Origin Materials Stock Alpha and Beta Analysis
| ORGN Stock | USD 1.24 0.05 4.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Origin Materials. It also helps investors analyze the systematic and unsystematic risks associated with investing in Origin Materials over a specified time horizon. Remember, high Origin Materials' 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 Origin Materials' market risk premium analysis include:
Beta 2.36 | Alpha (0.39) | Risk 4.83 | Sharpe Ratio (0.02) | Expected Return (0.11) |
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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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Origin Materials Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Origin Materials market risk premium is the additional return an investor will receive from holding Origin Materials 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 Origin Materials. 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 Origin Materials' performance over market.| α | -0.39 | β | 2.36 |
Origin Materials 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 Origin Materials' Buy-and-hold return. Our buy-and-hold chart shows how Origin Materials performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Origin Materials Market Price Analysis
Market price analysis indicators help investors to evaluate how Origin Materials stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Origin Materials shares will generate the highest return on investment. By understating and applying Origin Materials stock market price indicators, traders can identify Origin Materials position entry and exit signals to maximize returns.
Origin Materials Return and Market Media
The median price of Origin Materials for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 1.43 with a coefficient of variation of 11.04. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 1.42, and mean deviation of 0.11. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 45000 shares by Richard Riley of Origin Materials at 0.14 subject to Rule 16b-3 | 09/13/2024 |
2 | Origin Materials to cut workforce 28 percent to boost new business line | 09/24/2024 |
3 | Acquisition by Hickox John of 12175 shares of Origin Materials subject to Rule 16b-3 | 09/30/2024 |
4 | Disposition of 120000 shares by Matthew Plavan of Origin Materials at 1.3155 subject to Rule 16b-3 | 11/04/2024 |
5 | Acquisition by Richard Riley of 35430 shares of Origin Materials at 0.7756 subject to Rule 16b-3 | 11/07/2024 |
6 | Origin Materials Inc Q3 2024 Earnings Report Preview What To Expect | 11/13/2024 |
7 | Origin Materials Inc Reports Q3 2024 Revenue of 8.2 Million and GAAP EPS Loss of 0. ... | 11/14/2024 |
8 | Clean energy industry wary, uncertain of Trump 2.0 | 11/18/2024 |
9 | Origin Materials, Inc.s 27 percent Cheaper Price Remains In Tune With Revenues | 11/20/2024 |
About Origin Materials 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 Origin or other stocks. Alpha measures the amount that position in Origin Materials 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.
| 2023 | 2024 (projected) | Days Sales Outstanding | 223.26 | 198.46 | PTB Ratio | 0.28 | 0.26 |
Origin Materials Upcoming Company Events
As portrayed in its financial statements, the presentation of Origin Materials' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Origin Materials' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Origin Materials' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Origin Materials. Please utilize our Beneish M Score to check the likelihood of Origin Materials' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 Origin Materials
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 Origin Materials Backtesting, Origin Materials Valuation, Origin Materials Correlation, Origin Materials Hype Analysis, Origin Materials Volatility, Origin Materials History and analyze Origin Materials Performance. To learn how to invest in Origin Stock, please use our How to Invest in Origin Materials guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Origin Materials 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.