Optex Systems Holdings Stock Alpha and Beta Analysis
| OPXS Stock | USD 15.09 0.19 1.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Optex Systems Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Optex Systems over a specified time horizon. Remember, high Optex Systems' 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 Optex Systems' market risk premium analysis include:
Beta 2.18 | Alpha (0.13) | Risk 4.31 | Sharpe Ratio 0.0104 | Expected Return 0.0446 |
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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.
Check out Optex Systems Backtesting, Optex Systems Valuation, Optex Systems Correlation, Optex Systems Hype Analysis, Optex Systems Volatility, Optex Systems History and analyze Optex Systems Performance. Optex Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Optex Systems market risk premium is the additional return an investor will receive from holding Optex Systems 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 Optex Systems. 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 Optex Systems' performance over market.| α | -0.13 | β | 2.18 |
Optex Systems 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 Optex Systems' Buy-and-hold return. Our buy-and-hold chart shows how Optex Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Optex Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how Optex Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Optex Systems shares will generate the highest return on investment. By understating and applying Optex Systems stock market price indicators, traders can identify Optex Systems position entry and exit signals to maximize returns.
Optex Systems Return and Market Media
The median price of Optex Systems for the period between Thu, Oct 16, 2025 and Wed, Jan 14, 2026 is 14.36 with a coefficient of variation of 8.43. The daily time series for the period is distributed with a sample standard deviation of 1.25, arithmetic mean of 14.81, and mean deviation of 1.03. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Lehmann Dale E of 400 shares of Optex Systems at 1.48 subject to Rule 16b-3 | 10/17/2025 |
2 | How hedge fund analytics apply to Optex Systems Holdings Inc stock - Bond Market AI Forecasted Entry and Exit Points - newser.com | 10/21/2025 |
3 | Visualizing Optex Systems Holdings Inc stock with heatmaps - July 2025 Review Weekly High Potential Alerts - newser.com | 11/13/2025 |
4 | Optex Systems Holdings Announces Chad George as Chief Executive Officer | 12/08/2025 |
5 | Composite Rating For Optex Systems Holdings Jumps To 96 - Investors Business Daily | 12/12/2025 |
6 | Optex Systems Announces 2.33 Million Order for Optical Assemblies | 12/15/2025 |
7 | Optex Systems Holdings, Inc. Announces Financial Highlights for the Year Ended September 28, 2025 | 12/17/2025 |
8 | Optex Systems Lowered to Hold Rating by Wall Street Zen - MarketBeat | 12/19/2025 |
9 | Optex Systems Cut to Hold at Wall Street Zen | 12/23/2025 |
10 | Disposition of 29696 shares by Danny Schoening of Optex Systems at 13.99 subject to Rule 16b-3 | 01/02/2026 |
11 | Disposition of 14066 shares by Danny Schoening of Optex Systems at 13.02 subject to Rule 16b-3 | 01/06/2026 |
12 | Danny Robert Schoening sells Optex Systems shares for 782k - Investing.com Canada | 01/09/2026 |
About Optex Systems 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 Optex or other stocks. Alpha measures the amount that position in Optex Systems Holdings 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.
| 2017 | 2025 | 2026 (projected) | Dividend Yield | 0.0531 | 0.0478 | 0.035 | Price To Sales Ratio | 1.03 | 0.0809 | 0.0768 |
Optex Systems Upcoming Company Events
As portrayed in its financial statements, the presentation of Optex Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Optex Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Optex Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Optex Systems. Please utilize our Beneish M Score to check the likelihood of Optex Systems' management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Optex Stock Analysis
When running Optex Systems' price analysis, check to measure Optex Systems' 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 Optex Systems is operating at the current time. Most of Optex Systems' value examination focuses on studying past and present price action to predict the probability of Optex Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Optex Systems' price. Additionally, you may evaluate how the addition of Optex Systems to your portfolios can decrease your overall portfolio volatility.