Omnicom Group Stock Alpha and Beta Analysis
| OMC Stock | USD 104.76 0.30 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Omnicom Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Omnicom over a specified time horizon. Remember, high Omnicom'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 Omnicom's market risk premium analysis include:
Beta 0.79 | Alpha 0.0849 | Risk 0.97 | Sharpe Ratio 0.21 | Expected Return 0.2 |
Omnicom 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.
Omnicom |
Omnicom Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Omnicom market risk premium is the additional return an investor will receive from holding Omnicom 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 Omnicom. 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 Omnicom's performance over market.| α | 0.08 | β | 0.79 |
Omnicom 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 Omnicom's Buy-and-hold return. Our buy-and-hold chart shows how Omnicom performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Omnicom Market Price Analysis
Market price analysis indicators help investors to evaluate how Omnicom stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Omnicom shares will generate the highest return on investment. By understating and applying Omnicom stock market price indicators, traders can identify Omnicom position entry and exit signals to maximize returns.
Omnicom Return and Market Media
The median price of Omnicom for the period between Fri, Aug 9, 2024 and Thu, Nov 7, 2024 is 100.86 with a coefficient of variation of 3.54. The daily time series for the period is distributed with a sample standard deviation of 3.53, arithmetic mean of 99.81, and mean deviation of 2.86. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Patricia Pineda of 505 shares of Omnicom subject to Rule 16b-3 | 08/16/2024 |
2 | Disposition of 3000 shares by Rochelle Tarlowe of Omnicom at 99.17 subject to Rule 16b-3 | 08/26/2024 |
3 | Zacks Industry Outlook Highlights Interpublic Group, Nexxen International and Publicis | 09/26/2024 |
4 | Omnicom Schedules Third Quarter 2024 Earnings Release and Conference Call | 10/08/2024 |
| Omnicom dividend paid on 11th of October 2024 | 10/11/2024 |
5 | NBC Securities Inc. Has 1.76 Million Stake in Omnicom Group Inc. | 10/16/2024 |
6 | Omnicom Group files for automatic mixed securities shelf | 10/21/2024 |
7 | Earnings call WPP sees growth in Q3, maintains full-year outlook | 10/23/2024 |
8 | Omnicom Group Trying To Close In On Key Technical Benchmark | 10/29/2024 |
9 | DDB Named One of Americas Most Reliable Companies by Newsweek | 10/31/2024 |
About Omnicom 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 Omnicom or other stocks. Alpha measures the amount that position in Omnicom Group 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 | 2022 (projected) | Dividend Yield | 0.0377 | 0.0346 | Price To Sales Ratio | 1.1 | 1.17 |
Omnicom Upcoming Company Events
As portrayed in its financial statements, the presentation of Omnicom's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Omnicom's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Omnicom's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Omnicom. Please utilize our Beneish M Score to check the likelihood of Omnicom's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 16th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 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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Align your risk with return expectations
Check out Omnicom Backtesting, Omnicom Valuation, Omnicom Correlation, Omnicom Hype Analysis, Omnicom Volatility, Omnicom History and analyze Omnicom Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Omnicom 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.