Origin Materials Stock Market Value
| ORGN Stock | USD 0.60 0 0.50% |
| Symbol | Origin |
Origin Materials Price To Book Ratio
Is Mortgage Real Estate Investment Trusts (REITs) space 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 Origin Materials. If investors know Origin 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 Origin Materials 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 2.667 | Earnings Share (0.66) | Revenue Per Share | Quarterly Revenue Growth (0.20) | Return On Assets |
The market value of Origin Materials is measured differently than its book value, which is the value of Origin that is recorded on the company's balance sheet. Investors also form their own opinion of Origin Materials' value that differs from its market value or its book value, called intrinsic value, which is Origin Materials' 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 Origin Materials' market value can be influenced by many factors that don't directly affect Origin Materials' 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 Origin Materials' value and its price as these two are different measures arrived at by different means. Investors typically determine if Origin Materials is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Origin Materials' 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.
Origin Materials '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 Origin Materials' 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 Origin Materials.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Origin Materials on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Origin Materials or generate 0.0% return on investment in Origin Materials over 90 days. Origin Materials is related to or competes with Braskem SA, Original Bark, Danimer Scientific, Green Plains, Indie Semiconductor, Lsb Industries, and Methanex. Micromidas, Inc., doing business as Origin Materials, produces and commercializes plant-based PET plastic More
Origin Materials 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 Origin Materials' 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 Origin Materials upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.48 | |||
| Information Ratio | 0.0022 | |||
| Maximum Drawdown | 42.7 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 8.93 |
Origin Materials Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Origin Materials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Origin Materials' standard deviation. In reality, there are many statistical measures that can use Origin Materials historical prices to predict the future Origin Materials' volatility.| Risk Adjusted Performance | 0.0308 | |||
| Jensen Alpha | 0.0079 | |||
| Total Risk Alpha | (0.77) | |||
| Sortino Ratio | 0.002 | |||
| Treynor Ratio | 0.1383 |
Origin Materials Backtested Returns
Origin Materials maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. Origin Materials exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Origin Materials' Risk Adjusted Performance of 0.0308, semi deviation of 6.33, and Coefficient Of Variation of 4209.95 to confirm the risk estimate we provide. The company holds a Beta of 1.05, which implies a somewhat significant risk relative to the market. Origin Materials returns are very sensitive to returns on the market. As the market goes up or down, Origin Materials is expected to follow. At this point, Origin Materials has a negative expected return of -0.0167%. Please make sure to check Origin Materials' sortino ratio and the relationship between the downside variance and market facilitation index , to decide if Origin Materials performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.89 |
Excellent reverse predictability
Origin Materials has excellent reverse predictability. Overlapping area represents the amount of predictability between Origin Materials 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 Origin Materials price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Origin Materials price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Origin Materials lagged returns against current returns
Autocorrelation, which is Origin Materials 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 Origin Materials' stock expected returns. We can calculate the autocorrelation of Origin Materials returns to help us make a trade decision. For example, suppose you find that Origin Materials 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 |
Origin Materials 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 Origin Materials stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Origin Materials stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Origin Materials stock over time.
Current vs Lagged Prices |
| Timeline |
Origin Materials Lagged Returns
When evaluating Origin Materials' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Origin Materials stock have on its future price. Origin Materials 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, Origin Materials autocorrelation shows the relationship between Origin Materials stock current value and its past values and can show if there is a momentum factor associated with investing in Origin Materials.
Regressed Prices |
| Timeline |
Pair Trading with Origin Materials
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Origin Materials position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Origin Materials will appreciate offsetting losses from the drop in the long position's value.Moving against Origin Stock
| 0.6 | WSBF | Waterstone Financial | PairCorr |
| 0.56 | V | Visa Class A | PairCorr |
| 0.52 | AMP | Ameriprise Financial Earnings Call This Week | PairCorr |
| 0.47 | AXP | American Express | PairCorr |
| 0.45 | MA | Mastercard | PairCorr |
The ability to find closely correlated positions to Origin Materials could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Origin Materials when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Origin Materials - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Origin Materials to buy it.
The correlation of Origin Materials is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Origin Materials moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Origin Materials moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Origin Materials can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Origin Materials Correlation, Origin Materials Volatility and Origin Materials Alpha and Beta module to complement your research on Origin Materials. To learn how to invest in Origin Stock, please use our How to Invest in Origin Materials guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Origin Materials 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.