BAE Systems (UK) Performance
| BA Stock | 1,197 2.00 0.17% |
The firm shows a Beta (market volatility) of 1.09, which signifies a somewhat significant risk relative to the market. BAE Systems returns are very sensitive to returns on the market. As the market goes up or down, BAE Systems is expected to follow. At this point, BAE Systems plc has a negative expected return of -0.0679%. Please make sure to confirm BAE Systems' maximum drawdown, and the relationship between the information ratio and accumulation distribution , to decide if BAE Systems plc performance from the past will be repeated at some future date.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days BAE Systems plc has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, BAE Systems is not utilizing all of its potentials. The newest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Forward Dividend Yield 0.0258 | Payout Ratio 0.5 | Last Split Factor 4:1 | Forward Dividend Rate 0.31 | Ex Dividend Date 2024-10-24 |
1 | BAE Systems plc Insider Tom Arseneault Sells 152,999 Shares - MarketBeat | 10/23/2024 |
2 | BAE Systems contract with US Army for MCSKS system - Marketscreener.com | 11/19/2024 |
| BAE Systems dividend paid on 2nd of December 2024 | 12/02/2024 |
3 | BAE Systems Secures a Contract for the Sustainment of the F-16 Jet - Zacks Investment Research | 12/06/2024 |
| Begin Period Cash Flow | 3.1 B |
BAE |
BAE Systems Relative Risk vs. Return Landscape
If you would invest 126,206 in BAE Systems plc on September 18, 2024 and sell it today you would lose (6,506) from holding BAE Systems plc or give up 5.16% of portfolio value over 90 days. BAE Systems plc is producing return of less than zero assuming 1.728% volatility of returns over the 90 days investment horizon. Simply put, 15% of all stocks have less volatile historical return distribution than BAE Systems, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BAE Systems Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BAE Systems' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BAE Systems plc, and traders can use it to determine the average amount a BAE Systems' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0393
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BA |
Estimated Market Risk
| 1.73 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BAE Systems is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of BAE Systems by adding BAE Systems to a well-diversified portfolio.
BAE Systems Fundamentals Growth
BAE Stock prices reflect investors' perceptions of the future prospects and financial health of BAE Systems, and BAE Systems fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on BAE Stock performance.
| Return On Equity | 0.17 | ||||
| Return On Asset | 0.0446 | ||||
| Profit Margin | 0.07 % | ||||
| Operating Margin | 0.10 % | ||||
| Current Valuation | 43.91 B | ||||
| Shares Outstanding | 3.01 B | ||||
| Price To Book | 3.20 X | ||||
| Price To Sales | 1.49 X | ||||
| Revenue | 23.08 B | ||||
| Gross Profit | 14.06 B | ||||
| EBITDA | 3.45 B | ||||
| Net Income | 1.86 B | ||||
| Cash And Equivalents | 1.17 B | ||||
| Total Debt | 6.48 B | ||||
| Book Value Per Share | 3.73 X | ||||
| Cash Flow From Operations | 3.76 B | ||||
| Earnings Per Share | 0.60 X | ||||
| Total Asset | 32.06 B | ||||
| Retained Earnings | 3.02 B | ||||
About BAE Systems Performance
By analyzing BAE Systems' fundamental ratios, stakeholders can gain valuable insights into BAE Systems' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BAE Systems has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if BAE Systems has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
BAE Systems is entity of United Kingdom. It is traded as Stock on LSE exchange.Things to note about BAE Systems plc performance evaluation
Checking the ongoing alerts about BAE Systems for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BAE Systems plc help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BAE Systems plc generated a negative expected return over the last 90 days | |
| BAE Systems plc is unlikely to experience financial distress in the next 2 years | |
| About 70.0% of the company shares are held by institutions such as insurance companies | |
| On 2nd of December 2024 BAE Systems paid 0.124 per share dividend to its current shareholders | |
| Latest headline from news.google.com: BAE Systems Secures a Contract for the Sustainment of the F-16 Jet - Zacks Investment Research |
- Analyzing BAE Systems' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether BAE Systems' stock is overvalued or undervalued compared to its peers.
- Examining BAE Systems' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating BAE Systems' management team can have a significant impact on its success or failure. Reviewing the track record and experience of BAE Systems' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BAE Systems' stock. These opinions can provide insight into BAE Systems' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for BAE Stock analysis
When running BAE Systems' price analysis, check to measure BAE Systems' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BAE Systems is operating at the current time. Most of BAE Systems' value examination focuses on studying past and present price action to predict the probability of BAE Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BAE Systems' price. Additionally, you may evaluate how the addition of BAE Systems to your portfolios can decrease your overall portfolio volatility.
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities |