OReilly Automotive (Brazil) Alpha and Beta Analysis
| ORLY34 Stock | BRL 24.57 0.03 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as OReilly Automotive. It also helps investors analyze the systematic and unsystematic risks associated with investing in OReilly Automotive over a specified time horizon. Remember, high OReilly Automotive'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 OReilly Automotive's market risk premium analysis include:
Beta 0.15 | Alpha 0.3 | Risk 1.64 | Sharpe Ratio 0.19 | Expected Return 0.31 |
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.
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OReilly Automotive Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. OReilly Automotive market risk premium is the additional return an investor will receive from holding OReilly Automotive 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 OReilly Automotive. 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 OReilly Automotive's performance over market.| α | 0.30 | β | 0.15 |
OReilly Automotive 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 OReilly Automotive's Buy-and-hold return. Our buy-and-hold chart shows how OReilly Automotive performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.OReilly Automotive Market Price Analysis
Market price analysis indicators help investors to evaluate how OReilly Automotive stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading OReilly Automotive shares will generate the highest return on investment. By understating and applying OReilly Automotive stock market price indicators, traders can identify OReilly Automotive position entry and exit signals to maximize returns.
OReilly Automotive Return and Market Media
The median price of OReilly Automotive for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 22.14 with a coefficient of variation of 7.09. The daily time series for the period is distributed with a sample standard deviation of 1.56, arithmetic mean of 21.95, and mean deviation of 1.28. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About OReilly Automotive 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 OReilly or other stocks. Alpha measures the amount that position in OReilly Automotive 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 OReilly Automotive 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, OReilly Automotive's short interest history, or implied volatility extrapolated from OReilly Automotive options trading.
Build Portfolio with OReilly Automotive
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Additional Information and Resources on Investing in OReilly Stock
When determining whether OReilly Automotive offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of OReilly Automotive'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 Oreilly Automotive Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Oreilly Automotive Stock:Check out OReilly Automotive Backtesting, OReilly Automotive Valuation, OReilly Automotive Correlation, OReilly Automotive Hype Analysis, OReilly Automotive Volatility, OReilly Automotive History and analyze OReilly Automotive Performance. For information on how to trade OReilly Stock refer to our How to Trade OReilly Stock guide.You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
OReilly Automotive 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.