OTP Bank (UK) Alpha and Beta Analysis
| 0M69 Stock | 12,590 8,500 40.30% |
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. Key technical indicators related to OTP Bank's market risk premium analysis include:
Beta (0.17) | Alpha 0.82 | Risk 16.8 | Sharpe Ratio 0.0751 | Expected Return 1.26 |
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 |
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.| α | 0.82 | β | -0.17 |
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 stock 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 stock 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 Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 12590.0 with a coefficient of variation of 12.13. The daily time series for the period is distributed with a sample standard deviation of 1574.47, arithmetic mean of 12984.2, and mean deviation of 740.61. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Banca Transilvania S.A. signed a sale and purchase agreement to acquire OTP Bank Romania S.A. from OTP Bank Nyrt. for 350 million. - Marketscreener.com | 11/20/2024 |
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 OTP or other stocks. 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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Additional Tools for OTP Stock Analysis
When running OTP Bank's 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 the 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.