Omnicom Group Stock Alpha and Beta Analysis

OMC Stock  USD 93.77  1.15  1.24%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Omnicom Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Omnicom over a specified time horizon. Remember, high Omnicom'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 Omnicom's market risk premium analysis include:
Beta
1.04
Alpha
0.014
Risk
1.29
Sharpe Ratio
0.0792
Expected Return
0.1
Please note that although Omnicom alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Omnicom did 0.01  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Omnicom Group stock's relative risk over its benchmark. Omnicom Group has a beta of 1.04  . Omnicom returns are very sensitive to returns on the market. As the market goes up or down, Omnicom is expected to follow. At present, Omnicom's Enterprise Value Over EBITDA is projected to slightly decrease based on the last few years of reporting. The current year's Enterprise Value Multiple is expected to grow to 10.36, whereas Tangible Book Value Per Share is projected to grow to (27.68).

Omnicom Quarterly Cash And Equivalents

2.77 Billion

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.
  
Check out Omnicom Backtesting, Omnicom Valuation, Omnicom Correlation, Omnicom Hype Analysis, Omnicom Volatility, Omnicom History and analyze Omnicom Performance.

Omnicom Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Omnicom market risk premium is the additional return an investor will receive from holding Omnicom 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 Omnicom. 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 Omnicom's performance over market.
α0.01   β1.04

Omnicom 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 Omnicom's Buy-and-hold return. Our buy-and-hold chart shows how Omnicom performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Omnicom Market Price Analysis

Market price analysis indicators help investors to evaluate how Omnicom stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Omnicom shares will generate the highest return on investment. By understating and applying Omnicom stock market price indicators, traders can identify Omnicom position entry and exit signals to maximize returns.

Omnicom Return and Market Media

The median price of Omnicom for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 90.55 with a coefficient of variation of 3.52. The daily time series for the period is distributed with a sample standard deviation of 3.19, arithmetic mean of 90.43, and mean deviation of 2.73. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Omnicom exotic insider transaction detected
02/26/2024
2
Disposition of 11425 shares by Louis Januzzi of Omnicom at 69.23 subject to Rule 16b-3
03/08/2024
3
Schumpeter Meet the digital David taking on the Google Goliath
03/27/2024
4
Acquisition by Philip Angelastro of 11367 shares of Omnicom subject to Rule 16b-3
03/28/2024
 
Omnicom dividend paid on 9th of April 2024
04/09/2024
5
Countdown to Omnicom Q1 Earnings A Look at Estimates Beyond Revenue and EPS
04/11/2024
6
Omnicom to Post Q1 Earnings Whats in the Cards
04/15/2024
7
Omnicom Group Inc. Reports Strong First Quarter 2024 Results, Surpassing Analyst Expectations
04/16/2024
8
MCDONALDS EXTENDS THE ORIGINAL MOUTHFUL CAMPAIGN WITH A MODERN MAKE-OVER OF THE CLASSIC BIG MAC PROMO
04/17/2024
9
Omnicom Group First Quarter 2024 Earnings EPS Beats Expectations
04/18/2024
10
Omnicom International Revenue Performance Explored
04/19/2024

About Omnicom 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 Omnicom or other stocks. Alpha measures the amount that position in Omnicom Group 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 (projected)
Dividend Yield0.03770.0346
Price To Sales Ratio1.11.17

Omnicom Upcoming Company Events

As portrayed in its financial statements, the presentation of Omnicom's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Omnicom's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Omnicom's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Omnicom. Please utilize our Beneish M Score to check the likelihood of Omnicom's management manipulating its earnings.
6th of February 2024
Upcoming Quarterly Report
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16th of April 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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6th of February 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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Build Portfolio with Omnicom

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Omnicom Group offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Omnicom'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 Omnicom Group Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Omnicom Group Stock:
Check out Omnicom Backtesting, Omnicom Valuation, Omnicom Correlation, Omnicom Hype Analysis, Omnicom Volatility, Omnicom History and analyze Omnicom Performance.
You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

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When running Omnicom's price analysis, check to measure Omnicom'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 Omnicom is operating at the current time. Most of Omnicom's value examination focuses on studying past and present price action to predict the probability of Omnicom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Omnicom's price. Additionally, you may evaluate how the addition of Omnicom to your portfolios can decrease your overall portfolio volatility.
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Omnicom 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.
A focus of Omnicom technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Omnicom trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...