Orange Sa Adr Stock Alpha and Beta Analysis
| ORAN Stock | USD 10.45 0.14 1.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Orange SA ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Orange SA over a specified time horizon. Remember, high Orange SA'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 Orange SA's market risk premium analysis include:
Beta (0.23) | Alpha (0.10) | Risk 1.11 | Sharpe Ratio (0.14) | Expected Return (0.15) |
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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.
Orange |
Orange SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Orange SA market risk premium is the additional return an investor will receive from holding Orange SA 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 Orange SA. 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 Orange SA's performance over market.| α | -0.1 | β | -0.23 |
Orange SA 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 Orange SA's Buy-and-hold return. Our buy-and-hold chart shows how Orange SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Orange SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Orange SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Orange SA shares will generate the highest return on investment. By understating and applying Orange SA stock market price indicators, traders can identify Orange SA position entry and exit signals to maximize returns.
Orange SA Return and Market Media
The median price of Orange SA for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 11.07 with a coefficient of variation of 5.25. The daily time series for the period is distributed with a sample standard deviation of 0.59, arithmetic mean of 11.21, and mean deviation of 0.51. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Press release Orange - Transactions carried out as part of a share buyback program and outside of a liquidity contract | 10/03/2024 |
2 | Where To Dispose Of Expired, Unused Drugs In Orange County | 10/08/2024 |
3 | Largo acclre son dveloppement linternational en signant un contrat de distribution avec Orange Pologne | 10/10/2024 |
4 | Walk To School Day Returns To Kelly Elementary In West Orange | 10/14/2024 |
5 | Watch West Orange Town Council Candidate Forum 2024 Election | 10/15/2024 |
6 | Press release Orange completed its voluntary delisting from the NYSE and filed a certification of deregistration with the SEC. Orange maintains a level 1 ADR pr... | 10/18/2024 |
7 | StockNews.com Begins Coverage on Orange | 11/07/2024 |
8 | Samenvatting Advanced Communications Electronic Systems en Radisys ondertekenen een MoU om innovatie en ontwikkeling van 5G ORAN te versnellen | 11/22/2024 |
About Orange SA 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 Orange or other stocks. Alpha measures the amount that position in Orange SA ADR 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 | 0.0851 | 0.0754 | 0.068 | 0.0388 | Price To Sales Ratio | 0.59 | 0.57 | 0.62 | 1.21 |
Orange SA Upcoming Company Events
As portrayed in its financial statements, the presentation of Orange SA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Orange SA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Orange SA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Orange SA. Please utilize our Beneish M Score to check the likelihood of Orange SA's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Orange SA
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 Orange SA Backtesting, Orange SA Valuation, Orange SA Correlation, Orange SA Hype Analysis, Orange SA Volatility, Orange SA History and analyze Orange SA Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Orange SA 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.