Blue Owl Capital Stock Market Value
| OBDC Stock | 15.22 0.15 1.00% |
| Symbol | Blue |
Blue Owl Capital Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Blue Owl. If investors know Blue will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Blue Owl listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.35) | Dividend Share 1.46 | Earnings Share 1.61 | Revenue Per Share 4.138 | Quarterly Revenue Growth 0.018 |
The market value of Blue Owl Capital is measured differently than its book value, which is the value of Blue that is recorded on the company's balance sheet. Investors also form their own opinion of Blue Owl's value that differs from its market value or its book value, called intrinsic value, which is Blue Owl's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Blue Owl's market value can be influenced by many factors that don't directly affect Blue Owl's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Blue Owl's value and its price as these two are different measures arrived at by different means. Investors typically determine if Blue Owl is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blue Owl's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Blue Owl 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Blue Owl's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Blue Owl.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Blue Owl on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Blue Owl Capital or generate 0.0% return on investment in Blue Owl over 30 days. Blue Owl is related to or competes with Jacobs Solutions, CECO Environmental, Primoris Services, Q2 Holdings, NetSol Technologies, Kaltura, and Cementos Pacasmayo. Blue Owl is entity of United States. It is traded as Stock on NYSE exchange. More
Blue Owl Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Blue Owl's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Blue Owl Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9926 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.06 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 1.06 |
Blue Owl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blue Owl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blue Owl's standard deviation. In reality, there are many statistical measures that can use Blue Owl historical prices to predict the future Blue Owl's volatility.| Risk Adjusted Performance | 0.0795 | |||
| Jensen Alpha | 0.0173 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1276 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blue Owl's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Blue Owl Capital Backtested Returns
At this point, Blue Owl is very steady. Blue Owl Capital secures Sharpe Ratio (or Efficiency) of 0.0806, which signifies that the company had a 0.0806% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Blue Owl Capital, which you can use to evaluate the volatility of the firm. Please confirm Blue Owl's Downside Deviation of 0.9926, risk adjusted performance of 0.0795, and Mean Deviation of 0.6395 to double-check if the risk estimate we provide is consistent with the expected return of 0.0698%. Blue Owl has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blue Owl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blue Owl is expected to be smaller as well. Blue Owl Capital right now shows a risk of 0.87%. Please confirm Blue Owl Capital semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to decide if Blue Owl Capital will be following its price patterns.
Auto-correlation | -0.69 |
Very good reverse predictability
Blue Owl Capital has very good reverse predictability. Overlapping area represents the amount of predictability between Blue Owl time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Blue Owl Capital price movement. The serial correlation of -0.69 indicates that around 69.0% of current Blue Owl price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Blue Owl Capital lagged returns against current returns
Autocorrelation, which is Blue Owl stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Blue Owl's stock expected returns. We can calculate the autocorrelation of Blue Owl returns to help us make a trade decision. For example, suppose you find that Blue Owl has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Blue Owl regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Blue Owl stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blue Owl stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blue Owl stock over time.
Current vs Lagged Prices |
| Timeline |
Blue Owl Lagged Returns
When evaluating Blue Owl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blue Owl stock have on its future price. Blue Owl autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Blue Owl autocorrelation shows the relationship between Blue Owl stock current value and its past values and can show if there is a momentum factor associated with investing in Blue Owl Capital.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Blue Owl Capital is a strong investment it is important to analyze Blue Owl's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Blue Owl's future performance. For an informed investment choice regarding Blue Stock, refer to the following important reports:Check out Blue Owl Correlation, Blue Owl Volatility and Blue Owl Alpha and Beta module to complement your research on Blue Owl. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Blue Owl 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.