpha | 0.0869 | |||
| Sortino Ratio | 0.1234 | |||
| Treynor Ratio | 0.2144 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Johnson Controls' 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 Controls Int Backtested Returns
Johnson Controls appears to be very steady, given 3 months investment horizon. Johnson Controls Int holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17% 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 utilize Johnson Controls' Downside Deviation of 1.35, market risk adjusted performance of 0.2244, and Risk Adjusted Performance of 0.1306 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Johnson Controls holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of 1.14, which attests to a somewhat significant risk relative to the market. Johnson Controls returns are very sensitive to returns on the market. As the market goes up or down, Johnson Controls is expected to follow. Please check Johnson Controls' information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether Johnson Controls' current trending patterns will revert.
Auto-correlation | -0.5 |
Modest reverse predictability
Johnson Controls International has modest reverse predictability. Overlapping area represents the amount of predictability between Johnson Controls time series from 7th of May 2022 to 2nd of May 2023 and 2nd of May 2023 to 26th of April 2024. 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 -0.5 indicates that about 50.0% of current Johnson Controls price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 29.26 |
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 |
| Timeline |
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 |
| Timeline |
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 |
Johnson Controls Investors Sentiment
The influence of Johnson Controls' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Johnson. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Johnson Controls' public news can be used to forecast risks associated with an investment in Johnson. The trend in average sentiment can be used to explain how an investor holding Johnson can time the market purely based on public headlines and social activities around Johnson Controls International. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Johnson Controls' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Johnson Controls' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Johnson Controls' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Johnson Controls.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Johnson Controls in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Johnson Controls' short interest history, or implied volatility extrapolated from Johnson Controls options trading.
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Try AI Portfolio ArchitectCheck out Johnson Controls Correlation, Johnson Controls Volatility and Johnson Controls Alpha and Beta module to complement your research on Johnson Controls. Note that the Johnson Controls Int information on this page should be used as a complementary analysis to other Johnson Controls' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Complementary Tools for Johnson Stock analysis
When running Johnson Controls' price analysis, check to measure Johnson Controls' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Johnson Controls is operating at the current time. Most of Johnson Controls' value examination focuses on studying past and present price action to predict the probability of Johnson Controls' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Johnson Controls' price. Additionally, you may evaluate how the addition of Johnson Controls to your portfolios can decrease your overall portfolio volatility.
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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.