Blue Owl Capital Stock Alpha and Beta Analysis
| OWL Stock | USD 23.73 0.04 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blue Owl Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blue Owl over a specified time horizon. Remember, high Blue Owl'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 Blue Owl's market risk premium analysis include:
Beta 1.92 | Alpha 0.27 | Risk 2.19 | Sharpe Ratio 0.26 | Expected Return 0.56 |
Blue Owl Quarterly Cash And Equivalents |
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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.
Blue |
Blue Owl Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blue Owl market risk premium is the additional return an investor will receive from holding Blue Owl 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 Blue Owl. 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 Blue Owl's performance over market.| α | 0.27 | β | 1.92 |
Blue Owl 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 Blue Owl's Buy-and-hold return. Our buy-and-hold chart shows how Blue Owl performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Blue Owl Market Price Analysis
Market price analysis indicators help investors to evaluate how Blue Owl stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Blue Owl shares will generate the highest return on investment. By understating and applying Blue Owl stock market price indicators, traders can identify Blue Owl position entry and exit signals to maximize returns.
Blue Owl Return and Market Media
The median price of Blue Owl for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 21.23 with a coefficient of variation of 12.37. The daily time series for the period is distributed with a sample standard deviation of 2.57, arithmetic mean of 20.75, and mean deviation of 2.25. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 13187 shares by Andrew Polland of Blue Owl at 16.18 subject to Rule 16b-3 | 09/06/2024 |
2 | Acquisition by Michael Rees of 19600000 shares of Blue Owl subject to Rule 16b-3 | 09/10/2024 |
3 | Disposition of 10000 shares by Alan Kirshenbaum of Blue Owl subject to Rule 16b-3 | 09/13/2024 |
4 | Blue Owl Capital Completes Acquisition of Atalaya Capital Managements Business | 09/30/2024 |
5 | Crusoe, Blue Owl Capital and Primary Digital Infrastructure Enter 3.4 billion Joint Venture for AI Data Center Development | 10/15/2024 |
6 | Insider Trading | 10/29/2024 |
7 | Blue Owl Capital Inc Surpasses Q3 Estimates with Revenue Over 563. ... | 10/31/2024 |
8 | kama.ai Supports Community Circles OWL Project with Responsible AI for Sustainable Water Solutions | 11/05/2024 |
9 | Disposition of 30166206 shares by Michael Rees of Blue Owl subject to Rule 16b-3 | 11/06/2024 |
10 | Decoding Blue Owl Capital Inc A Strategic SWOT Insight | 11/07/2024 |
11 | Blue Owl Capital co-president sells 684 million in shares | 11/08/2024 |
12 | KBRA Assigns Rating to Blue Owl Capital Corporations 400 Million Senior Unsecured Notes | 11/12/2024 |
13 | Disposition of 75000 shares by Alan Kirshenbaum of Blue Owl subject to Rule 16b-3 | 11/13/2024 |
14 | Blue Owl Capital Price Target Raised to 27.00 | 11/15/2024 |
15 | CSL OWL SRI bestellt zwei neue Unterwasser-Felsinstallationsschiffe fr den Offshore-Windsektor | 11/21/2024 |
| Blue Owl dividend paid on 22nd of November 2024 | 11/22/2024 |
16 | Blue Owl Capital Inc. to Present at the Goldman Sachs 2024 US Financial Services Conference | 11/27/2024 |
About Blue Owl 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 Blue or other stocks. Alpha measures the amount that position in Blue Owl Capital 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0249 | 0.0397 | 0.0359 | 0.0426 | Price To Sales Ratio | 7.33 | 3.35 | 3.99 | 3.79 |
Blue Owl Upcoming Company Events
As portrayed in its financial statements, the presentation of Blue Owl's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Blue Owl's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Blue Owl's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Blue Owl. Please utilize our Beneish M Score to check the likelihood of Blue Owl's management manipulating its earnings.
| 9th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 9th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Blue Owl Backtesting, Blue Owl Valuation, Blue Owl Correlation, Blue Owl Hype Analysis, Blue Owl Volatility, Blue Owl History and analyze Blue Owl Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Blue Owl 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.