The Baldwin Insurance Stock Market Value
| BWIN Stock | 40.60 0.77 1.86% |
| Symbol | Baldwin |
Baldwin Insurance Price To Book Ratio
Is Insurance Brokers space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Baldwin Insurance. If investors know Baldwin will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Baldwin Insurance listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.80) | Revenue Per Share 21.258 | Quarterly Revenue Growth 0.144 | Return On Assets 0.0151 | Return On Equity (0.08) |
The market value of Baldwin Insurance is measured differently than its book value, which is the value of Baldwin that is recorded on the company's balance sheet. Investors also form their own opinion of Baldwin Insurance's value that differs from its market value or its book value, called intrinsic value, which is Baldwin Insurance's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Baldwin Insurance's market value can be influenced by many factors that don't directly affect Baldwin Insurance's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Baldwin Insurance's value and its price as these two are different measures arrived at by different means. Investors typically determine if Baldwin Insurance is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Baldwin Insurance's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Baldwin Insurance 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Baldwin Insurance's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Baldwin Insurance.
| 09/19/2024 |
| 12/18/2024 |
If you would invest 0.00 in Baldwin Insurance on September 19, 2024 and sell it all today you would earn a total of 0.00 from holding The Baldwin Insurance or generate 0.0% return on investment in Baldwin Insurance over 90 days. Baldwin Insurance is related to or competes with Erie Indemnity, Brown Brown, Willis Towers, GoHealth, and Huize Holding. Baldwin Insurance is entity of United States More
Baldwin Insurance Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Baldwin Insurance's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess The Baldwin Insurance upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 16.45 | |||
| Value At Risk | (6.02) | |||
| Potential Upside | 3.23 |
Baldwin Insurance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baldwin Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baldwin Insurance's standard deviation. In reality, there are many statistical measures that can use Baldwin Insurance historical prices to predict the future Baldwin Insurance's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | (0.12) |
Baldwin Insurance Backtested Returns
Baldwin Insurance secures Sharpe Ratio (or Efficiency) of -0.0965, which signifies that the company had a -0.0965% return per unit of standard deviation over the last 3 months. The Baldwin Insurance exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Baldwin Insurance's Mean Deviation of 2.16, risk adjusted performance of (0.05), and Coefficient Of Variation of (1,286) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.09, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Baldwin Insurance will likely underperform. At this point, Baldwin Insurance has a negative expected return of -0.3%. Please make sure to confirm Baldwin Insurance's jensen alpha, as well as the relationship between the skewness and day median price , to decide if Baldwin Insurance performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.68 |
Good predictability
The Baldwin Insurance has good predictability. Overlapping area represents the amount of predictability between Baldwin Insurance time series from 19th of September 2024 to 3rd of November 2024 and 3rd of November 2024 to 18th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Baldwin Insurance price movement. The serial correlation of 0.68 indicates that around 68.0% of current Baldwin Insurance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 7.41 |
Baldwin Insurance lagged returns against current returns
Autocorrelation, which is Baldwin Insurance stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Baldwin Insurance's stock expected returns. We can calculate the autocorrelation of Baldwin Insurance returns to help us make a trade decision. For example, suppose you find that Baldwin Insurance has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Baldwin Insurance regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Baldwin Insurance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baldwin Insurance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baldwin Insurance stock over time.
Current vs Lagged Prices |
| Timeline |
Baldwin Insurance Lagged Returns
When evaluating Baldwin Insurance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baldwin Insurance stock have on its future price. Baldwin Insurance autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Baldwin Insurance autocorrelation shows the relationship between Baldwin Insurance stock current value and its past values and can show if there is a momentum factor associated with investing in The Baldwin Insurance.
Regressed Prices |
| Timeline |
Pair Trading with Baldwin Insurance
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Baldwin Insurance position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Baldwin Insurance will appreciate offsetting losses from the drop in the long position's value.Moving together with Baldwin Stock
Moving against Baldwin Stock
| 0.66 | V | Visa Class A | PairCorr |
| 0.59 | C | Citigroup Fiscal Year End 10th of January 2025 | PairCorr |
| 0.57 | WTW | Willis Towers Watson | PairCorr |
| 0.57 | AX | Axos Financial | PairCorr |
| 0.54 | EHTH | eHealth Trending | PairCorr |
The ability to find closely correlated positions to Baldwin Insurance could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Baldwin Insurance when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Baldwin Insurance - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling The Baldwin Insurance to buy it.
The correlation of Baldwin Insurance is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Baldwin Insurance moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Baldwin Insurance moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Baldwin Insurance can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Baldwin Insurance Correlation, Baldwin Insurance Volatility and Baldwin Insurance Alpha and Beta module to complement your research on Baldwin Insurance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Baldwin Insurance 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.