Baker Hughes Risk Analysis

Baker Hughes Incorporated -- USA Stock  

USD 0.07  0.00  0.00%

Baker Hughes is abnormally risky given 1 month investment horizon. Baker Hughes Incorporated secures Sharpe Ratio (or Efficiency) of 0.4276 which signifies that Baker Hughes Incorporated had 0.4276% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing volatility of a stock is to use Baker Hughes Incorporated market data together with company specific technical indicators. We found twenty different technical indicators which can help you to evaluate if expected returns of 13615.7421% are justified by taking the suggested risk. Use Baker Hughes Coefficient Of Variation of 217.53, Risk Adjusted Performance of 0.1151 and Mean Deviation of 24505.86 to evaluate company specific risk that cannot be diversified away.
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

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 14936.3879 implying that it can potentially generate 14936.3879% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of Baker Hughes is 233.89. The daily returns are destributed with a variance of 1.01415062919E9 and standard deviation of 31845.73. The mean deviation of Baker Hughes Incorporated is currently at 22725.71. For similar time horizon, the selected benchmark (DOW) has volatility of 0.23
α
Alpha over DOW
= 14,936 
βBeta against DOW= 95 
σ
Overall volatility
= 31,846 
 IrInformation ratio = 0.46 

Actual Return Volatility

Baker Hughes Incorporated has volatility of 31845.7317% on return distribution over 30 days investment horizon. DOW inherits 0.2252% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Baker Hughes Volatility Factors

30 Days Market Risk

Abnormally 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
 0.00 
  
 0.00 
0.00  ?%
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Lowest period price (30 days)
 59.23 
  
 59.23 
0.00  0.00%
Highest period price (30 days)

Investment Outlook

Baker Hughes Investment Opportunity
Baker Hughes Incorporated has a volatility of 31845.73 and is 138459.7 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 normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Baker Hughes to be traded at $0.0693 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

Very weak 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