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Babcock Wilcox Risk Analysis And Volatility

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BW -- USA Stock  

USD 4.54  0.05  1.11%

Macroaxis considers Babcock Wilcox risky given 3 months investment horizon. Babcock Wilcox Enter secures Sharpe Ratio (or Efficiency) of 0.0631 which signifies that the organization had 0.0631% of return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Babcock Wilcox Enterprises I which you can use to evaluate future volatility of the firm. Please makes use of Babcock Wilcox Enter Mean Deviation of 2.82 and Risk Adjusted Performance of 0.0399 to double-check if our risk estimates are consistent with your expectations.
Interest Expense

90 Days Market Risk

Risky

Chance of Distress

Below Average

90 Days Economic Sensitivity

Responds to market

Babcock Wilcox Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Babcock Wilcox will likely underperform.
3 Months Beta |Analyze Babcock Wilcox Enter Demand Trend
Check current 30 days Babcock Wilcox correlation with market (DOW)
β = 1.2015

Babcock Wilcox Central Daily Price Deviation

Babcock Wilcox Enter Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Babcock Wilcox Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Babcock Wilcox Enter moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Babcock Wilcox Projected Return Density Against Market

Allowing for the 30-days total investment horizon, the stock has beta coefficient of 1.2015 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Babcock Wilcox will likely underperform. Moreover, The company has an alpha of 0.0448 implying that it can potentially generate 0.0448% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
    
  Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Babcock Wilcox is 1584.59. The daily returns are destributed with a variance of 13.06 and standard deviation of 3.61. The mean deviation of Babcock Wilcox Enterprises I is currently at 2.8. For similar time horizon, the selected benchmark (DOW) has volatility of 0.79
α
Alpha over DOW
=0.0448
β
Beta against DOW=1.20
σ
Overall volatility
=3.61
Ir
Information ratio =0.0167

Babcock Wilcox Return Volatility

the venture accepts 3.6137% volatility on return distribution over the 30 days horizon. the entity inherits 0.7938% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Babcock Wilcox Investment Opportunity

Babcock Wilcox Enterprises I has a volatility of 3.61 and is 4.57 times more volatile than DOW. 32  of all equities and portfolios are less risky than Babcock Wilcox. Compared to the overall equity markets, volatility of historical daily returns of Babcock Wilcox Enterprises I is lower than 32 () of all global equities and portfolios over the last 30 days. Use Babcock Wilcox Enterprises I to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Babcock Wilcox to be traded at $4.99 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Babcock Wilcox will likely underperform.

Babcock Wilcox correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Babcock Wilcox Enterprises I and equity matching DJI index in the same portfolio.

Babcock Wilcox Current Risk Indicators

Babcock Wilcox Suggested Diversification Pairs

Continue to Trending Equities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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