|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 TrendCheck current 30 days Baldwin Lyons correlation with market (DOW)|
β = -0.0414
Baldwin Lyons Technical Analysis
Baldwin Lyons Projected Return Density Against MarketAssuming 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
Baldwin Lyons Return VolatilityBaldwin 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.