Okta Inc Stock Alpha and Beta Analysis
| OKTA Stock | USD 112.55 5.92 5.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Okta Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Okta over a specified time horizon. Remember, high Okta'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 Okta's market risk premium analysis include:
Beta 0.63 | Alpha 0.55 | Risk 3.94 | Sharpe Ratio 0.14 | Expected Return 0.54 |
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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.
Okta |
Okta Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Okta market risk premium is the additional return an investor will receive from holding Okta 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 Okta. 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 Okta's performance over market.| α | 0.55 | β | 0.63 |
Okta 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 Okta's Buy-and-hold return. Our buy-and-hold chart shows how Okta performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Okta Market Price Analysis
Market price analysis indicators help investors to evaluate how Okta stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Okta shares will generate the highest return on investment. By understating and applying Okta stock market price indicators, traders can identify Okta position entry and exit signals to maximize returns.
Okta Return and Market Media
The median price of Okta for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 89.34 with a coefficient of variation of 10.2. The daily time series for the period is distributed with a sample standard deviation of 9.32, arithmetic mean of 91.33, and mean deviation of 7.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2479 shares by Brett Tighe of Okta subject to Rule 16b-3 | 12/17/2024 |
2 | Disposition of 133878 shares by Todd McKinnon of Okta at 82.7854 subject to Rule 16b-3 | 12/20/2024 |
3 | Disposition of 1553 shares by Larissa Schwartz of Okta subject to Rule 16b-3 | 12/30/2024 |
4 | Acquisition by Larissa Schwartz of 1553 shares of Okta subject to Rule 16b-3 | 01/02/2025 |
5 | Disposition of 1000 shares by Brett Tighe of Okta at 87.89 subject to Rule 16b-3 | 01/23/2025 |
6 | Disposition of 3333 shares by Jacques Kerrest of Okta at 88.5 subject to Rule 16b-3 | 01/24/2025 |
7 | Insider Trading | 01/31/2025 |
8 | Acquisition by Jon Addison of 5810 shares of Okta subject to Rule 16b-3 | 02/11/2025 |
9 | Okta Stock Sinks As Market Gains What You Should Know | 02/19/2025 |
10 | Disposition of 3333 shares by Jacques Kerrest of Okta at 106.5 subject to Rule 16b-3 | 03/04/2025 |
11 | Disposition of 3333 shares by Jacques Kerrest of Okta at 103.5 subject to Rule 16b-3 | 03/06/2025 |
12 | Here is What to Know Beyond Why Okta, Inc. is a Trending Stock | 03/07/2025 |
13 | How Is Okta Performing Amid Institutional Investment Shifts | 03/10/2025 |
14 | Reviewing Okta and Silvaco Group | 03/11/2025 |
15 | Analyst Says Okta Inc Could Lose Subscribers to Microsoft Amid Competition | 03/12/2025 |
About Okta 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 Okta or other stocks. Alpha measures the amount that position in Okta Inc 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.
| 2024 | 2025 (projected) | Graham Number | 10.66 | 9.48 | Receivables Turnover | 4.2 | 3.26 |
Okta Upcoming Company Events
As portrayed in its financial statements, the presentation of Okta's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Okta's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Okta's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Okta. Please utilize our Beneish M Score to check the likelihood of Okta's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 29th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Check out Okta Backtesting, Okta Valuation, Okta Correlation, Okta Hype Analysis, Okta Volatility, Okta History and analyze Okta Performance. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Okta 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.