Oscar Health Stock Alpha and Beta Analysis
| OSCR Stock | USD 15.90 0.95 6.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oscar Health. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oscar Health over a specified time horizon. Remember, high Oscar Health'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 Oscar Health's market risk premium analysis include:
Beta 0.29 | Alpha (0.03) | Risk 5.38 | Sharpe Ratio 0.0252 | Expected Return 0.14 |
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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.
Oscar |
Oscar Health Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oscar Health market risk premium is the additional return an investor will receive from holding Oscar Health 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 Oscar Health. 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 Oscar Health's performance over market.| α | -0.03 | β | 0.29 |
Oscar Health 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 Oscar Health's Buy-and-hold return. Our buy-and-hold chart shows how Oscar Health performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Oscar Health Market Price Analysis
Market price analysis indicators help investors to evaluate how Oscar Health stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Oscar Health shares will generate the highest return on investment. By understating and applying Oscar Health stock market price indicators, traders can identify Oscar Health position entry and exit signals to maximize returns.
Oscar Health Return and Market Media
The median price of Oscar Health for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 15.55 with a coefficient of variation of 9.98. The daily time series for the period is distributed with a sample standard deviation of 1.54, arithmetic mean of 15.48, and mean deviation of 1.34. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Vanguard Group Incs Strategic Acquisition of Oscar Health Inc Shares | 11/05/2024 |
2 | Acquisition by Thrive Partners Vii Growth Gp, Llc of 420819 shares of Oscar Health at 13.6772 subject to Rule 16b-3 | 11/12/2024 |
3 | Acquisition by Thrive Partners Vii Growth Gp, Llc of 358619 shares of Oscar Health at 13.7369 subject to Rule 16b-3 | 11/13/2024 |
4 | Oscar Health Inc Shares Up 23.96 percent on Nov 14 | 11/14/2024 |
5 | Disposition of 25000 shares by Elbert Robinson of Oscar Health at 17.05 subject to Rule 16b-3 | 11/20/2024 |
6 | Oscar Health Inc Stock Price Down 3.98 percent on Nov 26 | 11/26/2024 |
7 | Disposition of 4120 shares by Victoria Baltrus of Oscar Health subject to Rule 16b-3 | 11/29/2024 |
8 | Disposition of 62500 shares by R Blackley of Oscar Health subject to Rule 16b-3 | 12/05/2024 |
9 | Oscar Health CFO sells shares worth 483,667 | 12/09/2024 |
10 | Jefferies initiates Oscar Health stock at Underperform pointing to headwinds in subsidy-heavy states | 12/10/2024 |
11 | Oscar Health, Inc. Stock Moves 0.15 percent What You Should Know | 12/13/2024 |
12 | Oscar Health, Inc. Ascends While Market Falls Some Facts to Note | 12/19/2024 |
13 | Oscar Health, Inc. Registers a Bigger Fall Than the Market Important Facts to Note | 12/30/2024 |
14 | Oscar Health Inc A Bullish Investment Perspective | 01/06/2025 |
15 | Oscar Health Inc Shares Up 4.03 percent on Jan 17 | 01/17/2025 |
About Oscar Health 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 Oscar or other stocks. Alpha measures the amount that position in Oscar Health 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.
| 2024 | 2025 (projected) | Net Debt To EBITDA | 6.67 | 7.01 | Intangibles To Total Assets | 0.22 | 0.23 |
Oscar Health Upcoming Company Events
As portrayed in its financial statements, the presentation of Oscar Health's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Oscar Health's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Oscar Health's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Oscar Health. Please utilize our Beneish M Score to check the likelihood of Oscar Health's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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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Additional Tools for Oscar Stock Analysis
When running Oscar Health's price analysis, check to measure Oscar Health's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Oscar Health is operating at the current time. Most of Oscar Health's value examination focuses on studying past and present price action to predict the probability of Oscar Health's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Oscar Health's price. Additionally, you may evaluate how the addition of Oscar Health to your portfolios can decrease your overall portfolio volatility.