Oxford Square Capital Stock Alpha and Beta Analysis
| OXSQ Stock | USD 3.09 0.02 0.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oxford Square Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oxford Square over a specified time horizon. Remember, high Oxford Square'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 Oxford Square's market risk premium analysis include:
Beta 0.47 | Alpha 0.0377 | Risk 0.96 | Sharpe Ratio 0.0538 | Expected Return 0.0514 |
Enterprise Value |
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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.
Oxford |
Oxford Square Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oxford Square market risk premium is the additional return an investor will receive from holding Oxford Square 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 Oxford Square. 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 Oxford Square's performance over market.| α | 0.04 | β | 0.47 |
Oxford Square 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 Oxford Square's Buy-and-hold return. Our buy-and-hold chart shows how Oxford Square performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Oxford Square Market Price Analysis
Market price analysis indicators help investors to evaluate how Oxford Square stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Oxford Square shares will generate the highest return on investment. By understating and applying Oxford Square stock market price indicators, traders can identify Oxford Square position entry and exit signals to maximize returns.
Oxford Square Return and Market Media
The median price of Oxford Square for the period between Sun, Mar 3, 2024 and Sat, Jun 1, 2024 is 3.1 with a coefficient of variation of 2.42. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 3.09, and mean deviation of 0.06. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Oxford Square Capital Corp. Reports Increased Net Investment Income and Declares Quarterly ... | 03/15/2024 |
2 | Acquisition by Saul Rosenthal of 100 shares of Oxford Square at 4.095 subject to Rule 16b-3 | 03/20/2024 |
3 | Acquisition by Saul Rosenthal of 4206 shares of Oxford Square at 3.991 subject to Rule 16b-3 | 03/25/2024 |
4 | Disposition of 13130 shares by Steven Novak of Oxford Square at 4.03 subject to Rule 16b-3 | 03/28/2024 |
5 | Acquisition by Jonathan Cohen of 700 shares of Oxford Square at 4.0796 subject to Rule 16b-3 | 04/02/2024 |
6 | Oxford Square Capital Corp. Stock Position Lowered by Stratos Wealth Partners LTD. - Defense World | 04/18/2024 |
| Oxford Square dividend paid on 30th of April 2024 | 04/30/2024 |
7 | Oxford Square Capital declares 0.035 dividend | 05/02/2024 |
8 | Oxford Square Capital Corp. Q1 2024 Earnings Call Transcript | 05/03/2024 |
9 | Oxford Square Capital Corp. Declares 0.04 Monthly Dividend - MarketBeat | 05/07/2024 |
10 | Acquisition by Rosenthal Saul B of 1643 shares of Oxford Square at 4.0968 subject to Rule 16b-3 | 05/17/2024 |
11 | Head to Head Contrast Oxford Square Capital vs. SRH Total Return Fund - Defense World | 05/23/2024 |
| Oxford Square dividend paid on 31st of May 2024 | 05/31/2024 |
About Oxford Square 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 Oxford or other stocks. Alpha measures the amount that position in Oxford Square Capital 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.
| 2020 | 2021 | 2022 (projected) | PTB Ratio | 0.67 | 0.83 | 1.12 | Dividend Yield | 0.2 | 0.1 | 0.13 |
Oxford Square Upcoming Company Events
As portrayed in its financial statements, the presentation of Oxford Square's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Oxford Square's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Oxford Square's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Oxford Square. Please utilize our Beneish M Score to check the likelihood of Oxford Square's management manipulating its earnings.
| 19th of March 2024 Upcoming Quarterly Report | View | |
| 7th 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 Oxford Square
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.Build Diversified Portfolios
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Check out Oxford Square Backtesting, Oxford Square Valuation, Oxford Square Correlation, Oxford Square Hype Analysis, Oxford Square Volatility, Oxford Square History and analyze Oxford Square Performance. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Complementary Tools for Oxford Stock analysis
When running Oxford Square's price analysis, check to measure Oxford Square'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 Oxford Square is operating at the current time. Most of Oxford Square's value examination focuses on studying past and present price action to predict the probability of Oxford Square's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Oxford Square's price. Additionally, you may evaluate how the addition of Oxford Square to your portfolios can decrease your overall portfolio volatility.
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