Oracle Stock Alpha and Beta Analysis
| ORCL Stock | USD 170.40 1.66 0.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oracle. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oracle over a specified time horizon. Remember, high Oracle'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 Oracle's market risk premium analysis include:
Beta 0.91 | Alpha 0.21 | Risk 2.13 | Sharpe Ratio 0.14 | Expected Return 0.29 |
Oracle 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.
Oracle |
Oracle Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oracle market risk premium is the additional return an investor will receive from holding Oracle 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 Oracle. 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 Oracle's performance over market.| α | 0.21 | β | 0.91 |
Oracle 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 Oracle's Buy-and-hold return. Our buy-and-hold chart shows how Oracle performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Oracle Market Price Analysis
Market price analysis indicators help investors to evaluate how Oracle stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Oracle shares will generate the highest return on investment. By understating and applying Oracle stock market price indicators, traders can identify Oracle position entry and exit signals to maximize returns.
Oracle Return and Market Media
The median price of Oracle for the period between Wed, Jul 3, 2024 and Tue, Oct 1, 2024 is 140.2 with a coefficient of variation of 8.35. The daily time series for the period is distributed with a sample standard deviation of 12.08, arithmetic mean of 144.66, and mean deviation of 9.39. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Oracle dividend paid on 25th of July 2024 | 07/25/2024 |
1 | Nashvilles first big East Bank development, River North, adds new shops to the plan | 09/06/2024 |
2 | Dimensional Fund Advisors LP Has 1.03 Billion Stock Holdings in Oracle Co. | 09/16/2024 |
3 | Are You a Momentum Investor This 1 Stock Could Be the Perfect Pick | 09/20/2024 |
4 | Salesforces Free Cash Flow Could Double by 2029 Amid AI Push, Analyst Says While Upgrading Stock | 09/24/2024 |
5 | Oracle Deals With Microsoft, Amazon And Google Seen Powering New Cloud Migration Story | 09/25/2024 |
6 | Oracle Is Paying Out A Dividend Of 0.40 | 09/26/2024 |
7 | Oracles East Bank campus will prove its Nashville commitment, exec says | 09/27/2024 |
About Oracle 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 Oracle or other stocks. Alpha measures the amount that position in Oracle 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 | 2024 (projected) | Dividend Yield | 0.0178 | 0.0128 | 0.00976 | Price To Sales Ratio | 4.58 | 5.72 | 4.06 |
Oracle Upcoming Company Events
As portrayed in its financial statements, the presentation of Oracle's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Oracle's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Oracle's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Oracle. Please utilize our Beneish M Score to check the likelihood of Oracle's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 10th of June 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 10th of June 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 31st of May 2023 Last Financial Announcement | View |
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Additional Information and Resources on Investing in Oracle Stock
When determining whether Oracle is a strong investment it is important to analyze Oracle's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Oracle's future performance. For an informed investment choice regarding Oracle Stock, refer to the following important reports:Check out Oracle Backtesting, Oracle Valuation, Oracle Correlation, Oracle Hype Analysis, Oracle Volatility, Oracle History and analyze Oracle Performance. For more information on how to buy Oracle Stock please use our How to buy in Oracle Stock guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Oracle 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.