Baker Hughes Risk Analysis

Baker Hughes Incorporated -- USA Stock  

USD 0.07  50.86  99.86%

Macroaxis considers Baker Hughes to be extremely risky. Baker Hughes Incorporated secures Sharpe Ratio (or Efficiency) of -0.3965 which signifies that Baker Hughes Incorporated had -0.3965% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Baker Hughes Incorporated exposes twenty different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Baker Hughes Incorporated Coefficient Of Variation of 217.97, Risk Adjusted Performance of 0.2278 and Mean Deviation of 23292.54 to double-check risk estimate we provide.
Investment Horizon     30 Days    Login   to change

Baker Hughes Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Baker Hughes will likely underperform.
One Month Beta |Analyze Baker Hughes Incorporated Demand Trend
Check current 30 days Baker Hughes correlation with market (DOW)
β = 95.0
Baker Hughes Large BetaBaker Hughes Incorporated Beta Legend

Baker Hughes Incorporated Technical Analysis

The output start index for this execution was zero with a total number of output elements of seventeen. Baker Hughes Incorporated Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Considering 30-days investment horizon, the stock has beta coefficient of 95.0 . 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, Baker Hughes will likely underperform. In addition to that, Baker Hughes Incorporated has an alpha of 14182.1541 implying that it can potentially generate 14182.1541% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
Considering 30-days investment horizon, the coefficient of variation of Baker Hughes is -252.2. The daily returns are destributed with a variance of 1681.5 and standard deviation of 41.01. The mean deviation of Baker Hughes Incorporated is currently at 27.87. For similar time horizon, the selected benchmark (DOW) has volatility of 0.47
Alpha over DOW
βBeta against DOW=95
Overall volatility
 IrInformation ratio =0.46

Actual Return Volatility

Baker Hughes Incorporated has volatility of 41.0061% on return distribution over 30 days investment horizon. DOW inherits 0.4491% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Baker Hughes Volatility Factors

30 Days Market Risk

Extremely risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Hypersensitive to market

Total Debt

Baker Hughes Incorporated Total Debt History

Total Debt

Largest Trends

Baker Hughes Largest Period Trend

Investment Outlook

Baker Hughes Investment Opportunity
Baker Hughes Incorporated has a volatility of 41.01 and is 91.13 times more volatile than DOW. 96% 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 higher than 96 (%) of all global equities and portfolios over the last 30 days. Use Baker Hughes Incorporated to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of Baker Hughes to be traded at $0.0665 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Baker Hughes will likely underperform.

Baker Hughes correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Baker Hughes Incorporated and equity matching DJI index in the same portfolio.

Volatility Indicators

Baker Hughes Current Risk Indicators