Oakley Capital (UK) Market Value
| OCI Stock | 480.50 1.50 0.31% |
| Symbol | Oakley |
Oakley Capital 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Oakley Capital's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Oakley Capital.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Oakley Capital on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Oakley Capital Investments or generate 0.0% return on investment in Oakley Capital over 360 days. Oakley Capital is related to or competes with Toyota, SoftBank Group, OTP Bank, Las Vegas, Yum Brands, Digital Realty, and Axon Enterprise. Oakley Capital is entity of United Kingdom More
Oakley Capital Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Oakley Capital's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Oakley Capital Investments upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.36) | |||
| Maximum Drawdown | 4.01 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 0.8197 |
Oakley Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oakley Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oakley Capital's standard deviation. In reality, there are many statistical measures that can use Oakley Capital historical prices to predict the future Oakley Capital's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | 4.24 |
Oakley Capital Inves Backtested Returns
Oakley Capital Inves maintains Sharpe Ratio (i.e., Efficiency) of -0.15, which implies the firm had a -0.15% return per unit of risk over the last 3 months. Oakley Capital Inves exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Oakley Capital's Coefficient Of Variation of (621.74), variance of 0.4718, and Risk Adjusted Performance of (0.12) to confirm the risk estimate we provide. The company holds a Beta of -0.0284, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Oakley Capital are expected to decrease at a much lower rate. During the bear market, Oakley Capital is likely to outperform the market. At this point, Oakley Capital Inves has a negative expected return of -0.1%. Please make sure to check Oakley Capital's treynor ratio, skewness, rate of daily change, as well as the relationship between the value at risk and accumulation distribution , to decide if Oakley Capital Inves performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.46 |
Modest reverse predictability
Oakley Capital Investments has modest reverse predictability. Overlapping area represents the amount of predictability between Oakley Capital time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Oakley Capital Inves price movement. The serial correlation of -0.46 indicates that about 46.0% of current Oakley Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 77.68 |
Oakley Capital Inves lagged returns against current returns
Autocorrelation, which is Oakley Capital stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Oakley Capital's stock expected returns. We can calculate the autocorrelation of Oakley Capital returns to help us make a trade decision. For example, suppose you find that Oakley Capital has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Oakley Capital regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Oakley Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oakley Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oakley Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Oakley Capital Lagged Returns
When evaluating Oakley Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oakley Capital stock have on its future price. Oakley Capital autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Oakley Capital autocorrelation shows the relationship between Oakley Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Oakley Capital Investments.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Oakley Stock
Oakley Capital financial ratios help investors to determine whether Oakley Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Oakley with respect to the benefits of owning Oakley Capital security.