Optima Health (UK) Alpha and Beta Analysis
| OPT Stock | 155.40 1.60 1.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Optima Health plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Optima Health over a specified time horizon. Remember, high Optima Health'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 Optima Health's market risk premium analysis include:
Beta 0.24 | Alpha 0.0332 | Risk 1.33 | Sharpe Ratio 0.0535 | Expected Return 0.0711 |
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.
Optima |
Optima Health Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Optima Health market risk premium is the additional return an investor will receive from holding Optima Health 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 Optima Health. 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 Optima Health's performance over market.| α | 0.03 | β | 0.24 |
Optima Health 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 Optima Health's Buy-and-hold return. Our buy-and-hold chart shows how Optima Health performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Optima Health Market Price Analysis
Market price analysis indicators help investors to evaluate how Optima Health stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Optima Health shares will generate the highest return on investment. By understating and applying Optima Health stock market price indicators, traders can identify Optima Health position entry and exit signals to maximize returns.
Optima Health Return and Market Media
The median price of Optima Health for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 159.0 with a coefficient of variation of 4.17. The daily time series for the period is distributed with a sample standard deviation of 6.58, arithmetic mean of 157.53, and mean deviation of 5.18. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Optima Health CEO Buys Shares, Signals Confidence - TipRanks | 09/30/2024 |
2 | Optima Health PLC Reports Major Share Acquisition - TipRanks | 10/01/2024 |
3 | Optima Health CEO Buys More Company Shares - TipRanks | 10/07/2024 |
About Optima Health 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 Optima or other stocks. Alpha measures the amount that position in Optima Health plc 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.
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 Optima Health 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, Optima Health's short interest history, or implied volatility extrapolated from Optima Health options trading.
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Other Information on Investing in Optima Stock
Optima Health financial ratios help investors to determine whether Optima Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Optima with respect to the benefits of owning Optima Health security.