Orchid Island Capital Stock Alpha and Beta Analysis
| ORC Stock | USD 7.20 0.08 1.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Orchid Island Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Orchid Island over a specified time horizon. Remember, high Orchid Island'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 Orchid Island's market risk premium analysis include:
Beta 0.51 | Alpha 0.0907 | Risk 1.06 | Sharpe Ratio 0.097 | Expected Return 0.1 |
Orchid Island 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.
Check out Orchid Island Backtesting, Orchid Island Valuation, Orchid Island Correlation, Orchid Island Hype Analysis, Orchid Island Volatility, Orchid Island History and analyze Orchid Island Performance. Orchid Island Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Orchid Island market risk premium is the additional return an investor will receive from holding Orchid Island 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 Orchid Island. 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 Orchid Island's performance over market.| α | 0.09 | β | 0.51 |
Orchid Island 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 Orchid Island's Buy-and-hold return. Our buy-and-hold chart shows how Orchid Island performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Orchid Island Market Price Analysis
Market price analysis indicators help investors to evaluate how Orchid Island stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Orchid Island shares will generate the highest return on investment. By understating and applying Orchid Island stock market price indicators, traders can identify Orchid Island position entry and exit signals to maximize returns.
Orchid Island Return and Market Media
The median price of Orchid Island for the period between Fri, Oct 3, 2025 and Thu, Jan 1, 2026 is 7.18 with a coefficient of variation of 2.34. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 7.14, and mean deviation of 0.13. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Relative strength of Orchid Island Capital Inc. in sector analysis - 2025 Biggest Moves Free Safe Capital Growth Stock Tips - newser.com | 10/21/2025 |
| Orchid Island dividend paid on 30th of October 2025 | 10/30/2025 |
2 | Acquisition by Ava Parker of 1494 shares of Orchid Island subject to Rule 16b-3 | 10/31/2025 |
3 | Los Angeles Capital Management LLC Sells 63,990 Shares of Orchid Island Capital, Inc. ORC | 11/14/2025 |
4 | Will Orchid Island Capital Inc. stock deliver long term returns - 2025 Risk Factors Expert Approved Trade Ideas - newser.com | 11/18/2025 |
| Orchid Island dividend paid on 26th of November 2025 | 11/26/2025 |
5 | Acquisition by Ava Parker of 1615 shares of Orchid Island subject to Rule 16b-3 | 11/28/2025 |
6 | High Dividend 50 Orchid Island Capital | 12/01/2025 |
7 | How Orchid Island Capital Inc. stock reacts to fiscal policies - Stop Loss AI Driven Price Forecasts - Newser | 12/05/2025 |
8 | Orchid Island Capital Announces December 2025 Monthly Dividend and November 30, 2025 RMBS Portfolio Characteristics - Yahoo Finance | 12/09/2025 |
9 | Orbit Chain Tops 1-Day Volume of 1.01 Thousand | 12/15/2025 |
10 | Orchid Island Capital Reassessing Valuation After Compass Point Initiation and Strong Q3 Earnings | 12/18/2025 |
11 | How Do Investors Really Feel About Orchid Island Capital Inc - Sahm | 12/23/2025 |
12 | Critical Review Angel Oak Mortgage REIT versus Orchid Island Capital | 12/29/2025 |
| Orchid Island dividend paid on 30th of December 2025 | 12/30/2025 |
About Orchid Island 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 Orchid or other stocks. Alpha measures the amount that position in Orchid Island Capital 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 (projected) | PTB Ratio | 0.9 | 0.8 | Dividend Yield | 0.24 | 0.21 |
Orchid Island Upcoming Company Events
As portrayed in its financial statements, the presentation of Orchid Island's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Orchid Island's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Orchid Island's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Orchid Island. Please utilize our Beneish M Score to check the likelihood of Orchid Island's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 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 Orchid Island Backtesting, Orchid Island Valuation, Orchid Island Correlation, Orchid Island Hype Analysis, Orchid Island Volatility, Orchid Island History and analyze Orchid Island Performance. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Orchid Island 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.