Obsidian Energy Stock Alpha and Beta Analysis
| OBE Stock | USD 5.21 0.61 10.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Obsidian Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Obsidian Energy over a specified time horizon. Remember, high Obsidian Energy'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 Obsidian Energy's market risk premium analysis include:
Beta (0.17) | Alpha (0.07) | Risk 3.31 | Sharpe Ratio (0.04) | Expected Return (0.12) |
Enterprise Value |
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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.
Obsidian |
Obsidian Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Obsidian Energy market risk premium is the additional return an investor will receive from holding Obsidian Energy 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 Obsidian Energy. 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 Obsidian Energy's performance over market.| α | -0.07 | β | -0.17 |
Obsidian Energy 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 Obsidian Energy's Buy-and-hold return. Our buy-and-hold chart shows how Obsidian Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Obsidian Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Obsidian Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Obsidian Energy shares will generate the highest return on investment. By understating and applying Obsidian Energy stock market price indicators, traders can identify Obsidian Energy position entry and exit signals to maximize returns.
Obsidian Energy Return and Market Media
The median price of Obsidian Energy for the period between Fri, Nov 29, 2024 and Thu, Feb 27, 2025 is 5.47 with a coefficient of variation of 5.41. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 5.52, and mean deviation of 0.25. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Obsidian Energy Reaches New 1-Year Low on Analyst Downgrade - MarketBeat | 12/16/2024 |
2 | College vice-principal humbled by OBE | 12/31/2024 |
3 | A Dip in Obsidian Energys Stock. What Investors Need to Know Now. - Jomfruland.net | 01/07/2025 |
4 | Disposition of 1190600 shares by Ho Cheuk Fund of Obsidian Energy at 1.8 subject to Rule 16b-3 | 01/31/2025 |
5 | Obsidian Energy Boosts 2024 Reserves with Strategic Developments - TipRanks | 02/04/2025 |
6 | Obsidian Energy GAAP EPS of -3.83 | 02/25/2025 |
About Obsidian Energy 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 Obsidian or other stocks. Alpha measures the amount that position in Obsidian Energy 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.
| 2022 | 2023 | 2025 (projected) | PTB Ratio | 0.47 | 0.46 | 0.94 | Price To Sales Ratio | 0.8 | 1.16 | 1.83 |
Obsidian Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Obsidian Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Obsidian Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Obsidian Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Obsidian Energy. Please utilize our Beneish M Score to check the likelihood of Obsidian Energy's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Obsidian Energy Backtesting, Obsidian Energy Valuation, Obsidian Energy Correlation, Obsidian Energy Hype Analysis, Obsidian Energy Volatility, Obsidian Energy History and analyze Obsidian Energy Performance. For information on how to trade Obsidian Stock refer to our How to Trade Obsidian Stock guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Obsidian Energy 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.