Babcock Wilcox Enterprises, Stock Alpha and Beta Analysis
| BWSN Stock | USD 23.51 0.12 0.51% |
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 (0.05) | Alpha 0.15 | Risk 0.8 | Sharpe Ratio 0.24 | Expected Return 0.19 |
Enterprise Value |
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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 |
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.| α | 0.15 | β | -0.05 |
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 Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 23.53 with a coefficient of variation of 4.33. The daily time series for the period is distributed with a sample standard deviation of 1.0, arithmetic mean of 23.15, and mean deviation of 0.82. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by B. Riley Financial, Inc. of 2386 shares of Babcock Wilcox at 5.0451 subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 15273 shares by Philip Moeller of Babcock Wilcox subject to Rule 16b-3 | 09/20/2024 |
| Babcock Wilcox dividend paid on 31st of October 2024 | 10/31/2024 |
3 | Lacklustre Performance Is Driving Babcock Wilcox Enterprises, Inc.s 31 percent Price Drop - Simply Wall St | 11/18/2024 |
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.
| 2022 | 2024 (projected) | Dividend Yield | 0.0292 | 0.09 | Price To Sales Ratio | 0.57 | 0.12 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Babcock Wilcox in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Babcock Wilcox's short interest history, or implied volatility extrapolated from Babcock Wilcox options trading.
Build Portfolio with Babcock Wilcox
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Align your risk with return expectations
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. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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.