Baldwin Lyons Performance

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.
 Time Horizon     30 Days    Login   to change

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 (%) 
      Risk (%) 
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.
2 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Baldwin Lyons Inc are ranked lower than 2 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Baldwin Lyons Sharpe Ratio = 0.0377
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Estimated Market Risk

 1.27
  actual daily
 
 89 %
of total potential
  

Expected Return

 0.05
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.04
  actual daily
 
 2 %
of total potential
  
Based on monthly moving average Baldwin Lyons is performing at about 2% 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 Baldwin Lyons by adding it to a well-diversified portfolio.

Dividends

Baldwin Lyons Inc Dividends Analysis
Check Baldwin Lyons Inc dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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