One Media (UK) Market Value
| OMIP Stock | 4.50 0.25 5.88% |
| Symbol | One |
One Media '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 One Media'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 One Media.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in One Media on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding One Media iP or generate 0.0% return on investment in One Media over 30 days. One Media is related to or competes with Omega Healthcare, Ashtead Technology, Solstad Offshore, Worldwide Healthcare, Inspiration Healthcare, Universal Health, and Roper Technologies. More
One Media 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 One Media'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 One Media iP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.03 | |||
| Information Ratio | 0.0835 | |||
| Maximum Drawdown | 17.45 | |||
| Value At Risk | (3.61) | |||
| Potential Upside | 5.88 |
One Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for One Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as One Media's standard deviation. In reality, there are many statistical measures that can use One Media historical prices to predict the future One Media's volatility.| Risk Adjusted Performance | 0.1008 | |||
| Jensen Alpha | 0.2939 | |||
| Total Risk Alpha | 0.0731 | |||
| Sortino Ratio | 0.0461 | |||
| Treynor Ratio | 3.2 |
One Media iP Backtested Returns
One Media appears to be slightly risky, given 3 months investment horizon. One Media iP maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for One Media iP, which you can use to evaluate the volatility of the company. Please evaluate One Media's Semi Deviation of 1.61, coefficient of variation of 894.31, and Risk Adjusted Performance of 0.1008 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, One Media holds a performance score of 8. The company holds a Beta of 0.0939, which implies not very significant fluctuations relative to the market. As returns on the market increase, One Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding One Media is expected to be smaller as well. Please check One Media's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether One Media's historical price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
One Media iP has no correlation between past and present. Overlapping area represents the amount of predictability between One Media time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of One Media iP price movement. The serial correlation of 0.0 indicates that just 0.0% of current One Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
One Media iP lagged returns against current returns
Autocorrelation, which is One Media 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 One Media's stock expected returns. We can calculate the autocorrelation of One Media returns to help us make a trade decision. For example, suppose you find that One Media 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 |
One Media 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 One Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if One Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in One Media stock over time.
Current vs Lagged Prices |
| Timeline |
One Media Lagged Returns
When evaluating One Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of One Media stock have on its future price. One Media 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, One Media autocorrelation shows the relationship between One Media stock current value and its past values and can show if there is a momentum factor associated with investing in One Media iP.
Regressed Prices |
| Timeline |
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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.Additional Tools for One Stock Analysis
When running One Media's price analysis, check to measure One Media'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 One Media is operating at the current time. Most of One Media's value examination focuses on studying past and present price action to predict the probability of One Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move One Media's price. Additionally, you may evaluate how the addition of One Media to your portfolios can decrease your overall portfolio volatility.