Optinose Stock Alpha and Beta Analysis
| OPTN Stock | USD 0.53 0.05 10.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as OptiNose. It also helps investors analyze the systematic and unsystematic risks associated with investing in OptiNose over a specified time horizon. Remember, high OptiNose'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 OptiNose's market risk premium analysis include:
Beta 2.96 | Alpha (1.18) | Risk 6.21 | Sharpe Ratio (0.14) | Expected Return (0.85) |
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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.
OptiNose |
OptiNose Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. OptiNose market risk premium is the additional return an investor will receive from holding OptiNose 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 OptiNose. 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 OptiNose's performance over market.| α | -1.18 | β | 2.96 |
OptiNose 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 OptiNose's Buy-and-hold return. Our buy-and-hold chart shows how OptiNose performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.OptiNose Market Price Analysis
Market price analysis indicators help investors to evaluate how OptiNose stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading OptiNose shares will generate the highest return on investment. By understating and applying OptiNose stock market price indicators, traders can identify OptiNose position entry and exit signals to maximize returns.
OptiNose Return and Market Media
The median price of OptiNose for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.75 with a coefficient of variation of 22.54. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 0.75, and mean deviation of 0.13. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 4881 shares by Mahmoud Ramy A of OptiNose at 0.87 subject to Rule 16b-3 | 09/17/2024 |
2 | Great Point Partners LLC Increases Position in OptiNose, Inc. - MarketBeat | 09/24/2024 |
3 | Acquisition by Mahmoud Ramy A of 48907 shares of OptiNose subject to Rule 16b-3 | 09/26/2024 |
4 | OptiNose stock hits 52-week low at 0.68 amid market challenges - Investing.com | 09/30/2024 |
5 | OptiNose Inc Q2 2024 Earnings Call Highlights Revenue Growth and Strategic Shifts Amid ... | 10/09/2024 |
6 | Disposition of 1516 shares by Marino Michael F Iii of OptiNose at 1.15 subject to Rule 16b-3 | 11/01/2024 |
7 | OptiNose Inc Q3 2024 Earnings Report Preview What To Expect | 11/11/2024 |
8 | Optinose Reports Third Quarter 2024 Financial Results and Recent Operational Highlights | 11/12/2024 |
9 | OptiNose Inc Q3 2024 Earnings Call Highlights Revenue Growth Amid Revised Guidance | 11/13/2024 |
10 | Earnings Release Heres Why Analysts Cut Their OptiNose, Inc. Price Target To US3.50 | 11/15/2024 |
11 | Optinose to Announce Q3 2024 Financial Results with Investor Call - MSN | 11/20/2024 |
About OptiNose 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 OptiNose or other stocks. Alpha measures the amount that position in OptiNose 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0518 | 0.0461 | Price To Sales Ratio | 2.04 | 1.93 |
OptiNose Upcoming Company Events
As portrayed in its financial statements, the presentation of OptiNose's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, OptiNose's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of OptiNose's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of OptiNose. Please utilize our Beneish M Score to check the likelihood of OptiNose's management manipulating its earnings.
| 5th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out OptiNose Backtesting, OptiNose Valuation, OptiNose Correlation, OptiNose Hype Analysis, OptiNose Volatility, OptiNose History and analyze OptiNose Performance. To learn how to invest in OptiNose Stock, please use our How to Invest in OptiNose guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
OptiNose 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.