Bank Ozk Stock Market Value
| OZK Stock | USD 49.97 0.03 0.06% |
| Symbol | Bank |
Bank Ozk Price To Book Ratio
Is Regional Banks 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 Bank Ozk. If investors know Bank 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 Bank Ozk 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 0.04 | Dividend Share 1.54 | Earnings Share 6.08 | Revenue Per Share 12.85 | Quarterly Revenue Growth 0.101 |
The market value of Bank Ozk is measured differently than its book value, which is the value of Bank that is recorded on the company's balance sheet. Investors also form their own opinion of Bank Ozk's value that differs from its market value or its book value, called intrinsic value, which is Bank Ozk'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 Bank Ozk's market value can be influenced by many factors that don't directly affect Bank Ozk'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 Bank Ozk's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bank Ozk is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bank Ozk'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.
Bank Ozk '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 Bank Ozk'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 Bank Ozk.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Bank Ozk on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Bank Ozk or generate 0.0% return on investment in Bank Ozk over 180 days. Bank Ozk is related to or competes with International Bancshares, Hilltop Holdings, FB Financial, Red River, National Bank, Regions Financial, and Pinnacle Financial. Bank OZK provides various retail and commercial banking services More
Bank Ozk 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 Bank Ozk'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 Bank Ozk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.98 | |||
| Information Ratio | 0.0515 | |||
| Maximum Drawdown | 15.09 | |||
| Value At Risk | (3.05) | |||
| Potential Upside | 4.03 |
Bank Ozk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Ozk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Ozk's standard deviation. In reality, there are many statistical measures that can use Bank Ozk historical prices to predict the future Bank Ozk's volatility.| Risk Adjusted Performance | 0.0908 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0612 | |||
| Treynor Ratio | 0.1205 |
Bank Ozk Backtested Returns
Bank Ozk appears to be very steady, given 3 months investment horizon. Bank Ozk secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bank Ozk, which you can use to evaluate the volatility of the firm. Please makes use of Bank Ozk's Risk Adjusted Performance of 0.0908, downside deviation of 1.98, and Mean Deviation of 1.67 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bank Ozk holds a performance score of 9. The firm shows a Beta (market volatility) of 2.07, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Bank Ozk will likely underperform. Please check Bank Ozk's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Bank Ozk's price patterns will revert.
Auto-correlation | 0.40 |
Average predictability
Bank Ozk has average predictability. Overlapping area represents the amount of predictability between Bank Ozk time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bank Ozk price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Bank Ozk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 9.54 |
Bank Ozk lagged returns against current returns
Autocorrelation, which is Bank Ozk 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 Bank Ozk's stock expected returns. We can calculate the autocorrelation of Bank Ozk returns to help us make a trade decision. For example, suppose you find that Bank Ozk 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 |
Bank Ozk 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 Bank Ozk stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank Ozk stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank Ozk stock over time.
Current vs Lagged Prices |
| Timeline |
Bank Ozk Lagged Returns
When evaluating Bank Ozk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank Ozk stock have on its future price. Bank Ozk 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, Bank Ozk autocorrelation shows the relationship between Bank Ozk stock current value and its past values and can show if there is a momentum factor associated with investing in Bank Ozk.
Regressed Prices |
| Timeline |
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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.