Onespan Stock Alpha and Beta Analysis
| OSPN Stock | USD 17.88 0.21 1.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as OneSpan. It also helps investors analyze the systematic and unsystematic risks associated with investing in OneSpan over a specified time horizon. Remember, high OneSpan'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 OneSpan's market risk premium analysis include:
Beta 1.15 | Alpha 0.0806 | Risk 2.85 | Sharpe Ratio 0.0884 | Expected Return 0.25 |
OneSpan Quarterly Cash And Equivalents |
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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.
OneSpan |
OneSpan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. OneSpan market risk premium is the additional return an investor will receive from holding OneSpan 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 OneSpan. 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 OneSpan's performance over market.| α | 0.08 | β | 1.15 |
OneSpan 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 OneSpan's Buy-and-hold return. Our buy-and-hold chart shows how OneSpan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.OneSpan Market Price Analysis
Market price analysis indicators help investors to evaluate how OneSpan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading OneSpan shares will generate the highest return on investment. By understating and applying OneSpan stock market price indicators, traders can identify OneSpan position entry and exit signals to maximize returns.
OneSpan Return and Market Media
The median price of OneSpan for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 15.92 with a coefficient of variation of 5.89. The daily time series for the period is distributed with a sample standard deviation of 0.94, arithmetic mean of 15.9, and mean deviation of 0.78. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 3055 shares by Jorge Martell of OneSpan subject to Rule 16b-3 | 09/06/2024 |
2 | Why OneSpan Dipped More Than Broader Market Today | 10/03/2024 |
3 | Disposition of 5676 shares by Matthew Moynahan of OneSpan at 11.25 subject to Rule 16b-3 | 10/04/2024 |
4 | Disposition of 3643 shares by Lara Mataac of OneSpan subject to Rule 16b-3 | 10/25/2024 |
5 | OneSpan Scheduled to Post Quarterly Earnings on Wednesday | 10/28/2024 |
6 | Natural Gas Services Group, Inc. Announces the Appointment of Jean Holley to its Board of Directors | 11/01/2024 |
7 | OneSpans Cloud-Native Guidewire Integration to Drive Cloud Adoption for PC Insurance Carriers | 11/04/2024 |
8 | GSA Capital Partners LLP Sells 80,5 Shares of OneSpan Inc. | 11/13/2024 |
9 | OneSpan Is Considered a Good Investment by Brokers Is That True | 11/20/2024 |
About OneSpan 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 OneSpan or other stocks. Alpha measures the amount that position in OneSpan 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.
| 2023 | 2024 (projected) | Dividend Yield | 4.6E-5 | 4.4E-5 | Price To Sales Ratio | 1.83 | 1.74 |
OneSpan Upcoming Company Events
As portrayed in its financial statements, the presentation of OneSpan's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, OneSpan's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of OneSpan's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of OneSpan. Please utilize our Beneish M Score to check the likelihood of OneSpan's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out OneSpan Backtesting, OneSpan Valuation, OneSpan Correlation, OneSpan Hype Analysis, OneSpan Volatility, OneSpan History and analyze OneSpan Performance. To learn how to invest in OneSpan Stock, please use our How to Invest in OneSpan guide.You can also try the CEOs Directory module to screen CEOs from public companies around the world.
OneSpan 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.