Oatly Group Ab Stock Alpha and Beta Analysis
| OTLY Stock | USD 0.74 0.01 1.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oatly Group AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oatly Group over a specified time horizon. Remember, high Oatly Group'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 Oatly Group's market risk premium analysis include:
Beta 2.31 | Alpha (0.49) | Risk 4.49 | Sharpe Ratio (0.05) | Expected Return (0.24) |
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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.
Oatly |
Oatly Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oatly Group market risk premium is the additional return an investor will receive from holding Oatly Group 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 Oatly Group. 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 Oatly Group's performance over market.| α | -0.49 | β | 2.31 |
Oatly Group 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 Oatly Group's Buy-and-hold return. Our buy-and-hold chart shows how Oatly Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Oatly Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Oatly Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Oatly Group shares will generate the highest return on investment. By understating and applying Oatly Group stock market price indicators, traders can identify Oatly Group position entry and exit signals to maximize returns.
Oatly Group Return and Market Media
The median price of Oatly Group for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 0.83 with a coefficient of variation of 10.75. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 0.83, and mean deviation of 0.07. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Oatly Group Stock Price Down 2.4 percent - MarketBeat | 09/19/2024 |
2 | Investors Arent Entirely Convinced By Oatly Group ABs Revenues | 09/27/2024 |
3 | Oatly Group AB Given Consensus Rating of Moderate Buy by Analysts - MarketBeat | 10/08/2024 |
4 | Reviewing Oatly Group Utz Brands | 10/24/2024 |
5 | Oatly GAAP EPS of -0.06 in-line, revenue of 208M beats by 0.72M | 11/07/2024 |
6 | Oatly Group AB Q3 2024 Earnings Call Highlights Strong Revenue Growth and Margin ... | 11/08/2024 |
7 | Oatly Group Upgraded by Barclays to Strong-Buy Rating | 11/13/2024 |
About Oatly Group 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 Oatly or other stocks. Alpha measures the amount that position in Oatly Group AB 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) | Days Sales Outstanding | 59.88 | 51.02 | 52.63 | 66.9 | PTB Ratio | 3.51 | 1.3 | 2.1 | 1.99 |
Oatly Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Oatly Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Oatly Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Oatly Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Oatly Group. Please utilize our Beneish M Score to check the likelihood of Oatly Group's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial 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 |
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Additional Tools for Oatly Stock Analysis
When running Oatly Group's price analysis, check to measure Oatly Group'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 Oatly Group is operating at the current time. Most of Oatly Group's value examination focuses on studying past and present price action to predict the probability of Oatly Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Oatly Group's price. Additionally, you may evaluate how the addition of Oatly Group to your portfolios can decrease your overall portfolio volatility.