Bank Ozk Stock Alpha and Beta Analysis
| OZK Stock | USD 49.74 4.40 9.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank Ozk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank Ozk over a specified time horizon. Remember, high Bank Ozk'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 Bank Ozk's market risk premium analysis include:
Beta 0.34 | Alpha 0.21 | Risk 2.63 | Sharpe Ratio 0.0925 | Expected Return 0.24 |
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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.
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Bank Ozk Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank Ozk market risk premium is the additional return an investor will receive from holding Bank Ozk 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 Bank Ozk. 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 Bank Ozk's performance over market.| α | 0.21 | β | 0.34 |
Bank Ozk 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 Bank Ozk's Buy-and-hold return. Our buy-and-hold chart shows how Bank Ozk performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank Ozk Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank Ozk stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bank Ozk shares will generate the highest return on investment. By understating and applying Bank Ozk stock market price indicators, traders can identify Bank Ozk position entry and exit signals to maximize returns.
Bank Ozk Return and Market Media
The median price of Bank Ozk for the period between Thu, Oct 24, 2024 and Wed, Jan 22, 2025 is 45.22 with a coefficient of variation of 4.93. The daily time series for the period is distributed with a sample standard deviation of 2.24, arithmetic mean of 45.55, and mean deviation of 2.01. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Dont Ignore The Insider Selling In Bank OZK | 10/28/2024 |
2 | Bank OZK Announces Date for Fourth Quarter and Full Year 2024Ea | 12/30/2024 |
3 | Bank OZK Announces Increase to Quarterly Common Stock Dividend and Announces Preferred Stock ... | 01/02/2025 |
4 | Bank OZKs Upcoming Dividend Will Be Larger Than Last Years | 01/07/2025 |
5 | Earnings Preview Webster Financial Q4 Earnings Expected to Decline | 01/10/2025 |
6 | Bank OZK Stock Price Up 3.37 percent on Jan 14 | 01/14/2025 |
7 | Bank OZK Announces Record Fourth Quarter and Full Year 2024 Earnings | 01/16/2025 |
8 | Bank OZK Shares Up 7.07 percent on Jan 17 | 01/17/2025 |
About Bank Ozk 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 Bank or other stocks. Alpha measures the amount that position in Bank Ozk 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0244 | 0.035 | 0.0314 | 0.0283 | Price To Sales Ratio | 5.47 | 3.86 | 4.18 | 3.76 |
Bank Ozk Upcoming Company Events
As portrayed in its financial statements, the presentation of Bank Ozk's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bank Ozk's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bank Ozk's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bank Ozk. Please utilize our Beneish M Score to check the likelihood of Bank Ozk's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 16th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Bank Ozk
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Bank Ozk Backtesting, Bank Ozk Valuation, Bank Ozk Correlation, Bank Ozk Hype Analysis, Bank Ozk Volatility, Bank Ozk History and analyze Bank Ozk Performance. For more information on how to buy Bank Stock please use our How to buy in Bank Stock guide.You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Bank Ozk 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.