Old Republic International Stock Alpha and Beta Analysis
| ORI Stock | USD 37.31 0.52 1.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Old Republic International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Old Republic over a specified time horizon. Remember, high Old Republic'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 Old Republic's market risk premium analysis include:
Beta 0.79 | Alpha 0.0686 | Risk 1.25 | Sharpe Ratio 0.0373 | Expected Return 0.0467 |
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.
Old |
Old Republic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Old Republic market risk premium is the additional return an investor will receive from holding Old Republic 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 Old Republic. 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 Old Republic's performance over market.| α | 0.07 | β | 0.79 |
Old Republic 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 Old Republic's Buy-and-hold return. Our buy-and-hold chart shows how Old Republic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Old Republic Market Price Analysis
Market price analysis indicators help investors to evaluate how Old Republic stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Old Republic shares will generate the highest return on investment. By understating and applying Old Republic stock market price indicators, traders can identify Old Republic position entry and exit signals to maximize returns.
Old Republic Return and Market Media
The median price of Old Republic for the period between Wed, Nov 27, 2024 and Tue, Feb 25, 2025 is 35.87 with a coefficient of variation of 2.94. The daily time series for the period is distributed with a sample standard deviation of 1.05, arithmetic mean of 35.5, and mean deviation of 0.93. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | UBS AM a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC Decreases Stock Holdings in Old Republic International Co. | 12/04/2024 |
| Old Republic dividend paid on 16th of December 2024 | 12/16/2024 |
2 | Subaru Corp Leads Third Avenue Value Funds Strategic Moves in Q4 2024 | 12/19/2024 |
| Old Republic dividend paid on 15th of January 2025 | 01/15/2025 |
3 | RDN Stock Trades Below 50-Day SMA What Should Investors Do | 01/21/2025 |
4 | Old Republic Internationals SWOT analysis insurance giant navigates market shifts | 01/24/2025 |
5 | Are You Looking for a Top Momentum Pick Why Old Republic International is a Great Choice | 01/28/2025 |
6 | Old Republic Title and Qualia Announce Strategic Technology Partnership | 01/29/2025 |
7 | Old Republic stock target raised to 40 by Raymond James - MSN | 01/30/2025 |
8 | Disposition of 12000 shares by Carolyn Monroe of Old Republic at 16.17 subject to Rule 16b-3 | 02/04/2025 |
9 | Acquisition by William Gray of 10537 shares of Old Republic subject to Rule 16b-3 | 02/07/2025 |
10 | Orica Limiteds Intrinsic Value Is Potentially 94 percent Above Its Share Price | 02/12/2025 |
11 | Orica Limited is a favorite amongst institutional investors who own 53 | 02/14/2025 |
12 | How Does Orica Limiteds Shareholder Structure Influence Decision-Making | 02/21/2025 |
About Old Republic 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 Old or other stocks. Alpha measures the amount that position in Old Republic Interna 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) | PTB Ratio | 1.29 | 1.49 | Price To Sales Ratio | 1.14 | 1.11 |
Old Republic Upcoming Company Events
As portrayed in its financial statements, the presentation of Old Republic's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Old Republic's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Old Republic's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Old Republic. Please utilize our Beneish M Score to check the likelihood of Old Republic's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 25th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Old Republic
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
Check out Old Republic Backtesting, Old Republic Valuation, Old Republic Correlation, Old Republic Hype Analysis, Old Republic Volatility, Old Republic History and analyze Old Republic Performance. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Old Republic 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.