Omeros Stock Alpha and Beta Analysis
| OMER Stock | USD 7.63 0.86 10.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Omeros. It also helps investors analyze the systematic and unsystematic risks associated with investing in Omeros over a specified time horizon. Remember, high Omeros' 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 Omeros' market risk premium analysis include:
Beta 2.58 | Alpha 1.31 | Risk 11.03 | Sharpe Ratio 0.14 | Expected Return 1.51 |
Enterprise Value |
|
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.
Omeros |
Omeros Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Omeros market risk premium is the additional return an investor will receive from holding Omeros 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 Omeros. 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 Omeros' performance over market.| α | 1.31 | β | 2.58 |
Omeros 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 Omeros' Buy-and-hold return. Our buy-and-hold chart shows how Omeros performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Omeros Market Price Analysis
Market price analysis indicators help investors to evaluate how Omeros stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Omeros shares will generate the highest return on investment. By understating and applying Omeros stock market price indicators, traders can identify Omeros position entry and exit signals to maximize returns.
Omeros Return and Market Media
The median price of Omeros for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 4.22 with a coefficient of variation of 49.98. The daily time series for the period is distributed with a sample standard deviation of 2.91, arithmetic mean of 5.83, and mean deviation of 2.41. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | OMER Stock Falls 5.35 percent Amid Mixed Institutional Ratings | 10/03/2024 |
2 | Acquisition by Hood Leroy E. Md Phd of 7500 shares of Omeros subject to Rule 16b-3 | 10/09/2024 |
3 | Acquisition by Aspiri Ray of 7500 shares of Omeros at 15.81 subject to Rule 16b-3 | 10/10/2024 |
4 | FDA Grants Rare Pediatric Disease Designation to Omeros MASP-3 Inhibitor Zaltenibart for Treatment of C3 Glomerulopathy | 10/24/2024 |
5 | Acquisition by Michael Jacobsen of 100000 shares of Omeros at 3.06 subject to Rule 16b-3 | 10/30/2024 |
6 | Omeros Corporation to Announce Third Quarter Financial Results on November 13, 2024 | 11/11/2024 |
7 | Omeros stock soars to 52-week high, hits 5.68 - Investing.com | 11/14/2024 |
8 | Omeros stock soars to 52-week high, hits 7.53 - Investing.com | 11/21/2024 |
9 | Omeros Corporation Investment Opportunity Finely Poised As The Market Waits For Key Updates - Seeking Alpha | 12/12/2024 |
About Omeros 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 Omeros or other stocks. Alpha measures the amount that position in Omeros 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.
| 2023 | 2024 (projected) | Graham Number | 4.1 | 3.9 | Receivables Turnover | 17.3 | 18.16 |
Omeros Upcoming Company Events
As portrayed in its financial statements, the presentation of Omeros' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Omeros' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Omeros' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Omeros. Please utilize our Beneish M Score to check the likelihood of Omeros' management manipulating its earnings.
| 11th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th of March 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 Omeros
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for Omeros Stock Analysis
When running Omeros' price analysis, check to measure Omeros' 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 Omeros is operating at the current time. Most of Omeros' value examination focuses on studying past and present price action to predict the probability of Omeros' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Omeros' price. Additionally, you may evaluate how the addition of Omeros to your portfolios can decrease your overall portfolio volatility.