Origen Financial (Origen Financial) Beta : N/A (As of Apr. 25, 2024)

Origen Financial Beta Chart

Origen Financial Annual Data
	Trend	Dec00	Dec01	Dec02	Dec03	Dec04	Dec05	Dec06	Dec07	Dec08
Beta		Get a 7-Day Free Trial				-	-	-0.27	0.17	1.47

Origen Financial Quarterly Data
	Mar04	Jun04	Sep04	Dec04	Mar05	Jun05	Sep05	Dec05	Mar06	Jun06	Sep06	Dec06	Mar07	Jun07	Sep07	Dec07	Mar08	Jun08	Sep08	Dec08
Beta	Get a 7-Day Free Trial															0.17	1.22	2.15	2.15	1.47

Competitive Comparison of Origen Financial's Beta

For the REIT - Mortgage subindustry, Origen Financial's Beta, along with its competitors' market caps and Beta data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

Origen Financial's Beta Distribution in the REITs Industry

For the REITs industry and Real Estate sector, Origen Financial's Beta distribution charts can be found below:

* The bar in red indicates where Origen Financial's Beta falls into.

Origen Financial Beta Calculation

Beta is the sensitivity of the expected excess asset returns to the expected excess market returns. A stock's beta can be calculated by dividing the product of the covariance of the individual stock's returns and the market's returns by the variance of the market's returns over a specified period. Basically, GuruFocus uses the returns calculated over three-year period.

Origen Financial  (OTCPK:ORGN) Beta Explanation

Beta is a measure of the volatility, or systematic risk, of a security or a portfolio in comparison to the market as a whole. We usually compare beta to 1. A beta of 1 indicates that the security's price will move with the market. A beta of less than 1 means that the security will be less volatile than the market. A beta of greater than 1 indicates that the security's price will be more volatile than the market.

Beta is primarily used in the Capital Asset Pricing Model (CAPM) to calculate the Cost of Equity, which can be used in the calculation of WACC %. The formula of Cost of Equity is:
Cost of Equity = Risk-Free Rate of Return + Beta of Asset * (Expected Return of the Market - Risk-Free Rate of Return)

Origen Financial Beta Related Terms

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Origen Financial (Origen Financial) Business Description