Live Oak Bancshares Stock Alpha and Beta Analysis
| LOB Stock | USD 47.40 0.79 1.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Live Oak Bancshares. It also helps investors analyze the systematic and unsystematic risks associated with investing in Live Oak over a specified time horizon. Remember, high Live Oak's 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 Live Oak's market risk premium analysis include:
Beta 3.04 | Alpha (0.16) | Risk 3.37 | Sharpe Ratio 0.0664 | Expected Return 0.22 |
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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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Live Oak Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Live Oak market risk premium is the additional return an investor will receive from holding Live Oak 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 Live Oak. 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 Live Oak's performance over market.| α | -0.16 | β | 3.04 |
Live Oak 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 Live Oak's Buy-and-hold return. Our buy-and-hold chart shows how Live Oak performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Live Oak Market Price Analysis
Market price analysis indicators help investors to evaluate how Live Oak stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Live Oak shares will generate the highest return on investment. By understating and applying Live Oak stock market price indicators, traders can identify Live Oak position entry and exit signals to maximize returns.
Live Oak Return and Market Media
The median price of Live Oak for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 46.64 with a coefficient of variation of 6.64. The daily time series for the period is distributed with a sample standard deviation of 3.04, arithmetic mean of 45.71, and mean deviation of 2.56. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Live Oak dividend paid on 17th of September 2024 | 09/17/2024 |
1 | Live Oak Bancshares Q3 Earnings How Key Metrics Compare to Wall Street Estimates | 10/23/2024 |
2 | Live Oak Bancshares, Inc. Q3 2024 Earnings Call Transcript | 10/25/2024 |
3 | Acquisition by Cameron William Henderson of 1000 shares of Live Oak at .762 subject to Rule 16b-3 | 10/29/2024 |
4 | Heres What Contributed To The Strong Performance of United States Lime Minerals | 10/31/2024 |
5 | Disposition of 5355 shares by Gregory Seward of Live Oak at 47.3902 subject to Rule 16b-3 | 11/07/2024 |
6 | Disposition of 4645 shares by Gregory Seward of Live Oak at 46.5865 subject to Rule 16b-3 | 11/08/2024 |
7 | Have Live Oak Bancshares Insiders Been Selling Stock | 11/12/2024 |
8 | Disposition of 12588 shares by John Sutherland of Live Oak at 49.002 subject to Rule 16b-3 | 11/13/2024 |
9 | Disposition of 1000 shares by Gregory Seward of Live Oak subject to Rule 16b-3 | 11/14/2024 |
10 | Disposition of 3000 shares by John Sutherland of Live Oak subject to Rule 16b-3 | 11/15/2024 |
11 | Disposition of 5353 shares by Gregory Seward of Live Oak at 38.55 subject to Rule 16b-3 | 11/20/2024 |
12 | 49 Wealth Management LLC Boosts Holdings in Live Oak Bancshares, Inc. | 11/22/2024 |
About Live Oak 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 Live or other stocks. Alpha measures the amount that position in Live Oak Bancshares 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.001376 | 0.004174 | 0.002639 | 0.002507 | Price To Sales Ratio | 8.53 | 3.22 | 16.89 | 17.73 |
Live Oak Upcoming Company Events
As portrayed in its financial statements, the presentation of Live Oak's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Live Oak's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Live Oak's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Live Oak. Please utilize our Beneish M Score to check the likelihood of Live Oak's management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 23rd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out Live Oak Backtesting, Live Oak Valuation, Live Oak Correlation, Live Oak Hype Analysis, Live Oak Volatility, Live Oak History and analyze Live Oak Performance. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Live Oak 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.