Orla Mining Stock Alpha and Beta Analysis
| OLA Stock | CAD 6.29 0.17 2.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Orla Mining. It also helps investors analyze the systematic and unsystematic risks associated with investing in Orla Mining over a specified time horizon. Remember, high Orla Mining'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 Orla Mining's market risk premium analysis include:
Beta (0.47) | Alpha 0.21 | Risk 3.31 | Sharpe Ratio 0.067 | Expected Return 0.22 |
Orla Mining 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.
Orla |
Orla Mining Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Orla Mining market risk premium is the additional return an investor will receive from holding Orla Mining 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 Orla Mining. 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 Orla Mining's performance over market.| α | 0.21 | β | -0.47 |
Orla Mining 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 Orla Mining's Buy-and-hold return. Our buy-and-hold chart shows how Orla Mining performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Orla Mining Market Price Analysis
Market price analysis indicators help investors to evaluate how Orla Mining stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Orla Mining shares will generate the highest return on investment. By understating and applying Orla Mining stock market price indicators, traders can identify Orla Mining position entry and exit signals to maximize returns.
Orla Mining Return and Market Media
The median price of Orla Mining for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 5.83 with a coefficient of variation of 8.81. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 6.01, and mean deviation of 0.46. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Goehring Rozencwajg Associates LLC Has 4.97 Million Stock Holdings in Orla Mining Ltd. - MarketBeat | 09/19/2024 |
2 | Declining Stock and Decent Financials Is The Market Wrong About Orla Mining Ltd. - Yahoo Finance | 11/14/2024 |
3 | FY2028 Earnings Forecast for Orla Mining Issued By Cormark - MarketBeat | 11/21/2024 |
About Orla Mining 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 Orla or other stocks. Alpha measures the amount that position in Orla Mining 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.
| 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 17.05 | 24.92 | 23.67 | PTB Ratio | 2.91 | 2.53 | 2.41 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Orla Mining in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Orla Mining's short interest history, or implied volatility extrapolated from Orla Mining options trading.
Build Portfolio with Orla Mining
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
Align your risk with return expectations
Check out Orla Mining Backtesting, Orla Mining Valuation, Orla Mining Correlation, Orla Mining Hype Analysis, Orla Mining Volatility, Orla Mining History and analyze Orla Mining Performance. To learn how to invest in Orla Stock, please use our How to Invest in Orla Mining guide.You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Orla Mining 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.