Opthea Stock Alpha and Beta Analysis
| OPT Stock | USD 3.90 0.16 4.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Opthea. It also helps investors analyze the systematic and unsystematic risks associated with investing in Opthea over a specified time horizon. Remember, high Opthea's 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 Opthea's market risk premium analysis include:
Beta 0.83 | Alpha (0.29) | Risk 4.27 | Sharpe Ratio (0.07) | Expected Return (0.30) |
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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.
Opthea |
Opthea Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Opthea market risk premium is the additional return an investor will receive from holding Opthea 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 Opthea. 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 Opthea's performance over market.| α | -0.29 | β | 0.83 |
Opthea 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 Opthea's Buy-and-hold return. Our buy-and-hold chart shows how Opthea performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Opthea Market Price Analysis
Market price analysis indicators help investors to evaluate how Opthea stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Opthea shares will generate the highest return on investment. By understating and applying Opthea stock market price indicators, traders can identify Opthea position entry and exit signals to maximize returns.
Opthea Return and Market Media
The median price of Opthea for the period between Mon, Oct 21, 2024 and Sun, Jan 19, 2025 is 3.73 with a coefficient of variation of 13.73. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 3.85, and mean deviation of 0.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Opthea Appoints Kathy Connell to Board of Directors | 11/15/2024 |
2 | Ocean Power Technologies to Release Fiscal 2025 Second Quarter Early Earnings on December 2, 2024 | 11/18/2024 |
3 | Opthea to Participate in Citi 2024 Global Healthcare Conference | 11/25/2024 |
4 | Ocean Power Technologies Pre-Releases Preliminary Financial Results for Second Quarter Fiscal 2025 | 12/02/2024 |
5 | High Growth Tech Stocks To Watch In Australia December 2024 | 12/12/2024 |
6 | Immigration Service Publishes H-1B Visa Rule Before Trump Takes Over | 12/18/2024 |
7 | Health Check New JV for Opyl Dimerix inks another licensing deal | 01/07/2025 |
8 | Top 3 Australian High Growth Tech Stocks to Watch | 01/10/2025 |
9 | Opthea Trading 6.1 percent Higher - Heres What Happened - MarketBeat | 01/17/2025 |
About Opthea 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 Opthea or other stocks. Alpha measures the amount that position in Opthea 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.001268 | 0.001204 | Price To Sales Ratio | 1.1K | 2.1K |
Opthea Upcoming Company Events
As portrayed in its financial statements, the presentation of Opthea's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Opthea's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Opthea's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Opthea. Please utilize our Beneish M Score to check the likelihood of Opthea's management manipulating its earnings.
| 5th of September 2023 Upcoming Quarterly Report | View | |
| 30th of June 2023 Next Fiscal Quarter End | View | |
| 5th of September 2023 Next Fiscal Year End | View | |
| 31st of March 2023 Last Quarter Report | View | |
| 30th of June 2022 Last Financial Announcement | View |
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Additional Tools for Opthea Stock Analysis
When running Opthea's price analysis, check to measure Opthea'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 Opthea is operating at the current time. Most of Opthea's value examination focuses on studying past and present price action to predict the probability of Opthea's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Opthea's price. Additionally, you may evaluate how the addition of Opthea to your portfolios can decrease your overall portfolio volatility.