Oracle Stock Alpha and Beta Analysis

ORCL
 Stock
  

USD 83.35  0.76  0.90%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oracle. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oracle over a specified time horizon. Remember, high Oracle'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 Oracle Backtesting, Oracle Valuation, Oracle Correlation, Oracle Hype Analysis, Oracle Volatility, Oracle History and analyze Oracle Performance.
  
Please note that although Oracle 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., NYSE Composite index.) So in this particular case, Oracle did 0.11  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 Oracle stock's relative risk over its benchmark. Oracle has a beta of 0.90  . Let's try to break down what Oracle's beta means in this case. Oracle returns are very sensitive to returns on the market. As the market goes up or down, Oracle is expected to follow.
Oracle Enterprise Value is relatively stable at the moment as compared to the past year. The company's current Enterprise Value is estimated at 227.41 Billion.
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.

Enterprise Value

227.41 Billion

Oracle Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oracle market risk premium is the additional return an investor will receive from holding Oracle 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 Oracle. 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 Oracle's performance over market.
α0.11   β0.90
90 days against NYA

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

Oracle Market Price Analysis

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

Oracle Return and Market Media

The median price of Oracle for the period between Tue, Sep 6, 2022 and Mon, Dec 5, 2022 is 74.27 with a coefficient of variation of 9.32. The daily time series for the period is distributed with a sample standard deviation of 6.76, arithmetic mean of 72.46, and mean deviation of 5.87. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
EPS Reported09/12/2022
2
Oracle Will Pay A Dividend Of 0.32 - Simply Wall St09/16/2022
3
Oracle Corp. stock falls Friday, underperforms market - Mark...09/23/2022
4
Bullish insiders at Oracle Corporation loaded up on US1.5m o...10/04/2022
5
11 Best Machine Learning Stocks to Buy - Yahoo Finance10/19/2022
6
WMT 2 Stocks That Give Downside Protection in Troubled Times...10/31/2022
7
Oracle Corp. stock outperforms competitors despite losses on...11/28/2022
8
EPS Estimate12/01/2022

About Oracle 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 Oracle or other stocks. Alpha measures the amount that position in Oracle 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.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity5.7314.5113.0614.09
Interest Coverage9.476.354.114.21

Oracle Upcoming Company Events

As portrayed in its financial statements, the presentation of Oracle's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Oracle's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Oracle's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Oracle. Please utilize our Beneish M Score to check the likelihood of Oracle's management manipulating its earnings.
Upcoming Quarterly Report9th of March 2022
Next Financial Report21st of June 2022
Next Fiscal Quarter End28th of February 2022
Next Fiscal Year End21st of June 2022
Last Quarter Report30th of November 2021
Last Financial Announcement28th of February 2021

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Please check Oracle Backtesting, Oracle Valuation, Oracle Correlation, Oracle Hype Analysis, Oracle Volatility, Oracle History and analyze Oracle Performance. Note that the Oracle information on this page should be used as a complementary analysis to other Oracle'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 Commodity Channel Index module to use Commodity Channel Index to analyze current equity momentum.

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When running Oracle price analysis, check to measure Oracle'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 Oracle is operating at the current time. Most of Oracle's value examination focuses on studying past and present price action to predict the probability of Oracle's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Oracle's price. Additionally, you may evaluate how the addition of Oracle to your portfolios can decrease your overall portfolio volatility.
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