Orion Office Reit Stock Market Value
| ONL Stock | USD 4.19 0.04 0.96% |
| Symbol | Orion |
Is Real Estate Management & Development 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 Orion Office. If investors know Orion 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 Orion Office listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 0.4 | Earnings Share (1.55) | Revenue Per Share 3.037 | Quarterly Revenue Growth (0.20) | Return On Assets (0.01) |
The market value of Orion Office Reit is measured differently than its book value, which is the value of Orion that is recorded on the company's balance sheet. Investors also form their own opinion of Orion Office's value that differs from its market value or its book value, called intrinsic value, which is Orion Office'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 Orion Office's market value can be influenced by many factors that don't directly affect Orion Office'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 Orion Office's value and its price as these two are different measures arrived at by different means. Investors typically determine if Orion Office is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Orion Office'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.
Orion Office '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 Orion Office'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 Orion Office.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Orion Office on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Orion Office Reit or generate 0.0% return on investment in Orion Office over 30 days. Orion Office is related to or competes with Investcorp Credit, Medalist Diversified, Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, and Sitka Gold. Orion Office REIT specializes in the ownership, acquisition and management of a diversified portfolio of mission-critica... More
Orion Office 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 Orion Office'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 Orion Office Reit upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.29 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.78 | |||
| Value At Risk | (3.62) | |||
| Potential Upside | 4.7 |
Orion Office Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orion Office's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orion Office's standard deviation. In reality, there are many statistical measures that can use Orion Office historical prices to predict the future Orion Office's volatility.| Risk Adjusted Performance | 0.0357 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0635 |
Orion Office Reit Backtested Returns
As of now, Orion Stock is slightly risky. Orion Office Reit maintains Sharpe Ratio (i.e., Efficiency) of 0.0507, which implies the firm had a 0.0507% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Orion Office Reit, which you can use to evaluate the volatility of the company. Please check Orion Office's Risk Adjusted Performance of 0.0357, semi deviation of 2.24, and Coefficient Of Variation of 2650.96 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Orion Office has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of 1.31, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Orion Office will likely underperform. Orion Office Reit right now holds a risk of 2.5%. Please check Orion Office Reit downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Orion Office Reit will be following its historical price patterns.
Auto-correlation | 0.74 |
Good predictability
Orion Office Reit has good predictability. Overlapping area represents the amount of predictability between Orion Office time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Orion Office Reit price movement. The serial correlation of 0.74 indicates that around 74.0% of current Orion Office price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Orion Office Reit lagged returns against current returns
Autocorrelation, which is Orion Office 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 Orion Office's stock expected returns. We can calculate the autocorrelation of Orion Office returns to help us make a trade decision. For example, suppose you find that Orion Office 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 |
Orion Office 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 Orion Office stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orion Office stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orion Office stock over time.
Current vs Lagged Prices |
| Timeline |
Orion Office Lagged Returns
When evaluating Orion Office's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orion Office stock have on its future price. Orion Office 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, Orion Office autocorrelation shows the relationship between Orion Office stock current value and its past values and can show if there is a momentum factor associated with investing in Orion Office Reit.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Orion Office Correlation, Orion Office Volatility and Orion Office Alpha and Beta module to complement your research on Orion Office. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Orion Office 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.