OTPBF Pink Sheet Market Value

OTPBF
 Stock
  

USD 22.50  0.00  0.00%   

OTP Bank's market value is the price at which a share of OTP Bank stock trades on a public exchange. It measures the collective expectations of OTP Bank Nyrt investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of OTP Bank Nyrt and determine expected loss or profit from investing in OTP Bank over a given investment horizon. Please check OTP Bank Correlation, OTP Bank Volatility and OTP Bank Alpha and Beta module to complement your research on OTP Bank.
Symbol

Please note, there is a significant difference between OTP Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine OTP Bank value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, OTP Bank's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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 pink sheet 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.
0.00
11/10/2022
No Change 0.00  0.0 
In 30 days
12/10/2022
0.00
If you would invest  0.00  in OTP Bank on November 10, 2022 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 30 days. OTP Bank is related to or competes with Stemtech, Cisco Systems, Apple, and Microsoft. OTP Bank Nyrt., together with its subsidiaries, provides commercial banking services to retail clients, corporations and... 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 pink sheet 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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of OTP Bank's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of OTP Bank in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
21.9822.5023.02
Details
Intrinsic
Valuation
LowReal ValueHigh
20.2526.2826.80
Details
Naive
Forecast
LowNext ValueHigh
22.0122.5323.05
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
22.5022.5022.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as OTP Bank. Your research has to be compared to or analyzed against OTP Bank's peers to derive any actionable benefits. When done correctly, OTP Bank's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in OTP Bank Nyrt.

OTP Bank Nyrt Backtested Returns

We consider OTP Bank very steady. OTP Bank Nyrt maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had 0.13% of return per unit of volatility over the last 3 months. Our outlook to forecasting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for OTP Bank Nyrt, which you can use to evaluate the future volatility of the company. Please check OTP Bank Nyrt risk adjusted performance of 0.1642 to confirm if the risk estimate we provide is consistent with the expected return of 0.0651%.
OTP Bank has a performance score of 9 on a scale of 0 to 100. The company holds a Beta of 0.018, which implies not very significant fluctuations relative to the market. Let's try to break down what OTPBF's beta means in this case. As returns on the market increase, OTP Bank returns are expected to increase less than the market. However, during the bear market, the loss on holding OTP Bank will be expected to be smaller as well. Although it is important to respect OTP Bank Nyrt current trending patterns, it is better to be realistic regarding the information on the equity's existing price patterns. The way in which we are forecasting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing OTP Bank Nyrt technical indicators, you can currently evaluate if the expected return of 0.0651% will be sustainable into the future. OTP Bank Nyrt presently holds a risk of 0.52%. Please check OTP Bank Nyrt treynor ratio, as well as the relationship between the potential upside and expected short fall to decide if OTP Bank Nyrt will be following its historical price patterns.

Auto-correlation

    
  0.00  

No correlation between past and present

OTP Bank Nyrt has no correlation between past and present. Overlapping area represents the amount of predictability between OTP Bank time series from 10th of November 2022 to 25th of November 2022 and 25th of November 2022 to 10th of December 2022. 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 0.0 indicates that just 0.0% of current OTP Bank price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

OTP Bank Nyrt lagged returns against current returns

Autocorrelation, which is OTP Bank pink sheet'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 pink sheet 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 pink sheet 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 stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if OTP Bank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in OTP Bank pink sheet over time.
   Current vs Lagged Prices   
Share
       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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in OTP Bank Nyrt.
   Regressed Prices   
Share
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards OTP Bank in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, OTP Bank's short interest history, or implied volatility extrapolated from OTP Bank options trading.

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Please check OTP Bank Correlation, OTP Bank Volatility and OTP Bank Alpha and Beta module to complement your research on OTP Bank. Note that the OTP Bank Nyrt information on this page should be used as a complementary analysis to other OTP Bank's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

Complementary Tools for OTPBF Pink Sheet analysis

When running OTP Bank Nyrt 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 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.
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OTP Bank technical pink sheet 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, otc market cycles, or different charting patterns.
A focus of OTP Bank technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of OTP Bank trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...