Baker Stock Alpha and Beta Analysis

BKR
 Stock
  

USD 24.35  0.50  2.10%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Baker Hughes A. 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.
Continue to Baker Hughes Backtesting, Baker Hughes Valuation, Baker Hughes Correlation, Baker Hughes Hype Analysis, Baker Hughes Volatility, Baker Hughes History and analyze Baker Hughes Performance.
  
Please note that although Baker Hughes alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Baker Hughes did 0.40  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Baker Hughes A stock's relative risk over its benchmark. Baker Hughes A has a beta of 0.92  . Let's try to break down what Baker's beta means in this case. Baker Hughes returns are very sensitive to returns on the market. As the market goes up or down, Baker Hughes is expected to follow.
Baker Hughes Book Value per Share is relatively stable at the moment as compared to the past year. Baker Hughes reported last year Book Value per Share of 14.31. As of 08/10/2022, Enterprise Value over EBIT is likely to grow to 33.87, while Price to Book Value is likely to drop 1.60.
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.

Baker Hughes Quarterly Book Value per Share

14.517

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-0.4   β0.92
90 days against DJI

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 Thu, May 12, 2022 and Wed, Aug 10, 2022 is 29.89 with a coefficient of variation of 14.77. The daily time series for the period is distributed with a sample standard deviation of 4.49, arithmetic mean of 30.43, and mean deviation of 3.88. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Financial Statements05/17/2022
2
Exercise or conversion by Dumais Michael R of 4977 shares of...05/18/2022
3
Exercise or conversion by Michele Fiorentino of 14942 shares...05/19/2022
4
Sale by Lorenzo Simonelli of 103000 shares of Baker Hughes05/24/2022
5
Exercise or conversion by Cynthia Carroll of 6972 shares of ...05/25/2022
6
Sale by Lorenzo Simonelli of 103000 shares of Baker Hughes06/02/2022
7
Exercise or conversion by Lynn Elsenhans of 2776 shares of B...06/08/2022
8
Despite lower earnings than three years ago, Baker Hughes in...06/13/2022
9
Occidental Stock Leaps As Warren Buffett Boosts Stake to 8.5...06/23/2022
10
Quanex Building Products and Autodesk have been highlighted ...06/28/2022
11
EPS Estimate06/30/2022
12
U.S. oil gas rig count falls for first time in five weeks - ...07/01/2022
13
Further weakness as Baker Hughes drops 7.2 percent this week...07/07/2022
14
Oil Stocks Rise As These Field Service Giants Prepare To Rep...07/18/2022
15
EPS Reported07/20/2022
16
U.S. drillers add oil and gas rigs for third week in a row -...07/22/2022
17
Purchase by Dumais Michael R of 10000 shares of Baker Hughes07/25/2022
18
5 Reasons the Market Is Wrong to Sell Off Baker Hughes - The...07/26/2022
19
Baker Hughes Announces Local Management Buyout of its Oilfie...08/01/2022
20
EPS Estimate08/05/2022

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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Baker Hughes A 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.
 2019 2020 2021 (projected)
Long Term Debt to Equity0.290.520.45
Interest Coverage4.534.385.04

Baker Hughes Upcoming Company Events

As portrayed in its financial statements, the presentation of Baker Hughes' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Baker Hughes' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Baker Hughes' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Baker Hughes. Please utilize our Beneish M Score to check the likelihood of Baker Hughes' management manipulating its earnings.
Upcoming Quarterly Report20th of January 2022
Next Financial Report20th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End20th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Continue to Baker Hughes Backtesting, Baker Hughes Valuation, Baker Hughes Correlation, Baker Hughes Hype Analysis, Baker Hughes Volatility, Baker Hughes History and analyze Baker Hughes Performance. Note that the Baker Hughes A information on this page should be used as a complementary analysis to other Baker Hughes' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

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When running Baker Hughes A price analysis, check to measure Baker Hughes' 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 Baker Hughes is operating at the current time. Most of Baker Hughes' value examination focuses on studying past and present price action to predict the probability of Baker Hughes' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Baker Hughes' price. Additionally, you may evaluate how the addition of Baker Hughes to your portfolios can decrease your overall portfolio volatility.
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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.
A focus of Baker Hughes technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Baker Hughes trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...