Oak Valley Bancorp Stock Alpha and Beta Analysis
| OVLY Stock | USD 30.71 0.54 1.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oak Valley Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oak Valley over a specified time horizon. Remember, high Oak Valley'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 Oak Valley's market risk premium analysis include:
Beta 1.85 | Alpha 0.13 | Risk 2.26 | Sharpe Ratio 0.11 | Expected Return 0.25 |
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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.
Oak |
Oak Valley Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oak Valley market risk premium is the additional return an investor will receive from holding Oak Valley 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 Oak Valley. 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 Oak Valley's performance over market.| α | 0.13 | β | 1.85 |
Oak Valley 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 Oak Valley's Buy-and-hold return. Our buy-and-hold chart shows how Oak Valley performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Oak Valley Market Price Analysis
Market price analysis indicators help investors to evaluate how Oak Valley stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Oak Valley shares will generate the highest return on investment. By understating and applying Oak Valley stock market price indicators, traders can identify Oak Valley position entry and exit signals to maximize returns.
Oak Valley Return and Market Media
The median price of Oak Valley for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 26.8 with a coefficient of variation of 5.54. The daily time series for the period is distributed with a sample standard deviation of 1.5, arithmetic mean of 27.08, and mean deviation of 1.14. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Michael Rodrigues of 1262 shares of Oak Valley subject to Rule 16b-3 | 08/30/2024 |
2 | Oak Valley Bancorp Q3 Earnings Snapshot | 10/18/2024 |
3 | Oak Valley Bancorp Non-GAAP EPS of 0.89, revenue of 19.51M | 10/21/2024 |
4 | Oak Valley Bancorp Stock Price Surges Over 5 percent Amid Industry Growth | 11/11/2024 |
5 | Disposition of tradable shares by Michael Rodrigues of Oak Valley subject to Rule 16b-3 | 11/12/2024 |
About Oak Valley 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 Oak or other stocks. Alpha measures the amount that position in Oak Valley Bancorp 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 | 0.0168 | 0.0108 | Price To Sales Ratio | 2.61 | 3.04 |
Oak Valley Upcoming Company Events
As portrayed in its financial statements, the presentation of Oak Valley's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Oak Valley's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Oak Valley's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Oak Valley. Please utilize our Beneish M Score to check the likelihood of Oak Valley's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View |
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Additional Tools for Oak Stock Analysis
When running Oak Valley's price analysis, check to measure Oak Valley's 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 Oak Valley is operating at the current time. Most of Oak Valley's value examination focuses on studying past and present price action to predict the probability of Oak Valley's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Oak Valley's price. Additionally, you may evaluate how the addition of Oak Valley to your portfolios can decrease your overall portfolio volatility.