OTP Bank (Hungary) Performance
| OTP Stock | 21,940 340.00 1.57% |
On a scale of 0 to 100, OTP Bank holds a performance score of 18. The company holds a Beta of 0.61, which implies possible diversification benefits within a given portfolio. As returns on the market increase, OTP Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding OTP Bank is expected to be smaller as well. Please check OTP Bank's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether OTP Bank's historical price patterns will revert.
Risk-Adjusted Performance
18 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in OTP Bank Nyrt are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain fundamental indicators, OTP Bank exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 1.7 T | |
| Total Cashflows From Investing Activities | -1.6 T |
OTP |
OTP Bank Relative Risk vs. Return Landscape
If you would invest 1,856,000 in OTP Bank Nyrt on August 26, 2024 and sell it today you would earn a total of 338,000 from holding OTP Bank Nyrt or generate 18.21% return on investment over 90 days. OTP Bank Nyrt is generating 0.2683% of daily returns and assumes 1.1566% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than OTP, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
OTP Bank Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for OTP Bank's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as OTP Bank Nyrt, and traders can use it to determine the average amount a OTP Bank's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.232
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | OTP | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.16 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.27 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average OTP Bank is performing at about 18% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of OTP Bank by adding it to a well-diversified portfolio.
OTP Bank Fundamentals Growth
OTP Stock prices reflect investors' perceptions of the future prospects and financial health of OTP Bank, and OTP Bank fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on OTP Stock performance.
| Return On Equity | 0.11 | |||
| Return On Asset | 0.0114 | |||
| Profit Margin | 0.25 % | |||
| Operating Margin | 0.35 % | |||
| Shares Outstanding | 279.63 M | |||
| Price To Book | 0.83 X | |||
| Price To Sales | 2.03 X | |||
| Revenue | 1.4 T | |||
| Book Value Per Share | 12,319 X | |||
| Cash Flow From Operations | (1.65 T) | |||
| Earnings Per Share | 1,246 X | |||
| Total Asset | 27.55 T | |||
About OTP Bank Performance
By analyzing OTP Bank's fundamental ratios, stakeholders can gain valuable insights into OTP Bank's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if OTP Bank has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if OTP Bank has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about OTP Bank Nyrt performance evaluation
Checking the ongoing alerts about OTP Bank for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for OTP Bank Nyrt help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| OTP Bank generates negative cash flow from operations |
- Analyzing OTP Bank's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether OTP Bank's stock is overvalued or undervalued compared to its peers.
- Examining OTP Bank's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating OTP Bank's management team can have a significant impact on its success or failure. Reviewing the track record and experience of OTP Bank's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of OTP Bank's stock. These opinions can provide insight into OTP Bank's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for OTP Stock analysis
When running OTP Bank's price analysis, check to measure OTP Bank's 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 OTP Bank is operating at the current time. Most of OTP Bank's value examination focuses on studying past and present price action to predict the probability of OTP Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move OTP Bank's price. Additionally, you may evaluate how the addition of OTP Bank to your portfolios can decrease your overall portfolio volatility.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |