Babcock Wilcox Enterprises Stock Alpha and Beta Analysis

BW Stock  USD 1.13  0.10  8.13%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Babcock Wilcox Enterprises. It also helps investors analyze the systematic and unsystematic risks associated with investing in Babcock Wilcox over a specified time horizon. Remember, high Babcock Wilcox's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Babcock Wilcox's market risk premium analysis include:
Beta
(0.76)
Alpha
0.18
Risk
8.79
Sharpe Ratio
0.0114
Expected Return
0.1
Please note that although Babcock Wilcox alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Babcock Wilcox did 0.18  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Babcock Wilcox Enterprises stock's relative risk over its benchmark. Babcock Wilcox Enter has a beta of 0.76  . As returns on the market increase, returns on owning Babcock Wilcox are expected to decrease at a much lower rate. During the bear market, Babcock Wilcox is likely to outperform the market. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Babcock Wilcox Backtesting, Babcock Wilcox Valuation, Babcock Wilcox Correlation, Babcock Wilcox Hype Analysis, Babcock Wilcox Volatility, Babcock Wilcox History and analyze Babcock Wilcox Performance.

Babcock Wilcox Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Babcock Wilcox market risk premium is the additional return an investor will receive from holding Babcock Wilcox long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Babcock Wilcox. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Babcock Wilcox's performance over market.
α0.18   β-0.76

Babcock Wilcox expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Babcock Wilcox's Buy-and-hold return. Our buy-and-hold chart shows how Babcock Wilcox performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Babcock Wilcox Market Price Analysis

Market price analysis indicators help investors to evaluate how Babcock Wilcox stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Babcock Wilcox shares will generate the highest return on investment. By understating and applying Babcock Wilcox stock market price indicators, traders can identify Babcock Wilcox position entry and exit signals to maximize returns.

Babcock Wilcox Return and Market Media

The median price of Babcock Wilcox for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 1.26 with a coefficient of variation of 10.78. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 1.24, and mean deviation of 0.1. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Babcock Wilcox Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Babcock or other stocks. Alpha measures the amount that position in Babcock Wilcox Enter has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.

Babcock Wilcox Upcoming Company Events

As portrayed in its financial statements, the presentation of Babcock Wilcox's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Babcock Wilcox's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Babcock Wilcox's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Babcock Wilcox. Please utilize our Beneish M Score to check the likelihood of Babcock Wilcox's management manipulating its earnings.
20th of March 2024
Upcoming Quarterly Report
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8th of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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20th of March 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Babcock Wilcox Enter offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Babcock Wilcox's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Babcock Wilcox Enterprises Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Babcock Wilcox Enterprises Stock:

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When running Babcock Wilcox's price analysis, check to measure Babcock Wilcox's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Babcock Wilcox is operating at the current time. Most of Babcock Wilcox's value examination focuses on studying past and present price action to predict the probability of Babcock Wilcox's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Babcock Wilcox's price. Additionally, you may evaluate how the addition of Babcock Wilcox to your portfolios can decrease your overall portfolio volatility.
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Babcock Wilcox technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Babcock Wilcox technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Babcock Wilcox trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...