Bae Systems Plc Stock Performance
| BAESF Stock | USD 21.75 0.10 0.46% |
On a scale of 0 to 100, BAE Systems holds a performance score of 18. The firm shows a Beta (market volatility) of 0.42, 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. Please check BAE Systems' potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether BAE Systems' price patterns will revert.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in BAE Systems PLC are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite nearly inconsistent basic indicators, BAE Systems reported solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 2.7 B | |
| Total Cashflows From Investing Activities | 66 M |
BAE |
BAE Systems Relative Risk vs. Return Landscape
If you would invest 1,444 in BAE Systems PLC on December 21, 2024 and sell it today you would earn a total of 731.00 from holding BAE Systems PLC or generate 50.62% return on investment over 90 days. BAE Systems PLC is currently producing 0.7464% returns and takes up 3.2561% volatility of returns over 90 trading days. Put another way, 29% of traded pink sheets are less volatile than BAE, and 85% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
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 = 0.2292
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | BAESF | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.26 actual daily | 29 71% of assets are more volatile |
Expected Return
| 0.75 actual daily | 15 85% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average BAE Systems is performing at about 18% of its full potential. 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 it 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.
| Return On Equity | 0.16 | |||
| Return On Asset | 0.0378 | |||
| Profit Margin | 0.07 % | |||
| Operating Margin | 0.09 % | |||
| Current Valuation | 36.86 B | |||
| Shares Outstanding | 3.06 B | |||
| Price To Earning | 17.18 X | |||
| Price To Book | 2.31 X | |||
| Price To Sales | 1.60 X | |||
| Revenue | 19.52 B | |||
| EBITDA | 3.14 B | |||
| Cash And Equivalents | 1.96 B | |||
| Cash Per Share | 0.62 X | |||
| Total Debt | 4.6 B | |||
| Debt To Equity | 0.59 % | |||
| Book Value Per Share | 3.62 X | |||
| Cash Flow From Operations | 2.45 B | |||
| Earnings Per Share | 0.52 X | |||
| Total Asset | 27.14 B | |||
| Retained Earnings | (4.82 B) | |||
| Current Asset | 6.54 B | |||
| Current Liabilities | 6.92 B | |||
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 appears to be risky and price may revert if volatility continues | |
| Over 78.0% of the company shares are held by institutions such as insurance companies |
- 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.
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.
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities |