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BG Foods Risk Analysis And Volatility

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BGS -- USA Stock  

Sell-off Trend

Macroaxis considers BG Foods to be somewhat reliable. BG Foods BG retains Efficiency (Sharpe Ratio) of -0.1289 which signifies that the organization had -0.1289% of return per unit of price deviation over the last 3 months. Macroaxis way in which we are foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. BG Foods exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm BG Foods BG Foods Coefficient Of Variation of (823.07), Market Risk Adjusted Performance of 0.3186 and Standard Deviation of 2.01 to double-check risk estimate we provide.
Interest Expense

90 Days Market Risk

Somewhat reliable

Chance of Distress

Close to Average

90 Days Economic Sensitivity

Moves totally opposite to market

BG Foods Market Sensitivity

As returns on market increase, returns on owning BG Foods are expected to decrease at a much smaller rate. During bear market, BG Foods is likely to outperform the market.
3 Months Beta |Analyze BG Foods BG Demand Trend
Check current 30 days BG Foods correlation with market (DOW)
β = -0.8241

BG Foods Central Daily Price Deviation

BG Foods BG Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of BG Foods BG price series. View also all equity analysis or get more info about median price price transform indicator.

BG Foods Projected Return Density Against Market

Considering 30-days investment horizon, BG Foods BG Foods has beta of -0.8241 . This suggests as returns on benchmark increase, returns on holding BG Foods are expected to decrease at a much smaller rate. During bear market, however, BG Foods BG Foods is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. BG Foods BG is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Considering 30-days investment horizon, the coefficient of variation of BG Foods is -776.07. The daily returns are destributed with a variance of 4.14 and standard deviation of 2.04. The mean deviation of BG Foods BG Foods is currently at 1.63. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
α
Alpha over DOW
=0.2
β
Beta against DOW=0.82
σ
Overall volatility
=2.04
Ir
Information ratio =0.16

BG Foods Return Volatility

the enterprise has volatility of 2.0352% on return distribution over 30 days investment horizon. the entity inherits 0.7895% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

BG Foods Investment Opportunity

BG Foods BG Foods has a volatility of 2.04 and is 2.58 times more volatile than DOW. 18  of all equities and portfolios are less risky than BG Foods. Compared to the overall equity markets, volatility of historical daily returns of BG Foods BG Foods is lower than 18 () of all global equities and portfolios over the last 30 days. Use BG Foods BG Foods to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of BG Foods to be traded at $13.48 in 30 days. . As returns on market increase, returns on owning BG Foods are expected to decrease at a much smaller rate. During bear market, BG Foods is likely to outperform the market.

BG Foods correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding BG Foods Inc BG Foods Inc and equity matching DJI index in the same portfolio.

BG Foods Current Risk Indicators

BG Foods Suggested Diversification Pairs

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