Biglari Holdings Performance

BH -- USA Stock  

USD 106.86  0.66  0.62%

On a scale of 0 to 100 Biglari Holdings holds performance score of 7. The firm shows Beta (market volatility) of 1.6367 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Biglari Holdings will likely underperform. Although it is vital to follow to Biglari Holdings historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Biglari Holdings technical indicators you can presently evaluate if the expected return of 0.3029% will be sustainable into the future. Please makes use of Biglari Holdings Coefficient Of Variation, Maximum Drawdown, Skewness, as well as the relationship between Total Risk Alpha and Downside Variance to make a quick decision on weather Biglari Holdings price patterns will revert.
77

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Biglari Holdings are ranked lower than 7 (%) of all global equities and portfolios over the last 30 days. Despite nearly fragile fundamental indicators, Biglari Holdings layed out solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio0.50
Fifty Two Week Low80.90
Fifty Two Week High165.65
Horizon     30 Days    Login   to change

Biglari Holdings Relative Risk vs. Return Landscape

If you would invest  9,038  in Biglari Holdings on October 23, 2019 and sell it today you would earn a total of  1,648  from holding Biglari Holdings or generate 18.23% return on investment over 30 days. Biglari Holdings is generating 0.3029% of daily returns and assumes 2.9007% volatility on return distribution over the 30 days horizon. Put differently, 26% of equity instruments are less risky than the company on the bases of their historical return distribution and some 95% of equities are expected to be superior in generating returns on investments over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Allowing for the 30-days total investment horizon, Biglari Holdings is expected to generate 4.56 times more return on investment than the market. However, the company is 4.56 times more volatile than its market benchmark. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly 0.18 per unit of risk.

Biglari Holdings Market Risk Analysis

Sharpe Ratio = 0.1044
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Biglari Holdings Relative Performance Indicators

Estimated Market Risk
 2.9
  actual daily
 
 26 %
of total potential
 
2626
Expected Return
 0.3
  actual daily
 
 5 %
of total potential
 
55
Risk-Adjusted Return
 0.1
  actual daily
 
 7 %
of total potential
 
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Based on monthly moving average Biglari Holdings is performing at about 7% 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 Biglari Holdings by adding it to a well-diversified portfolio.

Biglari Holdings Alerts

Equity Alerts and Improvement Suggestions

The company reports 345 M of total liabilities with total debt to equity ratio (D/E) of 57.2 which implies that the company may not be able to produce enough cash to satisfy its debt commitments. Biglari Holdings has Current Ratio of 0.58 implying that it has not enough working capital to pay out debt commitments in time.
Over 94.0% of Biglari Holdings shares are held by institutions such as insurance companies
Latest headline from www.gurufocus.com: Nov 20, 2019 - Biglari Holdings Inc Chairman and CEO Sardar Biglari, Bought 1.9 million of Shares - GuruFocus.com
Check also Trending Equities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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