Baker Hughes Risk Analysis And Volatility Evaluation

BHI -- USA Stock  

null 0.05  0.001  1.82%

Our philosophy towards foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Baker Hughes Incorporated which you can use to evaluate future volatility of the firm. Please confirm Baker Hughes Incorporated to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Baker Hughes Incorporated Technical Analysis

Transformation
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Projected Return Density Against Market

Considering 30-days investment horizon, Baker Hughes has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Baker Hughes are completely uncorrelated. Furthermore, Baker Hughes IncorporatedIt does not look like Baker Hughes alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Baker Hughes Incorporated has volatility of 0.0% on return distribution over 30 days investment horizon. DOW inherits 0.5886% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
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Fundamental Analysis

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Investment Outlook

Baker Hughes Investment Opportunity
DOW has a standard deviation of returns of 0.59 and is 9.223372036854776E16 times more volatile than Baker Hughes Incorporated. 0% of all equities and portfolios are less risky than Baker Hughes. Compared to the overall equity markets, volatility of historical daily returns of Baker Hughes Incorporated is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Baker Hughes Current Risk Indicators

Check also Trending Equities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.