Oracle OTC Stock Volatility

OCLCF
 Stock
  

USD 57.29  0.00  0.00%   

Oracle Corp maintains Sharpe Ratio (i.e., Efficiency) of -0.14, which implies the firm had -0.14% 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. Oracle Corp exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Oracle Corp coefficient of variation of (755.57), and Risk Adjusted Performance of (0.15) to confirm the risk estimate we provide.
  
Oracle Corp OTC Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Oracle daily returns, and it is calculated using variance and standard deviation. We also use Oracle's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Oracle Corp volatility.

30 Days Market Risk

Slightly risky

Chance of Distress

Below Average

30 Days Economic Sensitivity

Responds to the market

ESG Sustainability

While most ESG disclosures are voluntary, Oracle Corp's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Oracle Corp's managers and investors.
Environment Score
Governance Score
Social Score
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Oracle Corp can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Oracle Corp at lower prices. For example, an investor can purchase Oracle stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Oracle Corp's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving together with Oracle Corp

0.61CRMSalesforce Earnings Call  This WeekPairCorr

Oracle Corp Market Sensitivity And Downside Risk

Oracle Corp's beta coefficient measures the volatility of Oracle otc stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Oracle otc stock's returns against your selected market. In other words, Oracle Corp's beta of 1.3 provides an investor with an approximation of how much risk Oracle Corp otc stock can potentially add to one of your existing portfolios.
Oracle Corp is displaying above-average volatility over the selected time horizon. Investors should scrutinize Oracle Corp independently to ensure intended market timing strategies are aligned with expectations about Oracle Corp volatility. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Oracle Corp's otc stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Oracle Corp's otc stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.
3 Months Beta |Analyze Oracle Corp Demand Trend
Check current 90 days Oracle Corp correlation with market (DOW)

Oracle Beta

    
  1.3  
Oracle standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  22.04  
It is essential to understand the difference between upside risk (as represented by Oracle Corp's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Oracle Corp's daily returns or price. Since the actual investment returns on holding a position in oracle otc stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Oracle Corp.

Oracle Corp OTC Stock Volatility Analysis

Volatility refers to the frequency at which Oracle Corp otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Oracle Corp's price changes. Investors will then calculate the volatility of Oracle Corp's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Oracle Corp's volatility:

Historical Volatility

This type of otc volatility measures Oracle Corp's fluctuations based on previous trends. It's commonly used to predict Oracle Corp's future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Oracle Corp's current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Oracle Corp's to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Oracle Corp Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
.

Oracle Corp Projected Return Density Against Market

Assuming the 90 days horizon the otc stock has the beta coefficient of 1.2957 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Oracle Corp will likely underperform.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Oracle Corp or Technology sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Oracle Corp's price will be affected by overall otc stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Oracle otc's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Oracle Corp is significantly underperforming DOW.
   Predicted Return Density   
       Returns  
Oracle Corp's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how oracle otc stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives an Oracle Corp Price Volatility?

Several factors can influence a OTC's stock volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Oracle Corp OTC Stock Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Oracle Corp or Technology sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Oracle Corp's price will be affected by overall otc stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Oracle otc's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Assuming the 90 days horizon the coefficient of variation of Oracle Corp is -732.25. The daily returns are distributed with a variance of 485.87 and standard deviation of 22.04. The mean deviation of Oracle Corp is currently at 5.88. For similar time horizon, the selected benchmark (DOW) has volatility of 1.23
α
Alpha over DOW
-2.9
β
Beta against DOW1.30
σ
Overall volatility
22.04
Ir
Information ratio -0.14

Oracle Corp OTC Stock Return Volatility

Oracle Corp historical daily return volatility represents how much of Oracle Corp otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm shows 22.0426% volatility of returns over 90 . By contrast, DOW inherits 1.1533% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Oracle Corp Volatility

Volatility is a rate at which the price of Oracle Corp or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Oracle Corp may increase or decrease. In other words, similar to Oracle's beta indicator, it measures the risk of Oracle Corp and helps estimate the fluctuations that may happen in a short period of time. So if prices of Oracle Corp fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
Oracle Corporation Japan engages in the development and sale of software and hardware products and solutions in Japan. Oracle Corporation Japan is a subsidiary of Oracle Japan Holding Inc. Oracle Corp is traded on OTC Exchange in the United States.

Oracle Corp Investment Opportunity

Oracle Corp has a volatility of 22.04 and is 19.17 times more volatile than DOW. 96  of all equities and portfolios are less risky than Oracle Corp. Compared to the overall equity markets, volatility of historical daily returns of Oracle Corp is higher than 96 () of all global equities and portfolios over the last 90 days. Use Oracle Corp to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Oracle Corp to be traded at $56.72 in 90 days.

Significant diversification

The correlation between Oracle Corp and DJI is 0.07 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Oracle Corp and DJI in the same portfolio, assuming nothing else is changed.

Oracle Corp Additional Risk Indicators

The analysis of Oracle Corp's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Oracle Corp's investment and either accepting that risk or mitigating it. Along with some common measures of Oracle Corp otc stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Oracle Corp Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Oracle Corp as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Oracle Corp's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Oracle Corp's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Oracle Corp.
Please check Your Equity Center. Note that the Oracle Corp information on this page should be used as a complementary analysis to other Oracle Corp'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 CEO Directory module to screen CEOs from public companies around the world.

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When running Oracle Corp price analysis, check to measure Oracle Corp'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 Corp is operating at the current time. Most of Oracle Corp's value examination focuses on studying past and present price action to predict the probability of Oracle Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Oracle Corp's price. Additionally, you may evaluate how the addition of Oracle Corp to your portfolios can decrease your overall portfolio volatility.
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Is Oracle Corp'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 Oracle Corp. If investors know Oracle 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 Oracle Corp 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
0.043
Market Capitalization
8.3 B
Quarterly Revenue Growth YOY
0.04
Return On Assets
0.16
Return On Equity
0.3
The market value of Oracle Corp is measured differently than its book value, which is the value of Oracle that is recorded on the company's balance sheet. Investors also form their own opinion of Oracle Corp's value that differs from its market value or its book value, called intrinsic value, which is Oracle Corp'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 Oracle Corp's market value can be influenced by many factors that don't directly affect Oracle Corp'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 Oracle Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine Oracle Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Oracle Corp'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.