Oracle (Brazil) Market Value
| ORCL34 Stock | BRL 229.38 1.39 0.60% |
| Symbol | Oracle |
Oracle '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 Oracle'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 Oracle.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Oracle on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Oracle or generate 0.0% return on investment in Oracle over 90 days. Oracle is related to or competes with Metalurgica Gerdau, Alaska Air, Metalrgica Riosulense, and Marfrig Global. Oracle Corporation provides products and services that address enterprise information technology environments worldwide More
Oracle 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 Oracle'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 Oracle upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.6 | |||
| Information Ratio | 0.2558 | |||
| Maximum Drawdown | 15.49 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 5.33 |
Oracle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oracle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oracle's standard deviation. In reality, there are many statistical measures that can use Oracle historical prices to predict the future Oracle's volatility.| Risk Adjusted Performance | 0.2888 | |||
| Jensen Alpha | 0.7935 | |||
| Total Risk Alpha | 0.4848 | |||
| Sortino Ratio | 0.3011 | |||
| Treynor Ratio | 0.9985 |
Oracle Backtested Returns
Oracle is very steady given 3 months investment horizon. Oracle maintains Sharpe Ratio (i.e., Efficiency) of 0.37, which implies the firm had a 0.37 % return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.07% are justified by taking the suggested risk. Use Oracle Risk Adjusted Performance of 0.2888, coefficient of variation of 331.37, and Semi Deviation of 1.71 to evaluate company specific risk that cannot be diversified away. Oracle holds a performance score of 28 on a scale of zero to a hundred. The company holds a Beta of 0.91, which implies possible diversification benefits within a given portfolio. Oracle returns are very sensitive to returns on the market. As the market goes up or down, Oracle is expected to follow. Use Oracle mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to analyze future returns on Oracle.
Auto-correlation | 0.86 |
Very good predictability
Oracle has very good predictability. Overlapping area represents the amount of predictability between Oracle time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Oracle price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Oracle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 368.07 |
Oracle lagged returns against current returns
Autocorrelation, which is Oracle 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 Oracle's stock expected returns. We can calculate the autocorrelation of Oracle returns to help us make a trade decision. For example, suppose you find that Oracle 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 |
Oracle 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 Oracle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oracle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oracle stock over time.
Current vs Lagged Prices |
| Timeline |
Oracle Lagged Returns
When evaluating Oracle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oracle stock have on its future price. Oracle 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, Oracle autocorrelation shows the relationship between Oracle stock current value and its past values and can show if there is a momentum factor associated with investing in Oracle.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Information and Resources on Investing in Oracle Stock
When determining whether Oracle is a strong investment it is important to analyze Oracle'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 Oracle's future performance. For an informed investment choice regarding Oracle Stock, refer to the following important reports:Check out Oracle Correlation, Oracle Volatility and Oracle Alpha and Beta module to complement your research on Oracle. For information on how to trade Oracle Stock refer to our How to Trade Oracle Stock guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Oracle 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.