On 2026-08-20, Johnson & Johnson (JNJ) closed at 267.37 USD, down 2.21% on the day. It trades at 91.2% of its 52-week range. Its RSI(14) of 59.13 is in the 70th percentile of its history since 1962. Its 20-day return of +3.12% is in the 66th percentile. Its RSI last entered overbought 44 days ago (2026-07-07) and oversold 121 days ago (2026-04-21). It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 261.8 / 254.19 / 231.39 USD, with price +2.13% / +5.18% / +15.55% against them. Its moving averages stack 20-day > 50-day > 200-day. Its 52-week range is 173.33–276.47 USD; it closed 3.29% below the high and 54.25% above the low. The high was set 1 days ago (2026-08-19) and the low 335 days ago (2025-09-19). It is 3.29% below its all-time high, set 1 days ago (2026-08-19). Its 20-day volatility is 1.430% daily, in the 63rd percentile of its history since 1962. Its realized volatility across horizons is 5-day 2.053%, 20-day 1.430%, 60-day 1.630%, and 120-day 1.384% daily. Annualized, these are 5-day 32.6%, 20-day 22.7%, 60-day 25.9%, and 120-day 22.0%. Its 14-day average true range (ATR) is 5.88 USD, 2.20% of price. It has returned +2.02% (75th pctile) over 5 days, +4.04% (82nd) over 10 days, +3.12% (66th) over 20 days, +16.16% (91st) over 60 days, +7.62% (57th) over 120 days, and +50.38% (92nd) over 252 days. Against the S&P 500, its weekly-return beta -0.51 / correlation -0.28 (52-week); beta -0.55 / correlation -0.31 (26-week). Relative to the S&P 500, it has returned -0.02% (20-day), +14.53% (60-day), and +31.20% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.03 (52-week); +0.02 (26-week). Next earnings are scheduled for 2026-10-13.
=== JOHNSON & JOHNSON (JNJ) (USD) ===
price & change (as of 2026-08-20, prior 2026-08-19)
close 267.37
change -6.04 (-2.209%)
listing Exchange: NYSE, Currency: USD
range (as of 2026-08-20)
range 6.03
close pos 0.0% of range
moving averages (as of 2026-08-20)
20d MA 261.80 price above by +2.13%
50d MA 254.19 price above by +5.18%
200d MA 231.39 price above by +15.55%
200d MA slope +3.18% over 20 sessions (rising)
price > all MAs
stack: 20d > 50d > 200d
20d MA last crossed above 50d MA: 2026-06-15 (66d ago)
20d MA last crossed above 200d MA: 2025-07-18 (398d ago)
50d MA last crossed above 200d MA: 2025-07-24 (392d ago)
volatility (as of 2026-08-20)
20d stdev 1.430% daily ≈ 22.7% annualized (×√252) (63rd pct of own history, since 1962 (15103 obs))
5d vol 2.053% daily ≈ 32.6% annualized (×√252) (87th pct of own history, since 1962 (15118 obs))
60d vol 1.630% daily ≈ 25.9% annualized (×√252) (73rd pct of own history, since 1962 (15063 obs))
120d vol 1.384% daily ≈ 22.0% annualized (×√252) (55th pct of own history, since 1962 (15003 obs))
vs easing-2024 avg 1.23× (1.430% vs 1.160% era avg)
ATR (as of 2026-08-20)
ATR(14) 5.88
ATR% 2.20% (72nd pct of own history, since 1962 (15109 obs))
range/ATR 102.6%
relative volume (as of 2026-08-20)
RVOL 0.91x (today vs 20-day average volume)
pctile 49th pct of own history, since 1962 (15103 obs)
52-week range (as of 2026-08-20)
high 276.47 (-3.29% from high) [2026-08-19, 1d ago]
low 173.33 (+54.25% from low) [2025-09-19, 335d ago]
drawdown -3.29% from all-time high, 1d ago (2026-08-19)
max drawdown (10-year, close-basis) -27.83% (2020-02-05 153.99 -> 2020-03-23 111.14, 47d peak-to-trough); recovered 2020-04-23 (31d after trough)
momentum (as of 2026-08-20)
RSI(14) 59.13 (70th pct of own history, since 1962 (15109 obs))
last overbought 44d ago (2026-07-07)
last oversold 121d ago (2026-04-21)
MACD (as of 2026-08-20)
MACD(12,26,9) +3.90 (above signal) signal +3.18 hist +0.72
returns (as of 2026-08-20)
5d return +2.02% (75th pct of own history, since 1962 (15118 obs))
10d return +4.04% (82nd pct of own history, since 1962 (15113 obs))
20d return +3.12% (66th pct of own history, since 1962 (15103 obs))
60d return +16.16% (91st pct of own history, since 1962 (15063 obs))
120d return +7.62% (57th pct of own history, since 1962 (15003 obs))
252d return +50.38% (92nd pct of own history, since 1962 (14871 obs))
YTD return +29.20%
volatility by rate-era
pre-crisis 1.71% (from 1962-01-05)
ZIRP-2009 0.93%
tightening-2015 1.02%
ZIRP-2019 1.36%
tightening-2022 1.07%
easing-2024 1.16%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-19)
vs real yield (Δ) +0.02 (26w)
vs real yield (Δ) -0.03 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-20)
vs S&P 500 beta -0.55 corr -0.31 (26w)
vs S&P 500 beta -0.51 corr -0.28 (52w)
vs S&P 500 -0.02% rel (20d return)
vs S&P 500 +14.53% rel (60d return)
vs S&P 500 +31.20% rel (252d return)
vs Nasdaq 100 beta -0.53 corr -0.47 (26w)
vs Nasdaq 100 beta -0.53 corr -0.44 (52w)
vs Nasdaq 100 +0.38% rel (20d return)
vs Nasdaq 100 +18.81% rel (60d return)
vs Nasdaq 100 +25.49% rel (252d return)
vs XLV (Health Care) beta +1.14 corr +0.81 (26w)
vs XLV (Health Care) beta +0.90 corr +0.65 (52w)
vs XLV -3.66% rel (20d return)
vs XLV +0.08% rel (60d return)
vs XLV +24.32% rel (252d return)
earnings horizon
next earnings 2026-10-13 (54 days)