Baldwin Lyons Risk Analysis And Volatility Evaluation

BWINB -- USA Stock  

null 23.35  0.20  0.86%

Our philosophy towards 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 Baldwin Lyons which you can use to evaluate future volatility of the firm. Please confirm Baldwin Lyons Risk Adjusted Performance of 0.23 and Mean Deviation of 0.6133 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Baldwin Lyons Market Sensitivity

As returns on market increase, returns on owning Baldwin Lyons are expected to decrease at a much smaller rate. During bear market, Baldwin Lyons is likely to outperform the market.
One Month Beta |Analyze Baldwin Lyons Demand Trend
Check current 30 days Baldwin Lyons correlation with market (DOW)
β = -0.0414
Baldwin Lyons Almost negative betaBaldwin Lyons Beta Legend

Baldwin Lyons Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Baldwin Lyons Projected Return Density Against Market

Assuming 30 trading days horizon, Baldwin Lyons has beta of -0.0414 . This suggests as returns on benchmark increase, returns on holding Baldwin Lyons are expected to decrease at a much smaller rate. During bear market, however, Baldwin Lyons is likely to outperform the market. Additionally, Baldwin Lyons has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.19
β
Beta against DOW=0.04
σ
Overall volatility
=0.00
Ir
Information ratio =0.02

Baldwin Lyons Return Volatility

Baldwin Lyons shows 0.0% volatility of returns over 30 trading days. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Baldwin Lyons Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Baldwin Lyons Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Baldwin Lyons. 0% of all equities and portfolios are less risky than Baldwin Lyons. Compared to the overall equity markets, volatility of historical daily returns of Baldwin Lyons is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Baldwin Lyons to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of Baldwin Lyons to be traded at 25.69 in 30 days. As returns on market increase, returns on owning Baldwin Lyons are expected to decrease at a much smaller rate. During bear market, Baldwin Lyons is likely to outperform the market.

Baldwin Lyons correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Baldwin Lyons Inc and equity matching DJI index in the same portfolio.

Baldwin Lyons Volatility Indicators

Baldwin Lyons Current Risk Indicators

Check also Trending Equities. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.
Search macroaxis.com