Blue Owl Capital Stock Market Value
| OWL Stock | USD 24.37 0.18 0.73% |
| Symbol | Blue |
Blue Owl Capital Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Blue Owl. If investors know Blue will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Blue Owl listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.487 | Dividend Share 0.68 | Earnings Share 0.18 | Revenue Per Share 4.18 | Quarterly Revenue Growth 0.399 |
The market value of Blue Owl Capital is measured differently than its book value, which is the value of Blue that is recorded on the company's balance sheet. Investors also form their own opinion of Blue Owl's value that differs from its market value or its book value, called intrinsic value, which is Blue Owl's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Blue Owl's market value can be influenced by many factors that don't directly affect Blue Owl's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Blue Owl's value and its price as these two are different measures arrived at by different means. Investors typically determine if Blue Owl is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blue Owl's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Blue Owl '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 Blue Owl'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 Blue Owl.
| 12/26/2022 |
| 12/15/2024 |
If you would invest 0.00 in Blue Owl on December 26, 2022 and sell it all today you would earn a total of 0.00 from holding Blue Owl Capital or generate 0.0% return on investment in Blue Owl over 720 days. Blue Owl is related to or competes with Apollo Global, KKR Co, Affiliated Managers, Ares Capital, Carlyle, Ares Management, and Hamilton Lane. It offers permanent capital base solutions that enables it to offer a holistic platform to middle market companies, larg... More
Blue Owl 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 Blue Owl'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 Blue Owl Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.77 | |||
| Information Ratio | 0.2116 | |||
| Maximum Drawdown | 12.7 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 3.76 |
Blue Owl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blue Owl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blue Owl's standard deviation. In reality, there are many statistical measures that can use Blue Owl historical prices to predict the future Blue Owl's volatility.| Risk Adjusted Performance | 0.193 | |||
| Jensen Alpha | 0.3945 | |||
| Total Risk Alpha | 0.2828 | |||
| Sortino Ratio | 0.2637 | |||
| Treynor Ratio | 0.3087 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blue Owl's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Blue Owl Capital Backtested Returns
Blue Owl appears to be not too volatile, given 3 months investment horizon. Blue Owl Capital secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23% return per unit of risk over the last 3 months. By analyzing Blue Owl's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please makes use of Blue Owl's Downside Deviation of 1.77, risk adjusted performance of 0.193, and Mean Deviation of 1.58 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Blue Owl holds a performance score of 17. The firm shows a Beta (market volatility) of 1.8, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Blue Owl will likely underperform. Please check Blue Owl's downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to make a quick decision on whether Blue Owl's price patterns will revert.
Auto-correlation | 0.57 |
Modest predictability
Blue Owl Capital has modest predictability. Overlapping area represents the amount of predictability between Blue Owl time series from 26th of December 2022 to 21st of December 2023 and 21st of December 2023 to 15th 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 Blue Owl Capital price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Blue Owl price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 6.93 |
Blue Owl Capital lagged returns against current returns
Autocorrelation, which is Blue Owl 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 Blue Owl's stock expected returns. We can calculate the autocorrelation of Blue Owl returns to help us make a trade decision. For example, suppose you find that Blue Owl 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 |
Blue Owl 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 Blue Owl stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blue Owl stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blue Owl stock over time.
Current vs Lagged Prices |
| Timeline |
Blue Owl Lagged Returns
When evaluating Blue Owl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blue Owl stock have on its future price. Blue Owl 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, Blue Owl autocorrelation shows the relationship between Blue Owl stock current value and its past values and can show if there is a momentum factor associated with investing in Blue Owl Capital.
Regressed Prices |
| Timeline |
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Blue Owl 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.