Omega Healthcare (UK) Market Value
| 0KBL Stock | 36.38 0.37 1.03% |
| Symbol | Omega |
Omega Healthcare '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 Omega Healthcare'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 Omega Healthcare.
| 03/01/2023 |
| 02/18/2025 |
If you would invest 0.00 in Omega Healthcare on March 1, 2023 and sell it all today you would earn a total of 0.00 from holding Omega Healthcare Investors or generate 0.0% return on investment in Omega Healthcare over 720 days. Omega Healthcare is related to or competes with Learning Technologies, Allianz Technology, Symphony Environmental, PureTech Health, Sartorius Stedim, Aptitude Software, and JLEN Environmental. Omega Healthcare is entity of United Kingdom More
Omega Healthcare 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 Omega Healthcare'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 Omega Healthcare Investors upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 9.12 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 2.15 |
Omega Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Omega Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Omega Healthcare's standard deviation. In reality, there are many statistical measures that can use Omega Healthcare historical prices to predict the future Omega Healthcare's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.92) |
Omega Healthcare Inv Backtested Returns
Omega Healthcare Inv maintains Sharpe Ratio (i.e., Efficiency) of -0.0622, which implies the firm had a -0.0622 % return per unit of risk over the last 3 months. Omega Healthcare Inv exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Omega Healthcare's Coefficient Of Variation of (1,499), risk adjusted performance of (0.04), and Variance of 2.71 to confirm the risk estimate we provide. The company holds a Beta of 0.13, 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 -0.11%. Please make sure to check Omega Healthcare's standard deviation, total risk alpha, and 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.
Auto-correlation | 0.85 |
Very good predictability
Omega Healthcare Investors has very good predictability. Overlapping area represents the amount of predictability between Omega Healthcare time series from 1st of March 2023 to 24th of February 2024 and 24th of February 2024 to 18th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Omega Healthcare Inv price movement. The serial correlation of 0.85 indicates that around 85.0% of current Omega Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 18.18 |
Omega Healthcare Inv lagged returns against current returns
Autocorrelation, which is Omega Healthcare 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 Omega Healthcare's stock expected returns. We can calculate the autocorrelation of Omega Healthcare returns to help us make a trade decision. For example, suppose you find that Omega Healthcare 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 |
Omega Healthcare 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 Omega Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Omega Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Omega Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
Omega Healthcare Lagged Returns
When evaluating Omega Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Omega Healthcare stock have on its future price. Omega Healthcare 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, Omega Healthcare autocorrelation shows the relationship between Omega Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in Omega Healthcare Investors.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional 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.