Bae Systems Plc Stock Performance

BAESF Stock  USD 15.00  0.25  1.64%   
The firm shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BAE Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding BAE Systems is expected to be smaller as well. At this point, BAE Systems PLC has a negative expected return of -0.2%. Please make sure to confirm BAE Systems' jensen alpha, accumulation distribution, relative strength index, as well as the relationship between the value at risk and day typical price , to decide if BAE Systems PLC performance from the past will be repeated at some future date.

Risk-Adjusted Performance

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Over the last 90 days BAE Systems PLC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite inconsistent performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
Begin Period Cash Flow2.7 B
Total Cashflows From Investing Activities66 M
  

BAE Systems Relative Risk vs. Return Landscape

If you would invest  1,739  in BAE Systems PLC on September 13, 2024 and sell it today you would lose (239.00) from holding BAE Systems PLC or give up 13.74% of portfolio value over 90 days. BAE Systems PLC is currently producing negative expected returns and takes up 2.5856% volatility of returns over 90 trading days. Put another way, 23% of traded pink sheets are less volatile than BAE, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
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Assuming the 90 days horizon BAE Systems is expected to under-perform the market. In addition to that, the company is 3.53 times more volatile than its market benchmark. It trades about -0.08 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.14 per unit of volatility.

BAE Systems Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for BAE Systems' investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as BAE Systems PLC, and traders can use it to determine the average amount a BAE Systems' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.0778

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Negative ReturnsBAESF

Estimated Market Risk

 2.59
  actual daily
23
77% of assets are more volatile

Expected Return

 -0.2
  actual daily
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Most of other assets have higher returns

Risk-Adjusted Return

 -0.08
  actual daily
0
Most of other assets perform better
Based on monthly moving average BAE Systems is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of BAE Systems by adding BAE Systems to a well-diversified portfolio.

BAE Systems Fundamentals Growth

BAE Pink Sheet prices reflect investors' perceptions of the future prospects and financial health of BAE Systems, and BAE Systems fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on BAE Pink Sheet performance.

About BAE Systems Performance

By analyzing BAE Systems' fundamental ratios, stakeholders can gain valuable insights into BAE Systems' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BAE Systems has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if BAE Systems has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
BAE Systems plc provides defense, aerospace, and security solutions worldwide. The company was founded in 1970 and is based in Farnborough, the United Kingdom. Bae Systems operates under Aerospace Defense classification in the United States and is traded on OTC Exchange. It employs 91400 people.

Things to note about BAE Systems PLC performance evaluation

Checking the ongoing alerts about BAE Systems for important developments is a great way to find new opportunities for your next move. Pink Sheet alerts and notifications screener for BAE Systems PLC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
BAE Systems PLC generated a negative expected return over the last 90 days
Over 78.0% of the company shares are held by institutions such as insurance companies
Evaluating BAE Systems' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate BAE Systems' pink sheet performance include:
  • Analyzing BAE Systems' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether BAE Systems' stock is overvalued or undervalued compared to its peers.
  • Examining BAE Systems' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating BAE Systems' management team can have a significant impact on its success or failure. Reviewing the track record and experience of BAE Systems' management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of BAE Systems' pink sheet. These opinions can provide insight into BAE Systems' potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating BAE Systems' pink sheet performance is not an exact science, and many factors can impact BAE Systems' pink sheet market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Complementary Tools for BAE Pink Sheet analysis

When running BAE Systems' price analysis, check to measure BAE Systems' 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 BAE Systems is operating at the current time. Most of BAE Systems' value examination focuses on studying past and present price action to predict the probability of BAE Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BAE Systems' price. Additionally, you may evaluate how the addition of BAE Systems to your portfolios can decrease your overall portfolio volatility.
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