Orion Group Holdings Stock Alpha and Beta Analysis
| ORN Stock | USD 8.72 0.05 0.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Orion Group Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Orion Group over a specified time horizon. Remember, high Orion 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 Orion Group's market risk premium analysis include:
Beta 1.98 | Alpha 0.11 | Risk 4.53 | Sharpe Ratio 0.1 | Expected Return 0.46 |
Orion Group Quarterly Cash And Equivalents |
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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.
Orion |
Orion Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Orion Group market risk premium is the additional return an investor will receive from holding Orion 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 Orion 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 Orion Group's performance over market.| α | 0.11 | β | 1.98 |
Orion 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 Orion Group's Buy-and-hold return. Our buy-and-hold chart shows how Orion Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Orion Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Orion 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 Orion Group shares will generate the highest return on investment. By understating and applying Orion Group stock market price indicators, traders can identify Orion Group position entry and exit signals to maximize returns.
Orion Group Return and Market Media
The median price of Orion Group for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 6.3 with a coefficient of variation of 16.61. The daily time series for the period is distributed with a sample standard deviation of 1.11, arithmetic mean of 6.65, and mean deviation of 0.95. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Metas Investment Outlook Keeps Growing | 11/05/2024 |
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About Orion 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 Orion or other stocks. Alpha measures the amount that position in Orion Group Holdings 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) | PTB Ratio | 1.32 | 1.77 | Dividend Yield | 0.13 | 0.11 |
Orion Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Orion Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Orion Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Orion Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Orion Group. Please utilize our Beneish M Score to check the likelihood of Orion Group's management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of March 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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Check out Orion Group Backtesting, Orion Group Valuation, Orion Group Correlation, Orion Group Hype Analysis, Orion Group Volatility, Orion Group History and analyze Orion Group Performance. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Orion Group 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.