Omnicom Stock Alpha and Beta Analysis


USD 63.24  0.89  1.39%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Omnicom Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Omnicom over a specified time horizon. Remember, high Omnicom'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.
Please check Omnicom Backtesting, Omnicom Valuation, Omnicom Correlation, Omnicom Hype Analysis, Omnicom Volatility, Omnicom History and analyze Omnicom Performance.
Please note that although Omnicom alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Omnicom did 0.06  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Omnicom Group stock's relative risk over its benchmark. Omnicom Group has a beta of 1.07  . 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.
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.

Omnicom Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Omnicom market risk premium is the additional return an investor will receive from holding Omnicom 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 Omnicom. 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 Omnicom's performance over market.
α0.06   β1.07
90 days against DJI

Omnicom 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 Omnicom's Buy-and-hold return. Our buy-and-hold chart shows how Omnicom performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Omnicom Market Price Analysis

Market price analysis indicators help investors to evaluate how Omnicom stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Omnicom shares will generate the highest return on investment. By understating and applying Omnicom stock market price indicators, traders can identify Omnicom position entry and exit signals to maximize returns.

Omnicom Return and Market Media

The median price of Omnicom for the period between Mon, Jun 27, 2022 and Sun, Sep 25, 2022 is 68.13 with a coefficient of variation of 4.53. The daily time series for the period is distributed with a sample standard deviation of 3.07, arithmetic mean of 67.72, and mean deviation of 2.63. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
Omnicom exotic insider transaction detected07/05/2022
Acquisition by Gerstein Mark D of 590 shares of Omnicom subj...07/06/2022
Omnicom Group Inc. Shares Sold by AE Wealth Management LLC -...07/11/2022
EPS Reported07/19/2022
US stocks extend rally on second-quarter earnings NFLX, OMC ...07/20/2022
Acquisition by Rochelle Tarlowe of 6290 shares of Omnicom su...07/22/2022
TransUnions Q2 Earnings Match Estimates, Rise YY - Nasdaq07/28/2022
Is It Time To Consider Buying Omnicom Group Inc. - Nasdaq08/04/2022
Sale by Michael OBrien of 18000 shares of Omnicom08/11/2022
Payment of 435 shares by Rochelle Tarlowe of Omnicom subject...08/17/2022
Omnicom Group Inc. Delivered A Better ROE Than Its Industry ...09/09/2022
Accenture Beats on Q4 Earnings, Hikes 15 percent Dividend - ...09/22/2022

About Omnicom 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 Omnicom or other stocks. Alpha measures the amount that position in Omnicom Group 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.

Omnicom Upcoming Company Events

As portrayed in its financial statements, the presentation of Omnicom's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Omnicom's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Omnicom's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Omnicom. Please utilize our Beneish M Score to check the likelihood of Omnicom's management manipulating its earnings.
Upcoming Quarterly Report17th of February 2022
Next Financial Report19th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End17th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Omnicom

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.

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Align your risk with return expectations

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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 Backtesting, Omnicom Valuation, Omnicom Correlation, Omnicom Hype Analysis, Omnicom Volatility, Omnicom History and analyze Omnicom Performance. You can also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.

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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...