|Baldwin Lyons Inc -- USA Stock|| |
USD 23.9 0.2 0.84%
Baldwin Lyons has performance score of 2 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.5664 which signifies that as returns on market increase, Baldwin Lyons returns are expected to increase less than the market. However during bear market, the loss on holding Baldwin Lyons will be expected to be smaller as well.. Although it is extremely important to respect Baldwin Lyons Inc
historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards 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 Baldwin Lyons Inc technical indicators
you can presently evaluate if the expected return of 0.0477% will be sustainable into the future. Baldwin Lyons Inc
right now shows a risk of 1.2658%. Please confirm Baldwin Lyons Inc Jensen Alpha
, Potential Upside
, Accumulation Distribution
, as well as the relationship
between Treynor Ratio
and Expected Short fall
to decide if Baldwin Lyons Inc will be following its price patterns
Baldwin Lyons Inc Relative Risk vs. Return Landscape
If you would invest 2,370
in Baldwin Lyons Inc on December 20, 2017
and sell it today you would earn a total of 20
from holding Baldwin Lyons Inc or generate 0.84%
return on investment over 30
days. Baldwin Lyons Inc is currently producing 0.0477% returns and takes up 1.2658% volatility of returns over 30 trading days. Put another way, 11% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
Daily Expected Return (%)
Assuming 30 trading days horizon, Baldwin Lyons Inc is expected to generate 6.06 times less return on investment than the market. In addition to that, the company is 2.89 times more volatile than its market benchmark. It trades about 0.04 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.66 per unit of volatility.
Baldwin Lyons Daily Price Distribution
The median price of Baldwin Lyons for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 23.7 with a coefficient of variation of 1.22. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 23.67, and mean deviation of 0.23. The Stock received some media coverage during the period.