Johnson Institutional Intermediate Fund Technical Analysis
| JIMEX Fund | USD 15.16 -0.05 -0.33% |
Market data as of the 13th of March 2026 shows JOHNSON INSTITUTIONAL priced at 15.16 per share. Measured indicators report Market Risk Adjusted Performance of 0.337, downside deviation of 0.1652, and Risk Adjusted Performance of -0.01. The model examines historical data series to identify measurable trend characteristics. Technical levels are measured against peer distributions.
JOHNSON INSTITUTIONAL Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as JOHNSON, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to JOHNSONJOHNSON |
What if' Analysis
Running a what-if backtest on Johnson Institutional Intermediate gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether JOHNSON INSTITUTIONAL's historical reward profile was stable enough to support the current thesis.
| 12/13/2025 |
| 03/13/2026 |
If you invested 0.00 in JOHNSON INSTITUTIONAL on December 13, 2025 and closed the position today, you would earn 0.00 in cumulative gains. Overall, this is a 0.0% return on investment in JOHNSON INSTITUTIONAL in aggregate over 90 days. JOHNSON INSTITUTIONAL is related to or competes with Calamos Market, ACADIAN EMERGING, RBC EMERGING, DOUBLELINE EMERGING, MASSMUTUAL PREMIER, VANGUARD EMERGING, and Locorr Market. The comparison helps frame competitive context. The fund invests at least 80 percent of its net assets, plus any amounts for borrowing, in a broad range of investment g... More
JOHNSON INSTITUTIONAL Upside and Downside Indicators Summary
Upside and downside indicators for JOHNSON INSTITUTIONAL summarize momentum balance and potential range context for the fund. This view helps summarize momentum conditions without implying direction.
| Downside Deviation | 0.1652 | |||
| Information Ratio | 0.2727 | |||
| Maximum Drawdown | 0.7204 | |||
| Value At Risk | -0.20 | |||
| Potential Upside | 0.2611 |
JOHNSON INSTITUTIONAL Market Risk Indicators Summary
Market risk indicators summarize volatility and return dispersion for JOHNSON INSTITUTIONAL. The measures summarize variability without implying direction.| Risk Adjusted Performance | -0.01 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0039 | |||
| Sortino Ratio | 0.2442 | |||
| Treynor Ratio | 0.327 |
Mean reversion in JOHNSON INSTITUTIONAL's price occurs when temporary dislocations - caused by sentiment extremes, news events, or liquidity shocks - correct back toward the stock's historical fair value.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | 0.337 | |||
| Mean Deviation | 0.1143 | |||
| Semi Deviation | 0.1085 | |||
| Downside Deviation | 0.1652 | |||
| Coefficient Of Variation | 2680.89 | |||
| Standard Deviation | 0.148 | |||
| Variance | 0.0219 | |||
| Information Ratio | 0.2727 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0039 | |||
| Sortino Ratio | 0.2442 | |||
| Treynor Ratio | 0.327 | |||
| Maximum Drawdown | 0.7204 | |||
| Value At Risk | -0.20 | |||
| Potential Upside | 0.2611 | |||
| Downside Variance | 0.0273 | |||
| Semi Variance | 0.0118 | |||
| Expected Short fall | -0.15 | |||
| Skewness | -0.14 | |||
| Kurtosis | 0.0801 |
Johnson Institutional Backtested Returns
JOHNSON INSTITUTIONAL currently shows a very low volatility profile across the evaluation window. It shows an Efficiency (Sharpe) Ratio of 0.0373, quantifying return efficiency across 3 months. Signal processing identified twenty-seven dispersion-based indicators. Please assess metrics such as market risk-adjusted performance of 0.337, downside deviation of 0.1652, and risk-adjusted performance of -0.01 to validate implied volatility levels. The fund shows a Beta (market volatility) of -0.0137, which alludes to relatively modest fluctuations relative to the market. Returns on JOHNSON INSTITUTIONAL tend to move against the broader market, though the counter-movement is modest relative to the index.
Auto-correlation | 0.39 |
Below average predictability
Johnson Institutional Intermediate shows below average predictability when comparing price series from 13th of December 2025 to 27th of January 2026 against from 27th of January 2026 to 13th of March 2026. A strong serial relationship would imply that JOHNSON INSTITUTIONAL's recent trajectory contains information about its near-term direction. With a serial correlation of 0.39, just about 39.0% of JOHNSON INSTITUTIONAL's price variation is attributable to patterns in preceding intervals.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
JOHNSON INSTITUTIONAL technical mutual fund analysis uses price and volume transformations to study behavior. The view references moving averages, RSI, regressions, and chart pattern signals.
Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Johnson Institutional volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of JOHNSON INSTITUTIONAL focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Support and resistance levels frame risk boundaries for observed price regimes.
This section for Johnson Institutional Intermediate is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsJOHNSON INSTITUTIONAL Technical Indicators
A technical review of Johnson Institutional Intermediate can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | 0.337 | |||
| Mean Deviation | 0.1143 | |||
| Semi Deviation | 0.1085 | |||
| Downside Deviation | 0.1652 | |||
| Coefficient Of Variation | 2680.89 | |||
| Standard Deviation | 0.148 | |||
| Variance | 0.0219 | |||
| Information Ratio | 0.2727 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0039 | |||
| Sortino Ratio | 0.2442 | |||
| Treynor Ratio | 0.327 | |||
| Maximum Drawdown | 0.7204 | |||
| Value At Risk | -0.20 | |||
| Potential Upside | 0.2611 | |||
| Downside Variance | 0.0273 | |||
| Semi Variance | 0.0118 | |||
| Expected Short fall | -0.15 | |||
| Skewness | -0.14 | |||
| Kurtosis | 0.0801 |
March 13, 2026 Daily Trend Indicators
A technical review of Johnson Institutional Intermediate can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 15.16 | ||
| Day Typical Price | 15.16 | ||
| Price Action Indicator | -0.03 |