Omnicom Stock Market Value

OMC
 Stock
  

USD 72.55  0.37  0.51%   

Omnicom's market value is the price at which a share of Omnicom stock trades on a public exchange. It measures the collective expectations of Omnicom Group investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Omnicom Group and determine expected loss or profit from investing in Omnicom over a given investment horizon. Please check Omnicom Hype Analysis, Omnicom Correlation, Omnicom Valuation, Omnicom Volatility, as well as analyze Omnicom Alpha and Beta and Omnicom Performance.
Symbol


Is Omnicom's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Omnicom. If investors know Omnicom will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Omnicom listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
0.05
Market Capitalization
14.8 B
Quarterly Revenue Growth YOY
-0.001
Return On Assets
0.0528
Return On Equity
0.35
The market value of Omnicom Group is measured differently than its book value, which is the value of Omnicom that is recorded on the company's balance sheet. Investors also form their own opinion of Omnicom's value that differs from its market value or its book value, called intrinsic value, which is Omnicom's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Omnicom's market value can be influenced by many factors that don't directly affect Omnicom's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Omnicom's value and its price as these two are different measures arrived at by different means. Investors typically determine Omnicom value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Omnicom's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Omnicom 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Omnicom's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Omnicom.
0.00
07/14/2022
No Change 0.00  0.0 
In 31 days
08/13/2022
0.00
If you would invest  0.00  in Omnicom on July 14, 2022 and sell it all today you would earn a total of 0.00 from holding Omnicom Group or generate 0.0% return on investment in Omnicom over 30 days. Omnicom is related to or competes with News Cp, Sirius XM, Twitter, Chipotle Mexican, Canoo, Essential Properties, and National Cinemedia. Omnicom Group Inc., together with its subsidiaries, provides advertising, marketing, and corporate communications servic...More

Omnicom Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Omnicom's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Omnicom Group upside and downside potential and time the market with a certain degree of confidence.

Omnicom Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Omnicom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Omnicom's standard deviation. In reality, there are many statistical measures that can use Omnicom historical prices to predict the future Omnicom's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Omnicom's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Omnicom in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
70.3372.4874.63
Details
Intrinsic
Valuation
LowReal ValueHigh
65.3076.6078.75
Details
Naive
Forecast
LowNext ValueHigh
67.3569.5071.65
Details
5 Analysts
Consensus
LowTarget PriceHigh
66.0079.3394.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Omnicom. Your research has to be compared to or analyzed against Omnicom's peers to derive any actionable benefits. When done correctly, Omnicom's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Omnicom Group.

Omnicom Group Backtested Returns

Omnicom Group maintains Sharpe Ratio (i.e., Efficiency) of -0.0272, which implies the firm had -0.0272% of return per unit of risk over the last 3 months. Macroaxis standpoint towards forecasting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Omnicom Group exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Omnicom Group coefficient of variation of (7,773), and Risk Adjusted Performance of (0.012151) to confirm the risk estimate we provide.
The company holds a Beta of 1.0845, which implies a somewhat significant risk relative to the market. Let's try to break down what Omnicom's beta means in this case. Omnicom returns are very sensitive to returns on the market. As the market goes up or down, Omnicom is expected to follow. Even though it is essential to pay attention to Omnicom Group current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Our philosophy towards forecasting any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Omnicom Group exposes twenty-one different technical indicators, which can help you to evaluate its performance. Omnicom Group has an expected return of -0.057%. Please be advised to check Omnicom Group treynor ratio, as well as the relationship between the downside variance and kurtosis to decide if Omnicom Group performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.46  

Average predictability

Omnicom Group has average predictability. Overlapping area represents the amount of predictability between Omnicom time series from 14th of July 2022 to 29th of July 2022 and 29th of July 2022 to 13th of August 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Omnicom Group price movement. The serial correlation of 0.46 indicates that about 46.0% of current Omnicom price fluctuation can be explain by its past prices.
Correlation Coefficient0.46
Spearman Rank Test0.53
Residual Average0.0
Price Variance1.42

Omnicom Group lagged returns against current returns

Autocorrelation, which is Omnicom stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Omnicom's stock expected returns. We can calculate the autocorrelation of Omnicom returns to help us make a trade decision. For example, suppose you find that Omnicom stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

Omnicom regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Omnicom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Omnicom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Omnicom stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

Omnicom Lagged Returns

When evaluating Omnicom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Omnicom stock have on its future price. Omnicom autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Omnicom autocorrelation shows the relationship between Omnicom stock current value and its past values and can show if there is a momentum factor associated with investing in Omnicom Group.
   Regressed Prices   
Share
       Timeline  

Omnicom Investors Sentiment

The influence of Omnicom's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Omnicom. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Omnicom's public news can be used to forecast risks associated with investment in Omnicom. The trend in average sentiment can be used to explain how an investor holding Omnicom can time the market purely based on public headlines and social activities around Omnicom Group. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Omnicom's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Omnicom's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Omnicom's news discussions. The higher the estimate score, the more favorable is the investor's outlook on Omnicom.

Omnicom Implied Volatility

    
  7.75  
Omnicom's implied volatility exposes the market's sentiment of Omnicom Group stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Omnicom's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Omnicom stock will not fluctuate a lot when Omnicom's options are near their expiration.
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 Omnicom 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, Omnicom's short interest history, or implied volatility extrapolated from Omnicom options trading.

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Omnicom Group using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Omnicom Hype Analysis, Omnicom Correlation, Omnicom Valuation, Omnicom Volatility, as well as analyze Omnicom Alpha and Beta and Omnicom Performance. Note that the Omnicom Group information on this page should be used as a complementary analysis to other Omnicom's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.

Complementary Tools for Omnicom Stock analysis

When running Omnicom Group price analysis, check to measure Omnicom's 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 Omnicom is operating at the current time. Most of Omnicom's value examination focuses on studying past and present price action to predict the probability of Omnicom's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Omnicom's price. Additionally, you may evaluate how the addition of Omnicom to your portfolios can decrease your overall portfolio volatility.
Transaction History
View history of all your transactions and understand their impact on performance
Go
Piotroski F Score
Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Go
Money Managers
Screen money managers from public funds and ETFs managed around the world
Go
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Go
Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Go
Omnicom 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.
A focus of Omnicom technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Omnicom trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...