Onemain Holdings Stock Alpha and Beta Analysis
| OMF Stock | USD 51.42 2.36 4.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as OneMain Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in OneMain Holdings over a specified time horizon. Remember, high OneMain Holdings' 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 OneMain Holdings' market risk premium analysis include:
Beta 1.68 | Alpha 0.1 | Risk 2.29 | Sharpe Ratio 0.0565 | Expected Return 0.13 |
OneMain Holdings 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.
OneMain |
OneMain Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. OneMain Holdings market risk premium is the additional return an investor will receive from holding OneMain Holdings 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 OneMain Holdings. 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 OneMain Holdings' performance over market.| α | 0.10 | β | 1.68 |
OneMain Holdings 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 OneMain Holdings' Buy-and-hold return. Our buy-and-hold chart shows how OneMain Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.OneMain Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how OneMain Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading OneMain Holdings shares will generate the highest return on investment. By understating and applying OneMain Holdings stock market price indicators, traders can identify OneMain Holdings position entry and exit signals to maximize returns.
OneMain Holdings Return and Market Media
The median price of OneMain Holdings for the period between Fri, Sep 20, 2024 and Thu, Dec 19, 2024 is 49.2 with a coefficient of variation of 9.43. The daily time series for the period is distributed with a sample standard deviation of 4.77, arithmetic mean of 50.59, and mean deviation of 4.46. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | OneMain cut to Equal Weight at Barclays on limited credit improvement | 10/08/2024 |
2 | Disposition of 2440 shares by Micah Conrad of OneMain Holdings at 46.53 subject to Rule 16b-3 | 10/11/2024 |
3 | Disposition of 1992 shares by Michael Hedlund of OneMain Holdings at 52.0 subject to Rule 16b-3 | 10/30/2024 |
4 | OneMain Holdings Earns IBD Rating Upgrade | 11/07/2024 |
5 | Disposition of 20000 shares by Douglas Shulman of OneMain Holdings at 54.19 subject to Rule 16b-3 | 11/12/2024 |
6 | Capital International Investors Bolsters Stake in OneMain Holdings Inc | 11/13/2024 |
7 | Douglas H. Shulman Sells 20,000 Shares of OneMain Holdings, Inc. Stock | 11/15/2024 |
| OneMain Holdings dividend paid on 18th of November 2024 | 11/18/2024 |
9 | OneMain Holdings SWOT analysis nonprime lenders stock navigates credit risks | 11/25/2024 |
10 | Short Interest in OneMain Holdings, Inc. Increases By 22.7 | 12/03/2024 |
11 | XTX Topco Ltd Acquires 16,550 Shares of OneMain Holdings, Inc. - MarketBeat | 12/09/2024 |
About OneMain Holdings 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 OneMain or other stocks. Alpha measures the amount that position in OneMain 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.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.19 | 0.0822 | 0.0747 | Price To Sales Ratio | 1.64 | 2.31 | 2.06 |
OneMain Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of OneMain Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, OneMain Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of OneMain Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of OneMain Holdings. Please utilize our Beneish M Score to check the likelihood of OneMain Holdings' management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with OneMain Holdings
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Check out OneMain Holdings Backtesting, OneMain Holdings Valuation, OneMain Holdings Correlation, OneMain Holdings Hype Analysis, OneMain Holdings Volatility, OneMain Holdings History and analyze OneMain Holdings Performance. For more detail on how to invest in OneMain Stock please use our How to Invest in OneMain Holdings guide.You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
OneMain Holdings 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.