On Holding Stock Alpha and Beta Analysis
| ONON Stock | USD 43.85 1.12 2.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as On Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in On Holding over a specified time horizon. Remember, high On Holding'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. Key technical indicators related to On Holding's market risk premium analysis include:
Beta 1.15 | Alpha 0.48 | Risk 3.21 | Sharpe Ratio 0.15 | Expected Return 0.49 |
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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.
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On Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. On Holding market risk premium is the additional return an investor will receive from holding On Holding 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 On Holding. 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 On Holding's performance over market.| α | 0.48 | β | 1.15 |
On Holding 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 On Holding's Buy-and-hold return. Our buy-and-hold chart shows how On Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.On Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how On Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading On Holding shares will generate the highest return on investment. By understating and applying On Holding stock market price indicators, traders can identify On Holding position entry and exit signals to maximize returns.
On Holding Return and Market Media
The median price of On Holding for the period between Wed, Mar 13, 2024 and Tue, Jun 11, 2024 is 33.37 with a coefficient of variation of 10.34. The daily time series for the period is distributed with a sample standard deviation of 3.62, arithmetic mean of 34.99, and mean deviation of 2.93. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Theres Been No Shortage Of Growth Recently For On Holdings Returns On Capital | 04/01/2024 |
2 | On Holding Stock Climbs Into Higher Rating Level Earns 71 RS Rating - Investors Business Daily | 04/24/2024 |
3 | On Holding AG stock target raised to 45 on strong sales | 05/14/2024 |
4 | Evercore ISI raises On Holding AG shares target on strong demand | 05/15/2024 |
5 | 1 Incredible Growth Stock to Buy Now | 05/16/2024 |
6 | Is On Holding Stock Going to 45 1 Wall Street Analyst Thinks So. | 05/17/2024 |
7 | Swiss sportswear brand on appoints new board member | 05/23/2024 |
8 | On Holding Unusual Options Activity For May 29 | 05/29/2024 |
9 | On Holding AG Is a Trending Stock Facts to Know Before Betting on It | 05/31/2024 |
10 | Calculating The Intrinsic Value Of On Holding AG | 06/04/2024 |
11 | On Holding AG shares target raised by Telsey on new global ambassador | 06/07/2024 |
About On Holding 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 ONON or other stocks. Alpha measures the amount that position in On Holding 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 50.0 | 52.15 | 44.54 | 61.17 | PTB Ratio | 12.68 | 5.18 | 6.67 | 6.34 |
On Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of On Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, On Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of On Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of On Holding. Please utilize our Beneish M Score to check the likelihood of On Holding's management manipulating its earnings.
| 19th of March 2024 Upcoming Quarterly Report | View | |
| 21st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 19th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with On Holding
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Additional Information and Resources on Investing in ONON Stock
When determining whether On Holding offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of On Holding's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of On Holding Stock. Outlined below are crucial reports that will aid in making a well-informed decision on On Holding Stock:Check out On Holding Backtesting, On Holding Valuation, On Holding Correlation, On Holding Hype Analysis, On Holding Volatility, On Holding History and analyze On Holding Performance. To learn how to invest in ONON Stock, please use our How to Invest in On Holding guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
On Holding 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.