Omega Therapeutics Stock Alpha and Beta Analysis
| OMGA Stock | USD 0.52 0.04 7.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Omega Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Omega Therapeutics over a specified time horizon. Remember, high Omega Therapeutics' 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 Omega Therapeutics' market risk premium analysis include:
Beta 0.24 | Alpha (0.95) | Risk 5.89 | Sharpe Ratio (0.25) | Expected Return (1.46) |
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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.
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Omega Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Omega Therapeutics market risk premium is the additional return an investor will receive from holding Omega Therapeutics 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 Omega Therapeutics. 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 Omega Therapeutics' performance over market.| α | -0.95 | β | 0.24 |
Omega Therapeutics 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 Omega Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Omega Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Omega Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Omega Therapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Omega Therapeutics shares will generate the highest return on investment. By understating and applying Omega Therapeutics stock market price indicators, traders can identify Omega Therapeutics position entry and exit signals to maximize returns.
Omega Therapeutics Return and Market Media
The median price of Omega Therapeutics for the period between Sat, Oct 26, 2024 and Fri, Jan 24, 2025 is 0.88 with a coefficient of variation of 24.01. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 0.92, and mean deviation of 0.18. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Oculis Holding AG Moves 7.9 percent Higher Will This Strength Last | 10/29/2024 |
2 | Acquisition by Young Richard A of 25000 shares of Omega Therapeutics at 2.2 subject to Rule 16b-3 | 10/31/2024 |
3 | Acquisition by Rosiello Robert L. of 50000 shares of Omega Therapeutics at 1.09 subject to Rule 16b-3 | 11/08/2024 |
4 | Fate Therapeutics Reports Q3 Loss, Tops Revenue Estimates | 11/12/2024 |
5 | Acquisition by Kaan Certel of 340000 shares of Omega Therapeutics at 0.8284 subject to Rule 16b-3 | 11/15/2024 |
6 | Flagship Pioneering Announces Two New Agreements with Ampersand Biomedicines and Montai Therapeutics Under its Strategic Partnership with Pfizer | 11/20/2024 |
7 | Insider Trading | 12/03/2024 |
8 | Acquisition by Sawhney Roger of 60000 shares of Omega Therapeutics subject to Rule 16b-3 | 12/24/2024 |
9 | Omega Therapeutics Announces Director Resignation | 01/13/2025 |
About Omega Therapeutics 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 Omega or other stocks. Alpha measures the amount that position in Omega Therapeutics 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 | 2025 (projected) | Graham Number | 10.33 | 6.6 | 5.94 | 5.69 | Receivables Turnover | 1.15 | 0.44 | 0.4 | 0.5 |
Omega Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Omega Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Omega Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Omega Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Omega Therapeutics. Please utilize our Beneish M Score to check the likelihood of Omega Therapeutics' management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Omega Therapeutics Backtesting, Omega Therapeutics Valuation, Omega Therapeutics Correlation, Omega Therapeutics Hype Analysis, Omega Therapeutics Volatility, Omega Therapeutics History and analyze Omega Therapeutics Performance. For information on how to trade Omega Stock refer to our How to Trade Omega Stock guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Omega Therapeutics 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.