OTP Bank (UK) Market Value
| 0M69 Stock | 12,590 4,865 27.87% |
| 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.
| 04/15/2025 |
| 07/14/2025 |
If you would invest 0.00 in OTP Bank on April 15, 2025 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 90 days. OTP Bank is related to or competes with GS Chain, Helios Towers, Fiinu PLC, Moonpig Group, PCI PAL, and Indivior PLC. OTP Bank is entity of United Kingdom. It is traded as Stock on LSE exchange. 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.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 8.59 |
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 | 0.1671 | |||
| Jensen Alpha | 0.1553 | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.81) |
OTP Bank Nyrt Backtested Returns
Currently, OTP Bank Nyrt is very steady. OTP Bank Nyrt maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of volatility over the last 3 months. We have found twenty-two technical indicators for OTP Bank Nyrt, which you can use to evaluate the volatility of the company. Please check OTP Bank's coefficient of variation of 812.4, and Risk Adjusted Performance of 0.1671 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. OTP Bank has a performance score of 10 on a scale of 0 to 100. The company holds a Beta of -0.15, 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. OTP Bank Nyrt presently holds a risk of 1.1%. Please check OTP Bank Nyrt jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if OTP Bank Nyrt will be following its historical price patterns.
Auto-correlation | Huge |
Perfect predictability
OTP Bank Nyrt has perfect predictability. Overlapping area represents the amount of predictability between OTP Bank time series from 15th of April 2025 to 30th of May 2025 and 30th of May 2025 to 14th of July 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 9.223372036854776E16 indicates that 9.223372036854776E16% of current OTP Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional 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.