Omega Healthcare Investors Stock Market Value
| OHI Stock | USD 30.42 0.44 1.47% |
| Symbol | Omega |
Omega Healthcare Inv Price To Book Ratio
Is Omega Healthcare'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 Omega Healthcare. If investors know Omega 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 Omega Healthcare 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 0.148 | Dividend Share 2.68 | Earnings Share 1 | Revenue Per Share 3.949 | Quarterly Revenue Growth 0.652 |
The market value of Omega Healthcare Inv is measured differently than its book value, which is the value of Omega that is recorded on the company's balance sheet. Investors also form their own opinion of Omega Healthcare's value that differs from its market value or its book value, called intrinsic value, which is Omega Healthcare'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 Omega Healthcare's market value can be influenced by many factors that don't directly affect Omega Healthcare'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 Omega Healthcare's value and its price as these two are different measures arrived at by different means. Investors typically determine if Omega Healthcare is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Omega Healthcare'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.
Omega Healthcare '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 Omega Healthcare'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 Omega Healthcare.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Omega Healthcare on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Omega Healthcare Investors or generate 0.0% return on investment in Omega Healthcare over 30 days. Omega Healthcare is related to or competes with LTC Properties, Healthpeak Properties, Global Medical, Sabra Healthcare, Ventas, National Health, and Healthcare Realty. Omega is a real estate investment trust that invests in the long-term healthcare industry, primarily in skilled nursing ... More
Omega Healthcare 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 Omega Healthcare'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 Omega Healthcare Investors upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.81 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 2.0 |
Omega Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Omega Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Omega Healthcare's standard deviation. In reality, there are many statistical measures that can use Omega Healthcare historical prices to predict the future Omega Healthcare's volatility.| Risk Adjusted Performance | 0.0204 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0278 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Omega Healthcare'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.
Omega Healthcare Inv Backtested Returns
We consider Omega Healthcare very steady. Omega Healthcare Inv maintains Sharpe Ratio (i.e., Efficiency) of 0.0393, which implies the firm had a 0.0393% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Omega Healthcare Inv, which you can use to evaluate the volatility of the company. Please check Omega Healthcare's Risk Adjusted Performance of 0.0204, coefficient of variation of 4166.63, and Semi Deviation of 1.19 to confirm if the risk estimate we provide is consistent with the expected return of 0.0545%. Omega Healthcare has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of 0.84, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Omega Healthcare's returns are expected to increase less than the market. However, during the bear market, the loss of holding Omega Healthcare is expected to be smaller as well. Omega Healthcare Inv right now holds a risk of 1.39%. Please check Omega Healthcare Inv jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Omega Healthcare Inv will be following its historical price patterns.
Auto-correlation | -0.36 |
Poor reverse predictability
Omega Healthcare Investors has poor reverse predictability. Overlapping area represents the amount of predictability between Omega Healthcare time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Omega Healthcare Inv price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Omega Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.56 |
Omega Healthcare Inv lagged returns against current returns
Autocorrelation, which is Omega Healthcare 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 Omega Healthcare's stock expected returns. We can calculate the autocorrelation of Omega Healthcare returns to help us make a trade decision. For example, suppose you find that Omega Healthcare 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Omega Healthcare 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 Omega Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Omega Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Omega Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
Omega Healthcare Lagged Returns
When evaluating Omega Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Omega Healthcare stock have on its future price. Omega Healthcare 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, Omega Healthcare autocorrelation shows the relationship between Omega Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in Omega Healthcare Investors.
Regressed Prices |
| Timeline |
Omega Healthcare Investors Sentiment
The influence of Omega Healthcare'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 Omega. 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 market does not have solid backing from leading economists and market statisticians.
Investor biases related to Omega Healthcare's public news can be used to forecast risks associated with an investment in Omega. The trend in average sentiment can be used to explain how an investor holding Omega can time the market purely based on public headlines and social activities around Omega Healthcare Investors. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Omega Healthcare'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 Omega Healthcare'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 Omega Healthcare's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Omega Healthcare.
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 Omega Healthcare 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, Omega Healthcare's short interest history, or implied volatility extrapolated from Omega Healthcare options trading.
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Try AI Portfolio ArchitectCheck out Omega Healthcare Correlation, Omega Healthcare Volatility and Omega Healthcare Alpha and Beta module to complement your research on Omega Healthcare. Note that the Omega Healthcare Inv information on this page should be used as a complementary analysis to other Omega Healthcare'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 the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Omega Stock analysis
When running Omega Healthcare's price analysis, check to measure Omega Healthcare'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 Omega Healthcare is operating at the current time. Most of Omega Healthcare's value examination focuses on studying past and present price action to predict the probability of Omega Healthcare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Omega Healthcare's price. Additionally, you may evaluate how the addition of Omega Healthcare to your portfolios can decrease your overall portfolio volatility.
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Omega Healthcare 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.