Olin Corporation Stock Alpha and Beta Analysis
| OLN Stock | USD 42.81 0.79 1.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Olin Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in Olin over a specified time horizon. Remember, high Olin'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 Olin's market risk premium analysis include:
Beta 1.78 | Alpha (0.21) | Risk 2.19 | Sharpe Ratio (0.02) | Expected Return (0.05) |
Olin 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.
Olin |
Olin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Olin market risk premium is the additional return an investor will receive from holding Olin 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 Olin. 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 Olin's performance over market.| α | -0.21 | β | 1.78 |
Olin 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 Olin's Buy-and-hold return. Our buy-and-hold chart shows how Olin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Olin Market Price Analysis
Market price analysis indicators help investors to evaluate how Olin stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Olin shares will generate the highest return on investment. By understating and applying Olin stock market price indicators, traders can identify Olin position entry and exit signals to maximize returns.
Olin Return and Market Media
The median price of Olin for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 43.42 with a coefficient of variation of 5.45. The daily time series for the period is distributed with a sample standard deviation of 2.39, arithmetic mean of 43.88, and mean deviation of 2.04. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 2500 shares by Florian Kohl of Olin subject to Rule 16b-3 | 08/29/2024 |
| Olin dividend paid on 13th of September 2024 | 09/13/2024 |
2 | Disposition of 10000 shares by Scott Sutton of Olin at 52.5 subject to Rule 16b-3 | 09/19/2024 |
3 | Are Investors Undervaluing Olin Right Now | 10/01/2024 |
4 | Acquisition by Matthew Darnall of 4851 shares of Olin subject to Rule 16b-3 | 10/10/2024 |
5 | Acquisition by Piggott Julie A of 2188 shares of Olin subject to Rule 16b-3 | 10/16/2024 |
6 | Earnings Preview Olin Q3 Earnings Expected to Decline | 10/17/2024 |
7 | Olin Corp Trading 2.95 percent Higher on Nov 4 | 11/04/2024 |
8 | Disposition of 10500 shares by Sumner R Nichole of Olin at 27.4 subject to Rule 16b-3 | 11/08/2024 |
9 | Hotchkis Wiley Capitalizes on Olin Corp with Strategic Stock Acquisition | 11/15/2024 |
10 | Bear Of The Day Olin | 11/19/2024 |
About Olin 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 Olin or other stocks. Alpha measures the amount that position in Olin 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 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.014 | 0.0151 | 0.0149 | 0.0141 | Price To Sales Ratio | 1.03 | 0.82 | 0.99 | 1.04 |
Olin Upcoming Company Events
As portrayed in its financial statements, the presentation of Olin's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Olin's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Olin's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Olin. Please utilize our Beneish M Score to check the likelihood of Olin's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 25th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out Olin Backtesting, Olin Valuation, Olin Correlation, Olin Hype Analysis, Olin Volatility, Olin History and analyze Olin Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Olin 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.