Option Care Health Stock Market Value
| OPCH Stock | USD 32.66 0.42 1.30% |
| Symbol | Option |
Option Care Health Price To Book Ratio
Is Health Care Providers & Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Option Care. If investors know Option will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Option Care listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.117 | Earnings Share 1.23 | Revenue Per Share | Quarterly Revenue Growth 0.197 | Return On Assets |
The market value of Option Care Health is measured differently than its book value, which is the value of Option that is recorded on the company's balance sheet. Investors also form their own opinion of Option Care's value that differs from its market value or its book value, called intrinsic value, which is Option Care's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Option Care's market value can be influenced by many factors that don't directly affect Option Care's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Option Care's value and its price as these two are different measures arrived at by different means. Investors typically determine if Option Care is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Option Care'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.
Option Care '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 Option Care'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 Option Care.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Option Care on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Option Care Health or generate 0.0% return on investment in Option Care over 90 days. Option Care is related to or competes with Addus HomeCare, Acadia Healthcare, Encompass Health, Select Medical, Ensign, Universal Health, and Surgery Partners. Option Care Health, Inc. offers home and alternate site infusion services in the United States More
Option Care 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 Option Care'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 Option Care Health upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | 0.2833 | |||
| Maximum Drawdown | 17.52 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 3.59 |
Option Care Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Option Care's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Option Care's standard deviation. In reality, there are many statistical measures that can use Option Care historical prices to predict the future Option Care's volatility.| Risk Adjusted Performance | 0.2163 | |||
| Jensen Alpha | 0.6549 | |||
| Total Risk Alpha | 0.8535 | |||
| Sortino Ratio | 0.5091 | |||
| Treynor Ratio | 0.6305 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Option Care'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.
Option Care Health Backtested Returns
Option Care appears to be very steady, given 3 months investment horizon. Option Care Health maintains Sharpe Ratio (i.e., Efficiency) of 0.24, which implies the firm had a 0.24 % return per unit of risk over the last 3 months. By analyzing Option Care's technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please evaluate Option Care's Coefficient Of Variation of 414.55, risk adjusted performance of 0.2163, and Semi Deviation of 0.7681 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Option Care holds a performance score of 18. The company holds a Beta of 0.89, which implies possible diversification benefits within a given portfolio. Option Care returns are very sensitive to returns on the market. As the market goes up or down, Option Care is expected to follow. Please check Option Care's expected short fall, and the relationship between the value at risk and daily balance of power , to make a quick decision on whether Option Care's historical price patterns will revert.
Auto-correlation | 0.83 |
Very good predictability
Option Care Health has very good predictability. Overlapping area represents the amount of predictability between Option Care time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Option Care Health price movement. The serial correlation of 0.83 indicates that around 83.0% of current Option Care price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 1.26 |
Option Care Health lagged returns against current returns
Autocorrelation, which is Option Care 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 Option Care's stock expected returns. We can calculate the autocorrelation of Option Care returns to help us make a trade decision. For example, suppose you find that Option Care 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 |
Option Care 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 Option Care stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Option Care stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Option Care stock over time.
Current vs Lagged Prices |
| Timeline |
Option Care Lagged Returns
When evaluating Option Care's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Option Care stock have on its future price. Option Care 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, Option Care autocorrelation shows the relationship between Option Care stock current value and its past values and can show if there is a momentum factor associated with investing in Option Care Health.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Option Care Health offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Option Care's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Option Care Health Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Option Care Health Stock:Check out Option Care Correlation, Option Care Volatility and Option Care Alpha and Beta module to complement your research on Option Care. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Option Care 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.