Octave Specialty Group Stock Market Value
| OSG Stock | USD 6.47 0.11 1.73% |
| Symbol | Octave |
Is Insurance Brokers space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Octave Specialty. If investors know Octave will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Octave Specialty listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Octave Specialty is measured differently than its book value, which is the value of Octave that is recorded on the company's balance sheet. Investors also form their own opinion of Octave Specialty's value that differs from its market value or its book value, called intrinsic value, which is Octave Specialty's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Octave Specialty's market value can be influenced by many factors that don't directly affect Octave Specialty's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Octave Specialty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Octave Specialty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Octave Specialty's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Octave Specialty '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 Octave Specialty's 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 Octave Specialty.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Octave Specialty on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Octave Specialty Group or generate 0.0% return on investment in Octave Specialty over 30 days. Octave Specialty is related to or competes with MBIA, Regional Management, Global Indemnity, Sierra Bancorp, TWFG, First Bank, and Greene County. Overseas Shipholding Group, Inc., together with its subsidiaries, owns and operates a fleet of oceangoing vessels More
Octave Specialty 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 Octave Specialty's 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 Octave Specialty Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 21.07 | |||
| Value At Risk | (4.04) | |||
| Potential Upside | 3.22 |
Octave Specialty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Octave Specialty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Octave Specialty's standard deviation. In reality, there are many statistical measures that can use Octave Specialty historical prices to predict the future Octave Specialty's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (0.74) | |||
| Treynor Ratio | 4.04 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Octave Specialty's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Octave Specialty Backtested Returns
Octave Specialty maintains Sharpe Ratio (i.e., Efficiency) of -0.13, which implies the firm had a -0.13 % return per unit of risk over the last 3 months. Octave Specialty exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Octave Specialty's Risk Adjusted Performance of (0.09), coefficient of variation of (799.35), and Variance of 9.05 to confirm the risk estimate we provide. The company holds a Beta of -0.0956, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Octave Specialty are expected to decrease at a much lower rate. During the bear market, Octave Specialty is likely to outperform the market. At this point, Octave Specialty has a negative expected return of -0.38%. Please make sure to check Octave Specialty's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Octave Specialty performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.86 |
Very good predictability
Octave Specialty Group has very good predictability. Overlapping area represents the amount of predictability between Octave Specialty time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Octave Specialty price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Octave Specialty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Octave Specialty lagged returns against current returns
Autocorrelation, which is Octave Specialty 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 Octave Specialty's stock expected returns. We can calculate the autocorrelation of Octave Specialty returns to help us make a trade decision. For example, suppose you find that Octave Specialty has exhibited high autocorrelation historically, and you observe that the 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 |
Octave Specialty 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 Octave Specialty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Octave Specialty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Octave Specialty stock over time.
Current vs Lagged Prices |
| Timeline |
Octave Specialty Lagged Returns
When evaluating Octave Specialty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Octave Specialty stock have on its future price. Octave Specialty 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, Octave Specialty autocorrelation shows the relationship between Octave Specialty stock current value and its past values and can show if there is a momentum factor associated with investing in Octave Specialty Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Octave Specialty is a strong investment it is important to analyze Octave Specialty's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Octave Specialty's future performance. For an informed investment choice regarding Octave Stock, refer to the following important reports:Check out Octave Specialty Correlation, Octave Specialty Volatility and Octave Specialty Alpha and Beta module to complement your research on Octave Specialty. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Octave Specialty 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.