Orix Corp (Germany) Alpha and Beta Analysis
| OIXA Stock | EUR 104.00 2.00 1.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Orix Corp Ads. It also helps investors analyze the systematic and unsystematic risks associated with investing in Orix Corp over a specified time horizon. Remember, high Orix Corp'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 Orix Corp's market risk premium analysis include:
Beta 0.0798 | Alpha (0.11) | Risk 1.54 | Sharpe Ratio (0.06) | Expected Return (0.09) |
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.
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Orix Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Orix Corp market risk premium is the additional return an investor will receive from holding Orix Corp 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 Orix Corp. 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 Orix Corp's performance over market.| α | -0.11 | β | 0.08 |
Orix Corp 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 Orix Corp's Buy-and-hold return. Our buy-and-hold chart shows how Orix Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Orix Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Orix Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Orix Corp shares will generate the highest return on investment. By understating and applying Orix Corp stock market price indicators, traders can identify Orix Corp position entry and exit signals to maximize returns.
Orix Corp Return and Market Media
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About Orix Corp 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 Orix or other stocks. Alpha measures the amount that position in Orix Corp Ads 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.
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 Orix Corp 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, Orix Corp's short interest history, or implied volatility extrapolated from Orix Corp options trading.
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Additional Information and Resources on Investing in Orix Stock
When determining whether Orix Corp Ads offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Orix Corp's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Orix Corp Ads Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Orix Corp Ads Stock:Check out Orix Corp Backtesting, Orix Corp Valuation, Orix Corp Correlation, Orix Corp Hype Analysis, Orix Corp Volatility, Orix Corp History and analyze Orix Corp Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Orix Corp 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.