Babcock Wilcox Enterprises Preferred Stock Market Value
| BW-PA Preferred Stock | USD 14.10 0.22 1.59% |
| Symbol | Babcock |
Babcock Wilcox '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 Babcock Wilcox's preferred 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 Babcock Wilcox.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Babcock Wilcox on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Babcock Wilcox Enterprises or generate 0.0% return on investment in Babcock Wilcox over 180 days. Babcock Wilcox is related to or competes with Atlanticus Holdings, Costamare, Alta Equipment, and Global Ship. Babcock Wilcox Enterprises, Inc., together with its subsidiaries, provides energy and emissions control solutions to a r... More
Babcock Wilcox 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 Babcock Wilcox's preferred 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 Babcock Wilcox Enterprises upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.3 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 11.02 | |||
| Value At Risk | (3.55) | |||
| Potential Upside | 3.45 |
Babcock Wilcox Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Babcock Wilcox's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Babcock Wilcox's standard deviation. In reality, there are many statistical measures that can use Babcock Wilcox historical prices to predict the future Babcock Wilcox's volatility.| Risk Adjusted Performance | 0.0207 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0291 |
Babcock Wilcox Enter Backtested Returns
At this point, Babcock Wilcox is not too volatile. Babcock Wilcox Enter secures Sharpe Ratio (or Efficiency) of 0.0329, which signifies that the company had a 0.0329% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Babcock Wilcox Enterprises, which you can use to evaluate the volatility of the firm. Please confirm Babcock Wilcox's risk adjusted performance of 0.0207, and Mean Deviation of 1.31 to double-check if the risk estimate we provide is consistent with the expected return of 0.0652%. Babcock Wilcox has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.94, which signifies possible diversification benefits within a given portfolio. Babcock Wilcox returns are very sensitive to returns on the market. As the market goes up or down, Babcock Wilcox is expected to follow. Babcock Wilcox Enter right now shows a risk of 1.98%. Please confirm Babcock Wilcox Enter mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to decide if Babcock Wilcox Enter will be following its price patterns.
Auto-correlation | -0.47 |
Modest reverse predictability
Babcock Wilcox Enterprises has modest reverse predictability. Overlapping area represents the amount of predictability between Babcock Wilcox time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 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 Babcock Wilcox Enter price movement. The serial correlation of -0.47 indicates that about 47.0% of current Babcock Wilcox price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Babcock Wilcox Enter lagged returns against current returns
Autocorrelation, which is Babcock Wilcox preferred 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 Babcock Wilcox's preferred stock expected returns. We can calculate the autocorrelation of Babcock Wilcox returns to help us make a trade decision. For example, suppose you find that Babcock Wilcox has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Babcock Wilcox 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 Babcock Wilcox preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Babcock Wilcox preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Babcock Wilcox preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Babcock Wilcox Lagged Returns
When evaluating Babcock Wilcox's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Babcock Wilcox preferred stock have on its future price. Babcock Wilcox 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, Babcock Wilcox autocorrelation shows the relationship between Babcock Wilcox preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Babcock Wilcox Enterprises.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Babcock Preferred Stock
Babcock Wilcox financial ratios help investors to determine whether Babcock Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Babcock with respect to the benefits of owning Babcock Wilcox security.