Baker Hughes (Germany) Alpha and Beta Analysis
| 68V Stock | EUR 39.45 0.31 0.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Baker Hughes Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Baker Hughes over a specified time horizon. Remember, high Baker Hughes' 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 Baker Hughes' market risk premium analysis include:
Beta 0.94 | Alpha 0.39 | Risk 2.01 | Sharpe Ratio 0.18 | Expected Return 0.36 |
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.
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Baker Hughes Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Baker Hughes market risk premium is the additional return an investor will receive from holding Baker Hughes 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 Baker Hughes. 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 Baker Hughes' performance over market.| α | 0.39 | β | 0.94 |
Baker Hughes 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 Baker Hughes' Buy-and-hold return. Our buy-and-hold chart shows how Baker Hughes performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Baker Hughes Market Price Analysis
Market price analysis indicators help investors to evaluate how Baker Hughes stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Baker Hughes shares will generate the highest return on investment. By understating and applying Baker Hughes stock market price indicators, traders can identify Baker Hughes position entry and exit signals to maximize returns.
Baker Hughes Return and Market Media
The median price of Baker Hughes for the period between Fri, Sep 20, 2024 and Thu, Dec 19, 2024 is 34.56 with a coefficient of variation of 10.54. The daily time series for the period is distributed with a sample standard deviation of 3.84, arithmetic mean of 36.47, and mean deviation of 3.63. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Baker Hughes 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 Baker or other stocks. Alpha measures the amount that position in Baker Hughes 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.
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 Baker Hughes 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, Baker Hughes' short interest history, or implied volatility extrapolated from Baker Hughes options trading.
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Additional Information and Resources on Investing in Baker Stock
When determining whether Baker Hughes is a strong investment it is important to analyze Baker Hughes' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Baker Hughes' future performance. For an informed investment choice regarding Baker Stock, refer to the following important reports:Check out Baker Hughes Backtesting, Baker Hughes Valuation, Baker Hughes Correlation, Baker Hughes Hype Analysis, Baker Hughes Volatility, Baker Hughes History and analyze Baker Hughes Performance. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Baker Hughes 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.