Johnson & Johnson (JNJ): relative volume 2.42× its 20-day average (98th percentile)
On 2026-10-13, Johnson & Johnson (JNJ) closed at 248.61 USD, down 5.73% on the day. At the 2026-10-13 close, Johnson & Johnson (JNJ) had an RSI(14) of 34.39, in the 6th percentile of its history since 1962. Its 20-day return of -6.96% is in the 8th percentile of its history since 1962. At the 2026-10-13 close, Johnson & Johnson (JNJ) traded at 66.3% of its 52-week range. The RSI(14) of Johnson & Johnson (JNJ) last entered the overbought zone 98 days ago (2026-07-07) and the oversold zone 8 days ago (2026-10-05). It is trading above its 200-day but below its 20- and 50-day moving averages. At the 2026-10-13 close, the 20/50/200-day moving averages of Johnson & Johnson (JNJ) were 263.63 / 265.37 / 243.41 USD, with price -5.70% / -6.31% / +2.13% against them. Ranked from highest to lowest, its moving averages are the 50-day, 20-day and 200-day. At the 2026-10-13 close, the 52-week range of Johnson & Johnson (JNJ) was 184.66–281.07 USD; it closed 11.55% below the high (5.3× its typical daily range) and 34.63% above the low (10.4× its typical daily range). The high was set 41 days ago (2026-09-02) and the low 349 days ago (2025-10-29). It is 11.55% below its all-time high, set 41 days ago (2026-09-02). Its 20-day volatility is 1.644% daily, in the 75th percentile of its history since 1962. Its daily realised volatility is 3.123% over 5 days, 1.644% over 20 days, 1.437% over 60 days and 1.503% over 120 days. Annualised, these are 49.6%, 26.1%, 22.8% and 23.9% respectively. Its 14-day average true range (ATR) is 6.13 USD, 2.47% of price. It has returned -2.42% (17th percentile since 1962) over 5 days, -7.09% (4th) over 10 days, -6.96% (8th) over 20 days, -0.08% (36th) over 60 days, +9.96% (64th) over 120 days and +30.35% (78th) over 252 days. Against the S&P 500, its weekly returns show a beta of -0.48 and a correlation of -0.24 over 52 weeks; over 26 weeks, a beta of -0.89 and a correlation of -0.31. Relative to the S&P 500, it has returned -2.25% (5-day), -8.84% (10-day), -9.85% (20-day), -4.95% (60-day) and +11.23% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is -0.11 over 52 weeks and -0.02 over 26 weeks. Next earnings are scheduled for 2026-10-13.
Figures reflect the official regular-session close for 2026-10-13.
=== JOHNSON & JOHNSON (JNJ) (USD) ===
price & change (as of 2026-10-13, prior 2026-10-12)
close 248.61
change -15.12 (-5.733%)
vs market S&P 500 -0.02% · Nasdaq 100 -0.33% (same day)
listing Exchange: NYSE, Currency: USD
range (as of 2026-10-13)
range 11.01
close pos 31.2% of range
moving averages (as of 2026-10-13)
20d MA 263.63 price below by -5.70%
50d MA 265.37 price below by -6.31%
200d MA 243.41 price above by +2.13%
200d MA slope +2.39% over 20 sessions (rising)
price mixed vs MAs
stack: 50d > 20d > 200d
20d MA last crossed below 50d MA: 2026-10-07 (6d ago)
20d MA last crossed above 200d MA: 2025-07-18 (452d ago)
50d MA last crossed above 200d MA: 2025-07-24 (446d ago)
volatility (as of 2026-10-13)
20d stdev 1.644% daily ≈ 26.1% annualised (×√252) (75th pct of own history, since 1962 (15140 obs))
5d vol 3.123% daily ≈ 49.6% annualised (×√252) (96th pct of own history, since 1962 (15155 obs))
60d vol 1.437% daily ≈ 22.8% annualised (×√252) (61st pct of own history, since 1962 (15100 obs))
120d vol 1.503% daily ≈ 23.9% annualised (×√252) (65th pct of own history, since 1962 (15040 obs))
vs easing-2024 avg 1.40× (1.644% vs 1.177% era avg)
ATR (as of 2026-10-13)
ATR(14) 6.13
ATR% 2.47% (83rd pct of own history, since 1962 (15146 obs))
range/ATR 179.6%
relative volume (as of 2026-10-13)
RVOL 2.42x (today vs prior 20-day average, excl. today)
pctile 98th pct of own history, since 1962 (15140 obs)
avg vol 63d 7,077,442 (≈3-month average daily share volume)
52-week range (as of 2026-10-13)
high 281.07 (-11.55% from high) [2026-09-02, 41d ago]
low 184.66 (+34.63% from low) [2025-10-29, 349d ago]
drawdown -11.55% from all-time high, 41d ago (2026-09-02)
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 2026-10-13)
RSI(14) 34.39 (6th pct of own history, since 1962 (15146 obs))
last overbought 98d ago (2026-07-07)
last oversold 8d ago (2026-10-05)
MACD (as of 2026-10-13)
MACD(12,26,9) -3.06 (below signal) signal -1.97 hist -1.09
returns (as of 2026-10-13)
5d return -2.42% from 254.78 on 2026-10-06 (17th pct of own history, since 1962 (15155 obs))
10d return -7.09% from 267.57 on 2026-09-29 (4th pct of own history, since 1962 (15150 obs))
20d return -6.96% from 267.20 on 2026-09-15 (8th pct of own history, since 1962 (15140 obs))
60d return -0.08% from 248.82 on 2026-07-20 (36th pct of own history, since 1962 (15100 obs))
120d return +9.96% from 226.10 on 2026-04-22 (64th pct of own history, since 1962 (15040 obs))
252d return +30.35% from 190.72 on 2025-10-10 (78th pct of own history, since 1962 (14908 obs))
YTD return +20.13% from 206.95 on 2025-12-31
volatility by rate-era
pre-crisis (through 2008) 1.71% (from 1962-01-05)
ZIRP (2009–2015) 0.93%
tightening (2015–2018) 1.02%
ZIRP (2019–2021) 1.36%
tightening (2022–2023) 1.07%
easing (2024– ) 1.18%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-10-09)
vs real yield (Δ) -0.02 (26w)
vs real yield (Δ) -0.11 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-13)
vs S&P 500 beta -0.89 corr -0.31 (26w)
vs S&P 500 beta -0.48 corr -0.24 (52w)
vs S&P 500 -2.25% rel (5d return)
vs S&P 500 -8.84% rel (10d return)
vs S&P 500 -9.85% rel (20d return)
vs S&P 500 -4.95% rel (60d return)
vs S&P 500 +11.23% rel (252d return)
vs Nasdaq 100 beta -0.64 corr -0.43 (26w)
vs Nasdaq 100 beta -0.52 corr -0.39 (52w)
vs Nasdaq 100 -0.30% rel (5d return)
vs Nasdaq 100 -7.85% rel (10d return)
vs Nasdaq 100 -12.50% rel (20d return)
vs Nasdaq 100 -6.91% rel (60d return)
vs Nasdaq 100 +4.22% rel (252d return)
vs XLV (Health Care) beta +1.35 corr +0.87 (26w)
vs XLV (Health Care) beta +1.03 corr +0.68 (52w)
vs XLV -3.96% rel (5d return)
vs XLV -6.46% rel (10d return)
vs XLV -8.15% rel (20d return)
vs XLV -6.62% rel (60d return)
vs XLV +10.97% rel (252d return)
earnings horizon
next earnings 2026-10-13 (0 days)
last reported 2026-07-15 (90 days ago)