Oaktree Specialty Lending Stock Alpha and Beta Analysis
| OCSL Stock | USD 18.61 0.06 0.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oaktree Specialty Lending. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oaktree Specialty over a specified time horizon. Remember, high Oaktree Specialty'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 Oaktree Specialty's market risk premium analysis include:
Beta 0.11 | Alpha 0.007231 | Risk 0.81 | Sharpe Ratio (0.02) | Expected Return (0.02) |
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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.
Oaktree |
Oaktree Specialty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oaktree Specialty market risk premium is the additional return an investor will receive from holding Oaktree Specialty 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 Oaktree Specialty. 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 Oaktree Specialty's performance over market.| α | 0.01 | β | 0.11 |
Oaktree Specialty 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 Oaktree Specialty's Buy-and-hold return. Our buy-and-hold chart shows how Oaktree Specialty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Oaktree Specialty Market Price Analysis
Market price analysis indicators help investors to evaluate how Oaktree Specialty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Oaktree Specialty shares will generate the highest return on investment. By understating and applying Oaktree Specialty stock market price indicators, traders can identify Oaktree Specialty position entry and exit signals to maximize returns.
Oaktree Specialty Return and Market Media
The median price of Oaktree Specialty for the period between Thu, Mar 28, 2024 and Wed, Jun 26, 2024 is 18.9 with a coefficient of variation of 0.96. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 18.88, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Oaktree Specialty Lending Corporation Schedules Second Fiscal Quarter Earnings Conference Call for April 30, 2024 | 04/01/2024 |
2 | Acquisition by Mathew Pendo of tradable shares of Oaktree Specialty at 19.67 subject to Rule 16b-3 | 04/29/2024 |
3 | Oaktree Specialty Lending Corporation Announces Permanent Base Management Fee Reduction | 04/30/2024 |
4 | Oaktree Specialty Lending Corporation Q2 2024 Earnings Call Transcript | 05/01/2024 |
5 | Critical Review Oaktree Specialty Lending Bread Financial - Defense World | 05/10/2024 |
6 | Compared to Estimates, Oaktree Specialty Lending Q3 Earnings A Look at Key Metrics - Yahoo Lifestyle UK | 05/13/2024 |
7 | Should You Buy Oaktree Specialty Lending Ahead of Earnings - Yahoo News Australia | 05/21/2024 |
8 | Are Options Traders Betting on a Big Move in Oaktree Specialty Lending Stock - Yahoo Movies Canada | 06/03/2024 |
9 | Disposition of 194130 shares by Tannenbaum Leonard M of Oaktree Specialty at 6.7348 subject to Rule 16b-3 | 06/11/2024 |
10 | Oaktree Specialty Lending COO Matthew Stewart Steps Down - TipRanks.com - TipRanks | 06/21/2024 |
About Oaktree Specialty 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 Oaktree or other stocks. Alpha measures the amount that position in Oaktree Specialty Lending 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.
| 2018 | 2020 | 2024 (projected) | PTB Ratio | 0.78 | 0.87 | 0.65 | Dividend Yield | 0.0715 | 0.0698 | 0.0762 |
Oaktree Specialty Upcoming Company Events
As portrayed in its financial statements, the presentation of Oaktree Specialty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Oaktree Specialty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Oaktree Specialty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Oaktree Specialty. Please utilize our Beneish M Score to check the likelihood of Oaktree Specialty's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Additional Information and Resources on Investing in Oaktree Stock
When determining whether Oaktree Specialty Lending is a strong investment it is important to analyze Oaktree Specialty's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Oaktree Specialty's future performance. For an informed investment choice regarding Oaktree Stock, refer to the following important reports:Check out Oaktree Specialty Backtesting, Oaktree Specialty Valuation, Oaktree Specialty Correlation, Oaktree Specialty Hype Analysis, Oaktree Specialty Volatility, Oaktree Specialty History and analyze Oaktree Specialty Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Oaktree Specialty 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.