Oxford Lane Capital Stock Alpha and Beta Analysis
| OXLCZ Stock | USD 23.72 0.04 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oxford Lane Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oxford Lane over a specified time horizon. Remember, high Oxford Lane'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 Oxford Lane's market risk premium analysis include:
Beta (0.03) | Alpha 0.027 | Risk 0.18 | Sharpe Ratio 0.17 | Expected Return 0.0313 |
Enterprise Value |
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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.
Oxford |
Oxford Lane Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oxford Lane market risk premium is the additional return an investor will receive from holding Oxford Lane 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 Oxford Lane. 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 Oxford Lane's performance over market.| α | 0.03 | β | -0.03 |
Oxford Lane 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 Oxford Lane's Buy-and-hold return. Our buy-and-hold chart shows how Oxford Lane performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Oxford Lane Market Price Analysis
Market price analysis indicators help investors to evaluate how Oxford Lane stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Oxford Lane shares will generate the highest return on investment. By understating and applying Oxford Lane stock market price indicators, traders can identify Oxford Lane position entry and exit signals to maximize returns.
Oxford Lane Return and Market Media
The median price of Oxford Lane for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 23.33 with a coefficient of variation of 0.52. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 23.37, and mean deviation of 0.1. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Trading Signals - Stock Traders Daily | 09/24/2024 |
| Oxford Lane dividend paid on 30th of September 2024 | 09/30/2024 |
2 | Oxford Lane Capital stock hits 52-week high at 24.16 By Investing.com - Investing.com Canada | 11/18/2024 |
3 | Short Interest in Oxford Lane Capital Corp. 5.00 percent Notes due 2027 Grows By 60.0 | 12/12/2024 |
About Oxford Lane 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 Oxford or other stocks. Alpha measures the amount that position in Oxford Lane 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.
| 2021 | 2024 (projected) | PTB Ratio | 0.8 | 0.86 | Dividend Yield | 0.11 | 0.12 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Oxford Lane in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Oxford Lane's short interest history, or implied volatility extrapolated from Oxford Lane options trading.
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Additional Tools for Oxford Stock Analysis
When running Oxford Lane's price analysis, check to measure Oxford Lane'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 Oxford Lane is operating at the current time. Most of Oxford Lane's value examination focuses on studying past and present price action to predict the probability of Oxford Lane's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Oxford Lane's price. Additionally, you may evaluate how the addition of Oxford Lane to your portfolios can decrease your overall portfolio volatility.