JOHNSON SVC (Germany) Market Value
| 5K7 Stock | EUR 1.54 0.01 0.65% |
| Symbol | JOHNSON |
JOHNSON SVC '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 SVC's 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 SVC.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in JOHNSON SVC on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding JOHNSON SVC LS 10 or generate 0.0% return on investment in JOHNSON SVC over 90 days. JOHNSON SVC is related to or competes with RENTOKIL INITIAL, Elis SA, PARK24 SPONS, Transcontinental, and . Johnson Service Group PLC, together with its subsidiaries, provides textile rental and related services in the United Ki... More
JOHNSON SVC 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 SVC's 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 SVC LS 10 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.03 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 17.96 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 4.62 |
JOHNSON SVC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JOHNSON SVC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JOHNSON SVC's standard deviation. In reality, there are many statistical measures that can use JOHNSON SVC historical prices to predict the future JOHNSON SVC's volatility.| Risk Adjusted Performance | 0.0405 | |||
| Jensen Alpha | 0.0842 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (5.00) |
JOHNSON SVC LS Backtested Returns
At this point, JOHNSON SVC is very risky. JOHNSON SVC LS holds Efficiency (Sharpe) Ratio of 0.0542, which attests that the entity had a 0.0542 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for JOHNSON SVC LS, which you can use to evaluate the volatility of the firm. Please check out JOHNSON SVC's Semi Deviation of 2.44, market risk adjusted performance of (4.99), and Risk Adjusted Performance of 0.0405 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. JOHNSON SVC has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0164, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JOHNSON SVC are expected to decrease at a much lower rate. During the bear market, JOHNSON SVC is likely to outperform the market. JOHNSON SVC LS currently retains a risk of 2.53%. Please check out JOHNSON SVC mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to decide if JOHNSON SVC will be following its current trending patterns.
Auto-correlation | 0.05 |
Virtually no predictability
JOHNSON SVC LS 10 has virtually no predictability. Overlapping area represents the amount of predictability between JOHNSON SVC time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 SVC LS price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current JOHNSON SVC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
JOHNSON SVC LS lagged returns against current returns
Autocorrelation, which is JOHNSON SVC 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 SVC's stock expected returns. We can calculate the autocorrelation of JOHNSON SVC returns to help us make a trade decision. For example, suppose you find that JOHNSON SVC 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 SVC 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 SVC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JOHNSON SVC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JOHNSON SVC stock over time.
Current vs Lagged Prices |
| Timeline |
JOHNSON SVC Lagged Returns
When evaluating JOHNSON SVC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JOHNSON SVC stock have on its future price. JOHNSON SVC 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 SVC autocorrelation shows the relationship between JOHNSON SVC stock current value and its past values and can show if there is a momentum factor associated with investing in JOHNSON SVC LS 10.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in JOHNSON Stock
JOHNSON SVC financial ratios help investors to determine whether JOHNSON Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in JOHNSON with respect to the benefits of owning JOHNSON SVC security.