Omega Healthcare (Brazil) Performance
| O2HI34 Stock | 76.24 0.43 0.57% |
The company holds a Beta of 0.17, which implies not very significant fluctuations relative to the market. As returns on the market increase, Omega Healthcare's returns are expected to increase less than the market. However, during the bear market, the loss of holding Omega Healthcare is expected to be smaller as well. At this point, Omega Healthcare Inv has a negative expected return of -0.0234%. Please make sure to check Omega Healthcare's downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Omega Healthcare Inv performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Omega Healthcare Investors, has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong technical indicators, Omega Healthcare is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Omega |
Omega Healthcare Relative Risk vs. Return Landscape
If you would invest 7,799 in Omega Healthcare Investors, on October 24, 2024 and sell it today you would lose (175.00) from holding Omega Healthcare Investors, or give up 2.24% of portfolio value over 90 days. Omega Healthcare Investors, is generating negative expected returns and assumes 1.8126% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Omega, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Omega Healthcare Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Omega Healthcare's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Omega Healthcare Investors,, and traders can use it to determine the average amount a Omega Healthcare's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0129
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | O2HI34 |
Estimated Market Risk
| 1.81 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Omega Healthcare is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Omega Healthcare by adding Omega Healthcare to a well-diversified portfolio.
Things to note about Omega Healthcare Inv performance evaluation
Checking the ongoing alerts about Omega Healthcare for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Omega Healthcare Inv help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Omega Healthcare Inv generated a negative expected return over the last 90 days |
- Analyzing Omega Healthcare's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Omega Healthcare's stock is overvalued or undervalued compared to its peers.
- Examining Omega Healthcare's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Omega Healthcare's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Omega Healthcare's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Omega Healthcare's stock. These opinions can provide insight into Omega Healthcare's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Omega Stock analysis
When running Omega Healthcare's price analysis, check to measure Omega Healthcare's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Omega Healthcare is operating at the current time. Most of Omega Healthcare's value examination focuses on studying past and present price action to predict the probability of Omega Healthcare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Omega Healthcare's price. Additionally, you may evaluate how the addition of Omega Healthcare to your portfolios can decrease your overall portfolio volatility.
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity |