Johnson Matthey's market value is the price at which a share of Johnson Matthey trades on a public exchange. It measures the collective expectations of Johnson Matthey PLC investors about its performance. Johnson Matthey is selling for under 1831.00 as of the 4th of July 2025; that is 0.44 percent increase since the beginning of the trading day. The stock's lowest day price was 1801.0. With this module, you can estimate the performance of a buy and hold strategy of Johnson Matthey PLC and determine expected loss or profit from investing in Johnson Matthey over a given investment horizon. Check out Johnson Matthey Correlation, Johnson Matthey Volatility and Johnson Matthey Alpha and Beta module to complement your research on Johnson Matthey.
Please note, there is a significant difference between Johnson Matthey's value and its price as these two are different measures arrived at by different means. Investors typically determine if Johnson Matthey is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Johnson Matthey's 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 Matthey '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 Matthey'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 Matthey.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Johnson Matthey'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 Matthey PLC upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Johnson Matthey's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Johnson Matthey's standard deviation. In reality, there are many statistical measures that can use Johnson Matthey historical prices to predict the future Johnson Matthey's volatility.
Johnson Matthey appears to be very steady, given 3 months investment horizon. Johnson Matthey PLC holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. By evaluating Johnson Matthey's technical indicators, you can evaluate if the expected return of 0.87% is justified by implied risk. Please utilize Johnson Matthey's Market Risk Adjusted Performance of 4.41, downside deviation of 2.37, and Risk Adjusted Performance of 0.2265 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Johnson Matthey holds a performance score of 16. The company retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Johnson Matthey's returns are expected to increase less than the market. However, during the bear market, the loss of holding Johnson Matthey is expected to be smaller as well. Please check Johnson Matthey's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Johnson Matthey's current trending patterns will revert.
Auto-correlation
0.43
Average predictability
Johnson Matthey PLC has average predictability. Overlapping area represents the amount of predictability between Johnson Matthey time series from 4th of June 2025 to 19th of June 2025 and 19th of June 2025 to 4th 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 Matthey PLC price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Johnson Matthey price fluctuation can be explain by its past prices.
Correlation Coefficient
0.43
Spearman Rank Test
0.38
Residual Average
0.0
Price Variance
2449.06
Johnson Matthey PLC lagged returns against current returns
Autocorrelation, which is Johnson Matthey 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 Matthey's stock expected returns. We can calculate the autocorrelation of Johnson Matthey returns to help us make a trade decision. For example, suppose you find that Johnson Matthey 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 Matthey 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 Matthey stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Johnson Matthey stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Johnson Matthey stock over time.
Current vs Lagged Prices
Timeline
Johnson Matthey Lagged Returns
When evaluating Johnson Matthey's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Johnson Matthey stock have on its future price. Johnson Matthey 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 Matthey autocorrelation shows the relationship between Johnson Matthey stock current value and its past values and can show if there is a momentum factor associated with investing in Johnson Matthey PLC.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Johnson Matthey's price analysis, check to measure Johnson Matthey's 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 Matthey is operating at the current time. Most of Johnson Matthey's value examination focuses on studying past and present price action to predict the probability of Johnson Matthey's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Johnson Matthey's price. Additionally, you may evaluate how the addition of Johnson Matthey to your portfolios can decrease your overall portfolio volatility.