Orion Engineered Carbons Stock Alpha and Beta Analysis
| OEC Stock | USD 14.50 0.25 1.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Orion Engineered Carbons. It also helps investors analyze the systematic and unsystematic risks associated with investing in Orion Engineered over a specified time horizon. Remember, high Orion Engineered'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 Orion Engineered's market risk premium analysis include:
Beta 0.0054 | Alpha (0.21) | Risk 3.14 | Sharpe Ratio (0.06) | Expected Return (0.19) |
Orion Engineered Quarterly Cash And Equivalents |
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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.
Orion |
Orion Engineered Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Orion Engineered market risk premium is the additional return an investor will receive from holding Orion Engineered 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 Orion Engineered. 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 Orion Engineered's performance over market.| α | -0.21 | β | 0.01 |
Orion Engineered 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 Orion Engineered's Buy-and-hold return. Our buy-and-hold chart shows how Orion Engineered performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Orion Engineered Market Price Analysis
Market price analysis indicators help investors to evaluate how Orion Engineered stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Orion Engineered shares will generate the highest return on investment. By understating and applying Orion Engineered stock market price indicators, traders can identify Orion Engineered position entry and exit signals to maximize returns.
Orion Engineered Return and Market Media
The median price of Orion Engineered for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 16.64 with a coefficient of variation of 7.91. The daily time series for the period is distributed with a sample standard deviation of 1.31, arithmetic mean of 16.56, and mean deviation of 1.18. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | I Tried Google and Samsungs Next-Gen Android XR Headsets and Glasses, and the Killer App Is AI | 12/12/2024 |
2 | Americans are falling prey to drone conspiracy theories. Trump isnt helping | 12/17/2024 |
3 | Quadrantids Meteor Shower Is Peaking Tonight How to Watch It | 01/03/2025 |
4 | Outgoing NASA administrator urges incoming leaders to stick with Artemis plan | 01/06/2025 |
5 | Orions collaboration partner Bayer submits application in China for third indication of darolutamide | 01/07/2025 |
6 | Social Determinants of Health Market Projected To Witness Substantial Growth, 2025-2032 Orion Health, Healthify | 01/08/2025 |
7 | How to see Venus at its brilliant brightest this weekend | 01/10/2025 |
8 | Starlab Space launches European subsidiary to boost international collaboration on its commercial space station | 01/13/2025 |
9 | Foundation for Financial Planning Welcomes New Leadership | 01/14/2025 |
10 | Inside information Orion upgrades full-year outlook for 2024 and provides preliminary information on financial performance for 2024 | 01/15/2025 |
11 | Image Hubble captures young stars changing their environments | 01/17/2025 |
About Orion Engineered 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 Orion or other stocks. Alpha measures the amount that position in Orion Engineered Carbons 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 | 2023 (projected) | Dividend Yield | 0.00461 | 0.002995 | Price To Sales Ratio | 0.72 | 0.86 |
Orion Engineered Upcoming Company Events
As portrayed in its financial statements, the presentation of Orion Engineered's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Orion Engineered's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Orion Engineered's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Orion Engineered. Please utilize our Beneish M Score to check the likelihood of Orion Engineered's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Orion Engineered
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Check out Orion Engineered Backtesting, Orion Engineered Valuation, Orion Engineered Correlation, Orion Engineered Hype Analysis, Orion Engineered Volatility, Orion Engineered History and analyze Orion Engineered Performance. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Orion Engineered 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.