Baker Hughes Performance

Baker Hughes Incorporated -- USA Stock  

USD 0.07  0.00  0.00%

Baker Hughes holds performance score of 21 on a scale of zero to a hundred. The firm shows Beta (market volatility) of 95.0 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Baker Hughes will likely underperform.. Although it is essential to pay attention to Baker Hughes Incorporated historical returns, it is also good to be reasonable about what you can actually do with equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if Baker Hughes Incorporated expected return of 128.5937 will be sustainable into the future, we have found twenty different technical indicators which can help you to check if the expected returns are sustainable. Use Baker Hughes Variance and the relationship between Treynor Ratio and Expected Short fall to analyze future returns on Baker Hughes.
 Time Horizon     30 Days    Login   to change

Baker Hughes Incorporated Relative Risk vs. Return Landscape

If you would invest  7.00  in Baker Hughes Incorporated on January 21, 2018 and sell it today you would earn a total of  0.00  from holding Baker Hughes Incorporated or generate 0.0% return on investment over 30 days. Baker Hughes Incorporated is generating 128.5937% of daily returns assuming volatility of 386.0515% on return distribution over 30 days investment horizon. In other words, majority of equities are less volatile than the company and most equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Baker Hughes Incorporated is expected to generate 221.84 times more return on investment than the market. However, the company is 221.84 times more volatile than its market benchmark. It trades about 0.33 of its potential returns per unit of risk. The DOW is currently generating roughly -0.1 per unit of risk.

Baker Hughes Daily Price Distribution

The median price of Baker Hughes for the period between Sun, Jan 21, 2018 and Tue, Feb 20, 2018 is 45.0 with a coefficient of variation of 77.46. The daily time series for the period is distributed with a sample standard deviation of 23.08, arithmetic mean of 29.79, and mean deviation of 21.62. The Stock received some media coverage during the period.

One Month Efficiency

Baker Hughes Sharpe Ratio = 0.3331
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Estimated Market Risk

  actual daily
 4 %
of total potential

Expected Return

  actual daily
 96 %
of total potential

Risk-Adjusted Return

  actual daily
 21 %
of total potential
Based on monthly moving average Baker Hughes is performing at about 21% of its full potential. 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 Baker Hughes by adding it to a well-diversified portfolio.


Baker Hughes Incorporated Dividends Analysis
Check Baker Hughes Incorporated dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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