Johnson Matthey Plc Stock Market Value
| JMPLY Stock | USD 50.10 0.40 0.80% |
| Symbol | Johnson |
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 pink sheet 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.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Johnson Matthey on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Johnson Matthey PLC or generate 0.0% return on investment in Johnson Matthey over 90 days. Johnson Matthey is related to or competes with Associated British, Ashtead Gro, Axalta Coating, Bunzl Plc, Intertek Group, Johnson Matthey, and Koppers Holdings. Johnson Matthey Plc engages in the clean air, catalyst and hydrogen technology, and platinum group metals service busine... More
Johnson Matthey 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 Matthey's pink sheet 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.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.2136 | |||
| Maximum Drawdown | 26.89 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.98 |
Johnson Matthey Market Risk Indicators
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.| Risk Adjusted Performance | 0.248 | |||
| Jensen Alpha | 0.8459 | |||
| Total Risk Alpha | 0.3641 | |||
| Sortino Ratio | 0.5003 | |||
| Treynor Ratio | (2.82) |
Johnson Matthey PLC Backtested Returns
Johnson Matthey appears to be very steady, given 3 months investment horizon. Johnson Matthey PLC holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24 % 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 0.79% is justified by implied risk. Please utilize Johnson Matthey's Market Risk Adjusted Performance of (2.81), risk adjusted performance of 0.248, and Downside Deviation of 1.35 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 19. The company retains a Market Volatility (i.e., Beta) of -0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Johnson Matthey are expected to decrease at a much lower rate. During the bear market, Johnson Matthey is likely to outperform the market. Please check Johnson Matthey's sortino ratio, as well as the relationship between the semi variance and day median price , to make a quick decision on whether Johnson Matthey's current trending patterns will revert.
Auto-correlation | 0.79 |
Good predictability
Johnson Matthey PLC has good predictability. Overlapping area represents the amount of predictability between Johnson Matthey 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 Matthey PLC price movement. The serial correlation of 0.79 indicates that around 79.0% of current Johnson Matthey price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 2.97 |
Johnson Matthey PLC lagged returns against current returns
Autocorrelation, which is Johnson Matthey pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Johnson Matthey pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Johnson Matthey pink sheet 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 pink sheet 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 pink sheet 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.Additional Tools for Johnson Pink Sheet Analysis
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.