OTP Bank (Germany) Market Value
| OTP Stock | EUR 57.78 0.46 0.79% |
| Symbol | OTP |
OTP Bank '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 OTP Bank'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 OTP Bank.
| 02/05/2023 |
| 01/25/2025 |
If you would invest 0.00 in OTP Bank on February 5, 2023 and sell it all today you would earn a total of 0.00 from holding OTP Bank Nyrt or generate 0.0% return on investment in OTP Bank over 720 days. OTP Bank is related to or competes with Cairo Communication, Geely Automobile, SENECA FOODS, Singapore Telecommunicatio, Maple Leaf, Mobilezone Holding, and MAVEN WIRELESS. OTP Bank Nyrt. together with its subsidiaries, provides commercial banking services in Hungary, Bulgaria, Russia, Ukrain... More
OTP Bank 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 OTP Bank'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 OTP Bank Nyrt upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.1616 | |||
| Maximum Drawdown | 9.59 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 4.42 |
OTP Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for OTP Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as OTP Bank's standard deviation. In reality, there are many statistical measures that can use OTP Bank historical prices to predict the future OTP Bank's volatility.| Risk Adjusted Performance | 0.1647 | |||
| Jensen Alpha | 0.389 | |||
| Total Risk Alpha | 0.2737 | |||
| Sortino Ratio | 0.2141 | |||
| Treynor Ratio | (8.96) |
OTP Bank Nyrt Backtested Returns
OTP Bank appears to be very steady, given 3 months investment horizon. OTP Bank Nyrt maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the firm had a 0.18 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for OTP Bank Nyrt, which you can use to evaluate the volatility of the company. Please evaluate OTP Bank's risk adjusted performance of 0.1647, and Semi Deviation of 1.3 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, OTP Bank holds a performance score of 14. The company holds a Beta of -0.0432, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning OTP Bank are expected to decrease at a much lower rate. During the bear market, OTP Bank is likely to outperform the market. Please check OTP Bank's potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to make a quick decision on whether OTP Bank's historical price patterns will revert.
Auto-correlation | 0.81 |
Very good predictability
OTP Bank Nyrt has very good predictability. Overlapping area represents the amount of predictability between OTP Bank time series from 5th of February 2023 to 31st of January 2024 and 31st of January 2024 to 25th of January 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 OTP Bank Nyrt price movement. The serial correlation of 0.81 indicates that around 81.0% of current OTP Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 13.25 |
OTP Bank Nyrt lagged returns against current returns
Autocorrelation, which is OTP Bank 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 OTP Bank's stock expected returns. We can calculate the autocorrelation of OTP Bank returns to help us make a trade decision. For example, suppose you find that OTP Bank 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 |
OTP Bank 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 OTP Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if OTP Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in OTP Bank stock over time.
Current vs Lagged Prices |
| Timeline |
OTP Bank Lagged Returns
When evaluating OTP Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of OTP Bank stock have on its future price. OTP Bank 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, OTP Bank autocorrelation shows the relationship between OTP Bank stock current value and its past values and can show if there is a momentum factor associated with investing in OTP Bank Nyrt.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in OTP Stock
OTP Bank financial ratios help investors to determine whether OTP 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 OTP with respect to the benefits of owning OTP Bank security.