OTPBF Pink Sheet Alpha and Beta Analysis

OTPBF
 Stock
  

USD 22.50  0.00  0.00%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as OTP Bank Nyrt. It also helps investors analyze the systematic and unsystematic risks associated with investing in OTP Bank over a specified time horizon. Remember, high OTP Bank'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.
Please check OTP Bank Backtesting, OTP Bank Valuation, OTP Bank Correlation, OTP Bank Hype Analysis, OTP Bank Volatility, OTP Bank History and analyze OTP Bank Performance.
  
Please note that although OTP Bank 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, OTP Bank did 0.05  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 OTP Bank Nyrt stock's relative risk over its benchmark. OTP Bank Nyrt has a beta of 0.018  . Let's try to break down what OTPBF's beta means in this case. As returns on the market increase, OTP Bank returns are expected to increase less than the market. However, during the bear market, the loss on holding OTP Bank will be expected to be smaller as well.
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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.

OTP Bank Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. OTP Bank market risk premium is the additional return an investor will receive from holding OTP Bank 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 OTP Bank. 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 OTP Bank's performance over market.
α0.05   β0.018
90 days against NYA

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

OTP Bank Market Price Analysis

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

OTP Bank Return and Market Media

The median price of OTP Bank for the period between Sat, Sep 10, 2022 and Fri, Dec 9, 2022 is 22.5 with a coefficient of variation of 1.32. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 22.39, and mean deviation of 0.19. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About OTP Bank 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 OTPBF or other otcs. Alpha measures the amount that position in OTP Bank Nyrt 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.
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 OTP Bank 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, OTP Bank's short interest history, or implied volatility extrapolated from OTP Bank options trading.

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Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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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
Please check OTP Bank Backtesting, OTP Bank Valuation, OTP Bank Correlation, OTP Bank Hype Analysis, OTP Bank Volatility, OTP Bank History and analyze OTP Bank Performance. Note that the OTP Bank Nyrt information on this page should be used as a complementary analysis to other OTP Bank's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.

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When running OTP Bank Nyrt price analysis, check to measure OTP Bank'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 OTP Bank is operating at the current time. Most of OTP Bank's value examination focuses on studying past and present price action to predict the probability of OTP Bank's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move OTP Bank's price. Additionally, you may evaluate how the addition of OTP Bank to your portfolios can decrease your overall portfolio volatility.
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OTP Bank technical pink sheet 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, otc market cycles, or different charting patterns.
A focus of OTP Bank technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of OTP Bank 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...