Battalion Oil Corp Stock Alpha and Beta Analysis
| BATL Stock | USD 3.46 0.08 2.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Battalion Oil Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Battalion Oil over a specified time horizon. Remember, high Battalion Oil'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 Battalion Oil's market risk premium analysis include:
Beta 1.53 | Alpha 0.84 | Risk 17.29 | Sharpe Ratio 0.0745 | Expected Return 1.29 |
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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.
Battalion |
Battalion Oil Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Battalion Oil market risk premium is the additional return an investor will receive from holding Battalion Oil 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 Battalion Oil. 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 Battalion Oil's performance over market.| α | 0.84 | β | 1.53 |
Battalion Oil 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 Battalion Oil's Buy-and-hold return. Our buy-and-hold chart shows how Battalion Oil performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Battalion Oil Market Price Analysis
Market price analysis indicators help investors to evaluate how Battalion Oil stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Battalion Oil shares will generate the highest return on investment. By understating and applying Battalion Oil stock market price indicators, traders can identify Battalion Oil position entry and exit signals to maximize returns.
Battalion Oil Return and Market Media
The median price of Battalion Oil for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 6.62 with a coefficient of variation of 32.75. The daily time series for the period is distributed with a sample standard deviation of 1.74, arithmetic mean of 5.32, and mean deviation of 1.67. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Battalion Oil extends merger termination date to December 31 - Investing.com | 09/11/2024 |
2 | Acquisition by Walter Mayer of 18322 shares of Battalion Oil subject to Rule 16b-3 | 09/20/2024 |
3 | Comparing Battalion Oil PermRock Royalty Trust | 10/15/2024 |
4 | Disposition of 4427 shares by Grant Evans of Battalion Oil subject to Rule 16b-3 | 10/18/2024 |
5 | Battalion Oil Corporation Announces Third Quarter 2024 Financial and Operating Results | 11/12/2024 |
6 | Acquisition by Charles Martin of 2290 shares of Battalion Oil subject to Rule 16b-3 | 11/22/2024 |
About Battalion Oil 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 Battalion or other stocks. Alpha measures the amount that position in Battalion Oil Corp 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) | Dividend Yield | 0.009866 | 0.0174 | Price To Sales Ratio | 0.72 | 0.69 |
Battalion Oil Upcoming Company Events
As portrayed in its financial statements, the presentation of Battalion Oil's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Battalion Oil's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Battalion Oil's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Battalion Oil. Please utilize our Beneish M Score to check the likelihood of Battalion Oil's management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Battalion Oil
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 Battalion Oil Backtesting, Battalion Oil Valuation, Battalion Oil Correlation, Battalion Oil Hype Analysis, Battalion Oil Volatility, Battalion Oil History and analyze Battalion Oil Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Battalion Oil 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.