Oreilly Automotive Stock Market Value
| ORLY Stock | USD 1,092 0.89 0.08% |
| Symbol | OReilly |
OReilly Automotive Price To Book Ratio
Is OReilly Automotive'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 OReilly Automotive. If investors know OReilly 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 OReilly Automotive 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 0.107 | Earnings Share 38.43 | Revenue Per Share 261.468 | Quarterly Revenue Growth 0.051 | Return On Assets 0.1504 |
The market value of OReilly Automotive is measured differently than its book value, which is the value of OReilly that is recorded on the company's balance sheet. Investors also form their own opinion of OReilly Automotive's value that differs from its market value or its book value, called intrinsic value, which is OReilly Automotive'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 OReilly Automotive's market value can be influenced by many factors that don't directly affect OReilly Automotive'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 OReilly Automotive's value and its price as these two are different measures arrived at by different means. Investors typically determine if OReilly Automotive is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, OReilly Automotive'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.
OReilly Automotive '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 OReilly Automotive'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 OReilly Automotive.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in OReilly Automotive on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding OReilly Automotive or generate 0.0% return on investment in OReilly Automotive over 30 days. OReilly Automotive is related to or competes with Target, Lowes Companies, Kohls Corp, Gap, and Walmart. OReilly Automotive, Inc., together with its subsidiaries, operates as a retailer and supplier of automotive aftermarket ... More
OReilly Automotive 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 OReilly Automotive'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 OReilly Automotive upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.41 | |||
| Information Ratio | 0.0026 | |||
| Maximum Drawdown | 6.16 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 1.83 |
OReilly Automotive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for OReilly Automotive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as OReilly Automotive's standard deviation. In reality, there are many statistical measures that can use OReilly Automotive historical prices to predict the future OReilly Automotive's volatility.| Risk Adjusted Performance | 0.0585 | |||
| Jensen Alpha | 0.0508 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0021 | |||
| Treynor Ratio | 0.2012 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of OReilly Automotive'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.
OReilly Automotive Backtested Returns
We consider OReilly Automotive very steady. OReilly Automotive maintains Sharpe Ratio (i.e., Efficiency) of 0.0953, which implies the firm had a 0.0953% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for OReilly Automotive, which you can use to evaluate the volatility of the company. Please check OReilly Automotive's Coefficient Of Variation of 1154.16, risk adjusted performance of 0.0585, and Semi Deviation of 1.22 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. OReilly Automotive has a performance score of 7 on a scale of 0 to 100. The company holds a Beta of 0.44, which implies possible diversification benefits within a given portfolio. As returns on the market increase, OReilly Automotive's returns are expected to increase less than the market. However, during the bear market, the loss of holding OReilly Automotive is expected to be smaller as well. OReilly Automotive right now holds a risk of 1.14%. Please check OReilly Automotive sortino ratio, as well as the relationship between the semi variance and rate of daily change , to decide if OReilly Automotive will be following its historical price patterns.
Auto-correlation | -0.34 |
Poor reverse predictability
OReilly Automotive has poor reverse predictability. Overlapping area represents the amount of predictability between OReilly Automotive time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 OReilly Automotive price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current OReilly Automotive price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 76.75 |
OReilly Automotive lagged returns against current returns
Autocorrelation, which is OReilly Automotive 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 OReilly Automotive's stock expected returns. We can calculate the autocorrelation of OReilly Automotive returns to help us make a trade decision. For example, suppose you find that OReilly Automotive 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 |
OReilly Automotive 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 OReilly Automotive stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if OReilly Automotive stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in OReilly Automotive stock over time.
Current vs Lagged Prices |
| Timeline |
OReilly Automotive Lagged Returns
When evaluating OReilly Automotive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of OReilly Automotive stock have on its future price. OReilly Automotive 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, OReilly Automotive autocorrelation shows the relationship between OReilly Automotive stock current value and its past values and can show if there is a momentum factor associated with investing in OReilly Automotive.
Regressed Prices |
| Timeline |
OReilly Automotive Investors Sentiment
The influence of OReilly Automotive'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 OReilly. 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 OReilly Automotive's public news can be used to forecast risks associated with an investment in OReilly. The trend in average sentiment can be used to explain how an investor holding OReilly can time the market purely based on public headlines and social activities around OReilly Automotive. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
OReilly Automotive'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 OReilly Automotive'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 OReilly Automotive's news discussions. The higher the estimated score, the more favorable is the investor's outlook on OReilly Automotive.
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 OReilly Automotive 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, OReilly Automotive's short interest history, or implied volatility extrapolated from OReilly Automotive options trading.
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Try AI Portfolio ArchitectCheck out OReilly Automotive Correlation, OReilly Automotive Volatility and OReilly Automotive Alpha and Beta module to complement your research on OReilly Automotive. For more information on how to buy OReilly Stock please use our How to Invest in OReilly Automotive guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Complementary Tools for OReilly Stock analysis
When running OReilly Automotive's price analysis, check to measure OReilly Automotive'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 OReilly Automotive is operating at the current time. Most of OReilly Automotive's value examination focuses on studying past and present price action to predict the probability of OReilly Automotive's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move OReilly Automotive's price. Additionally, you may evaluate how the addition of OReilly Automotive to your portfolios can decrease your overall portfolio volatility.
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OReilly Automotive 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.