Oakworth Capital Stock Market Value
| OAKC Stock | 33.88 0.88 2.67% |
| Symbol | Oakworth |
Oakworth Capital 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Oakworth Capital's otc stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Oakworth Capital.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Oakworth Capital on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Oakworth Capital or generate 0.0% return on investment in Oakworth Capital over 30 days. Oakworth Capital is related to or competes with Fidus Investment, Nordic Semiconductor, SLR Investment, Skyworks Solutions, ASML Holding, Phenixfin, and KLA Tencor. More
Oakworth Capital Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Oakworth Capital's otc stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Oakworth Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.34 | |||
| Information Ratio | 0.073 | |||
| Maximum Drawdown | 20.86 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 3.08 |
Oakworth Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oakworth Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oakworth Capital's standard deviation. In reality, there are many statistical measures that can use Oakworth Capital historical prices to predict the future Oakworth Capital's volatility.| Risk Adjusted Performance | 0.0966 | |||
| Jensen Alpha | 0.2528 | |||
| Total Risk Alpha | 0.0485 | |||
| Sortino Ratio | 0.031 | |||
| Treynor Ratio | (0.85) |
Oakworth Capital Backtested Returns
Oakworth Capital appears to be very steady, given 3 months investment horizon. Oakworth Capital maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Oakworth Capital, which you can use to evaluate the volatility of the company. Please evaluate Oakworth Capital's Risk Adjusted Performance of 0.0966, coefficient of variation of 928.36, and Semi Deviation of 1.84 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Oakworth Capital holds a performance score of 8. The company holds a Beta of -0.27, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Oakworth Capital are expected to decrease at a much lower rate. During the bear market, Oakworth Capital is likely to outperform the market. Please check Oakworth Capital's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Oakworth Capital's historical price patterns will revert.
Auto-correlation | 0.21 |
Weak predictability
Oakworth Capital has weak predictability. Overlapping area represents the amount of predictability between Oakworth Capital time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Oakworth Capital price movement. The serial correlation of 0.21 indicates that over 21.0% of current Oakworth Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Oakworth Capital lagged returns against current returns
Autocorrelation, which is Oakworth Capital otc stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Oakworth Capital's otc stock expected returns. We can calculate the autocorrelation of Oakworth Capital returns to help us make a trade decision. For example, suppose you find that Oakworth Capital has exhibited high autocorrelation historically, and you observe that the otc stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Oakworth Capital regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Oakworth Capital otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oakworth Capital otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oakworth Capital otc stock over time.
Current vs Lagged Prices |
| Timeline |
Oakworth Capital Lagged Returns
When evaluating Oakworth Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oakworth Capital otc stock have on its future price. Oakworth Capital autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Oakworth Capital autocorrelation shows the relationship between Oakworth Capital otc stock current value and its past values and can show if there is a momentum factor associated with investing in Oakworth Capital.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Oakworth OTC Stock
Oakworth Capital financial ratios help investors to determine whether Oakworth OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Oakworth with respect to the benefits of owning Oakworth Capital security.