Biglari Holdings Risk Analysis And Volatility

BH -- USA Stock  

USD 110.61  1.57  1.44%

We consider Biglari Holdings very steady. Biglari Holdings secures Sharpe Ratio (or Efficiency) of 0.03 which signifies that the organization had 0.03% of return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Biglari Holdings which you can use to evaluate future volatility of the firm. Please confirm Biglari Holdings Risk Adjusted Performance of 0.0425 and Mean Deviation of 1.97 to double-check if risk estimate we provide are consistent with the epected return of 0.0883%.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Close to average

90 Days Economic Sensitivity

Responds to market
Horizon     30 Days    Login   to change

Biglari Holdings Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Biglari Holdings will likely underperform.
3 Months Beta |Analyze Biglari Holdings Demand Trend
Check current 30 days Biglari Holdings correlation with market (DOW)
β = 1.2617

Biglari Holdings Central Daily Price Deviation

Biglari Holdings Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Biglari Holdings Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Biglari Holdings moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Biglari Holdings Projected Return Density Against Market

Allowing for the 30-days total investment horizon, the stock has beta coefficient of 1.2617 . 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, Biglari Holdings will likely underperform. Moreover, The company has an alpha of 0.065 implying that it can potentially generate 0.065% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Biglari Holdings is 3332.49. The daily returns are destributed with a variance of 8.66 and standard deviation of 2.94. The mean deviation of Biglari Holdings is currently at 2.15. For similar time horizon, the selected benchmark (DOW) has volatility of 0.88
α
Alpha over DOW
=0.07
β
Beta against DOW=1.26
σ
Overall volatility
=2.94
Ir
Information ratio =0.0258

Biglari Holdings Return Volatility

the entity accepts 2.9427% volatility on return distribution over the 30 days horizon. the entity inherits 0.9012% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Biglari Holdings Investment Opportunity

Biglari Holdings has a volatility of 2.94 and is 3.27 times more volatile than DOW. 26% of all equities and portfolios are less risky than Biglari Holdings. Compared to the overall equity markets, volatility of historical daily returns of Biglari Holdings is lower than 26 (%) of all global equities and portfolios over the last 30 days. Use Biglari Holdings to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Biglari Holdings to be traded at $121.67 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Biglari Holdings will likely underperform.

Biglari Holdings correlation with market

correlation synergy
Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Biglari Holdings Inc and equity matching DJI index in the same portfolio.

Biglari Holdings Current Risk Indicators

Biglari Holdings Suggested Diversification Pairs

Check also Trending Equities. Please also try Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.
Search macroaxis.com