Opthea Stock Alpha and Beta Analysis
| CKDXF Stock | USD 0.44 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 Opthea. It also helps investors analyze the systematic and unsystematic risks associated with investing in Opthea over a specified time horizon. Remember, high Opthea'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 Opthea's market risk premium analysis include:
Beta (2.44) | Alpha 1.45 | Risk 12.45 | Sharpe Ratio 0.0926 | Expected Return 1.15 |
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.
Opthea |
Opthea Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Opthea market risk premium is the additional return an investor will receive from holding Opthea 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 Opthea. 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 Opthea's performance over market.| α | 1.45 | β | -2.44 |
Opthea 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 Opthea's Buy-and-hold return. Our buy-and-hold chart shows how Opthea performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Opthea Market Price Analysis
Market price analysis indicators help investors to evaluate how Opthea 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 Opthea shares will generate the highest return on investment. By understating and applying Opthea pink sheet market price indicators, traders can identify Opthea position entry and exit signals to maximize returns.
Opthea Return and Market Media
The median price of Opthea for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 0.44 with a coefficient of variation of 30.65. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 0.41, and mean deviation of 0.12. The Stock received a lot of media exposure during the period. Price Growth (%) |
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About Opthea 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 Opthea or other pink sheets. Alpha measures the amount that position in Opthea 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 Opthea 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, Opthea's short interest history, or implied volatility extrapolated from Opthea options trading.
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Additional Information and Resources on Investing in Opthea Pink Sheet
When determining whether Opthea is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Opthea Pink Sheet is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Opthea Stock. Highlighted below are key reports to facilitate an investment decision about Opthea Stock:Check out Opthea Backtesting, Opthea Valuation, Opthea Correlation, Opthea Hype Analysis, Opthea Volatility, Opthea History and analyze Opthea Performance. For more detail on how to invest in Opthea Pink Sheet please use our How to Invest in Opthea guide.You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Opthea 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, pink sheet market cycles, or different charting patterns.