Oracle (Brazil) Alpha and Beta Analysis
| ORCL34 Stock | BRL 176.49 0.31 0.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oracle. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oracle over a specified time horizon. Remember, high Oracle'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 Oracle's market risk premium analysis include:
Beta 0.0401 | Alpha 0.28 | Risk 2.22 | Sharpe Ratio 0.11 | Expected Return 0.25 |
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.
Oracle |
Oracle Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oracle market risk premium is the additional return an investor will receive from holding Oracle 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 Oracle. 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 Oracle's performance over market.| α | 0.28 | β | 0.04 |
Oracle 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 Oracle's Buy-and-hold return. Our buy-and-hold chart shows how Oracle performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Oracle Market Price Analysis
Market price analysis indicators help investors to evaluate how Oracle stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Oracle shares will generate the highest return on investment. By understating and applying Oracle stock market price indicators, traders can identify Oracle position entry and exit signals to maximize returns.
Oracle Return and Market Media
The median price of Oracle for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 166.26 with a coefficient of variation of 7.85. The daily time series for the period is distributed with a sample standard deviation of 13.22, arithmetic mean of 168.41, and mean deviation of 11.37. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Oracle 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 Oracle or other stocks. Alpha measures the amount that position in Oracle 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Oracle in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Oracle's short interest history, or implied volatility extrapolated from Oracle options trading.
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Additional Information and Resources on Investing in Oracle Stock
When determining whether Oracle is a strong investment it is important to analyze Oracle's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Oracle's future performance. For an informed investment choice regarding Oracle Stock, refer to the following important reports:Check out Oracle Backtesting, Oracle Valuation, Oracle Correlation, Oracle Hype Analysis, Oracle Volatility, Oracle History and analyze Oracle Performance. For information on how to trade Oracle Stock refer to our How to Trade Oracle Stock guide.You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Oracle 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.