Babcock Alpha and Beta Analysis

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BW -- USA Stock  

USD 2.11  0.15  6.64%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including Babcock Wilcox Enterprises, as well as systematic risk associated with investing in Babcock Wilcox over a specified time horizon. Continue to Babcock Wilcox Backtesting, Babcock Wilcox Valuation, Babcock Wilcox Correlation, Babcock Wilcox Hype Analysis, Babcock Wilcox Volatility, Babcock Wilcox History and analyze Babcock Wilcox Performance.

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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., DOW index.) So in this particular case, Babcock Wilcox did 1.57  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 0.34  . Let's try to break down what Babcock's beta means in this case. 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.
Babcock Wilcox Enterprise Value over EBITDA is fairly stable at the moment as compared to the past year. Babcock Wilcox reported Enterprise Value over EBITDA of 60.20 in 2019. Tangible Assets Book Value per Share is likely to grow to 18.04 in 2020, whereas Enterprise Value over EBIT is likely to drop (18.47)  in 2020. 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.

  Babcock Wilcox Quarterly Book Value per Share

Babcock Wilcox Market Premiums

α1.57   β-0.34
30 days against DJI

Babcock Wilcox expected buy-and-hold returns

Babcock Wilcox Market Price Analysis

Babcock Wilcox Return and Market Media

The median price of Babcock Wilcox for the period between Tue, Apr 14, 2020 and Mon, Jul 13, 2020 is 2.18 with a coefficient of variation of 36.84. The daily time series for the period is distributed with a sample standard deviation of 0.67, arithmetic mean of 1.83, and mean deviation of 0.61. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Daniel Hoehn of 2325 shares of Babcock Wilcox...04/16/2020
2
Exercise of in-the-money or at-the-money derivative position...04/22/2020
3
Filing04/27/2020
4
Exercise of in-the-money or at-the-money derivative position...04/29/2020
5
Exercise or conversion by Leslie Kass of 1665 shares of Babc...04/30/2020
6
Digging Through Babcock Wilcox Enterprises, Inc. Fundamental...05/01/2020
7
Exercise or conversion by Dziewisz John J of 192 shares of B...05/05/2020
8
May 06, 2020 - Eidelman Virant Capital Buys Conagra Brands I...05/06/2020
9
Financial Statements05/12/2020
10
Is Babcock Wilcox Enterprises Inc Stock a Good Buy in Electr...05/13/2020
11
Unclassified Event05/14/2020
12
Financial Statements05/15/2020
13
Unclassified Event05/20/2020
14
Purchase by Louis Salamone of 25000 shares of Babcock Wilcox05/21/2020
15
Babcock Wilcox Enterprises, I - Consensus Indicates Potentia...05/29/2020
16
Purchase by Bryant Riley of 42000 shares of Babcock Wilcox06/05/2020
17
Acquisition or disposition of Babcock Wilcox securities by B...06/08/2020
18
Babcock Wilcox exotic insider transaction detected06/09/2020
19
Babcock Wilcox exotic insider transaction detected06/10/2020
20
Unclassified Event06/11/2020
21
Financial Statements06/19/2020
22
Exercise or conversion by B Riley Financial Inc of tradable ...07/02/2020
23
Babcock Wilcox Enterprises, I - Consensus Indicates Potentia...07/08/2020

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 equity instruments such as Ford or other stocks, funds, and ETFs. 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.
 2010 2019 2020 (projected)
Long Term Debt to Equity4.24E-40.470.51
Interest Coverage83.2274.974.46

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