Omega Healthcare Investors Stock Market Value
| OHI Stock | USD 37.62 0.85 2.31% |
| Symbol | Omega |
Omega Healthcare Inv Price To Book Ratio
Is Diversified REITs space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Omega Healthcare. If investors know Omega will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Omega Healthcare listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.838 | Dividend Share 2.68 | Earnings Share 1.55 | Revenue Per Share | Quarterly Revenue Growth 0.167 |
The market value of Omega Healthcare Inv is measured differently than its book value, which is the value of Omega that is recorded on the company's balance sheet. Investors also form their own opinion of Omega Healthcare's value that differs from its market value or its book value, called intrinsic value, which is Omega Healthcare's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Omega Healthcare's market value can be influenced by many factors that don't directly affect Omega Healthcare's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Omega Healthcare's value and its price as these two are different measures arrived at by different means. Investors typically determine if Omega Healthcare is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Omega Healthcare's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Omega Healthcare on December 15, 2024 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 90 days. Omega Healthcare is related to or competes with LTC Properties, Healthpeak Properties, Global Medical, Sabra Healthcare, Ventas, National Health, and Healthcare Realty. Omega is a real estate investment trust that invests in the long-term healthcare industry, primarily in skilled nursing ... 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 | 0.0423 | |||
| Maximum Drawdown | 7.55 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 2.5 |
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 | (0.03) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.1842 | |||
| Treynor Ratio | (0.23) |
Omega Healthcare Inv Backtested Returns
Omega Healthcare Inv maintains Sharpe Ratio (i.e., Efficiency) of -0.0106, which implies the firm had a -0.0106 % return per unit of risk over the last 3 months. Omega Healthcare Inv exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Omega Healthcare's Variance of 2.4, risk adjusted performance of (0.03), and Coefficient Of Variation of (2,319) to confirm the risk estimate we provide. The company holds a Beta of 0.34, which implies possible diversification benefits within a given portfolio. 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 -0.0174%. Please make sure to check Omega Healthcare's skewness, and the relationship between the total risk alpha and rate of daily change , to decide if Omega Healthcare Inv performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
Omega Healthcare Investors has very weak reverse predictability. Overlapping area represents the amount of predictability between Omega Healthcare time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 -0.04 indicates that only as little as 4.0% of current Omega Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
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 |
Currently Active Assets on Macroaxis
When determining whether Omega Healthcare Inv offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Omega Healthcare's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Omega Healthcare Investors Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Omega Healthcare Investors Stock:Check out Omega Healthcare Correlation, Omega Healthcare Volatility and Omega Healthcare Alpha and Beta module to complement your research on Omega Healthcare. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Omega Healthcare 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.