Baker Hughes Performance

Baker Hughes Incorporated -- USA Stock  

USD 48.88  0.00  0.00%

Baker Hughes holds performance score of 26 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 11780.7285 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 Treynor Ratio, and the relationship between Variance and Potential Upside to analyze future returns on Baker Hughes.
Investment Horizon     30 Days    Login   to change

Baker Hughes Incorporated Relative Risk vs. Return Landscape

If you would invest  4,988  in Baker Hughes Incorporated on November 10, 2017 and sell it today you would lose (100)  from holding Baker Hughes Incorporated or give up 2.0% of portfolio value over 30 days. Baker Hughes Incorporated is generating 11780.7285% of daily returns assuming volatility of 28906.4489% 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 57274.52 times more return on investment than the market. However, the company is 57274.52 times more volatile than its market benchmark. It trades about 0.41 of its potential returns per unit of risk. The DOW is currently generating roughly 0.36 per unit of risk.

Baker Hughes Daily Price Distribution

The median price of Baker Hughes for the period between Fri, Nov 10, 2017 and Sun, Dec 10, 2017 is 55.89 with a coefficient of variation of 55.88. The daily time series for the period is distributed with a sample standard deviation of 23.96, arithmetic mean of 42.87, and mean deviation of 19.45. The Stock did not receive any noticable media coverage during the period.

One Month Efficiency

Baker Hughes Sharpe Ratio = 0.4075
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Estimated Market Risk

 28906.45
  actual daily
 
 4 %
of total potential
  

Expected Return

 5.24
  actual daily
 
 96 %
of total potential
  

Risk-Adjusted Return

 0.41
  actual daily
 
 26 %
of total potential
  
Based on monthly moving average Baker Hughes is performing at about 26% 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.

Dividends

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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