Bank Ozk Stock Volatility
| OZK Stock | USD 48.48 0.92 1.93% |
As of now, Bank Stock is very steady. Bank Ozk secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Bank Ozk, which you can use to evaluate the volatility of the firm. Please confirm Bank Ozk's Risk Adjusted Performance of 0.0432, downside deviation of 1.35, and Mean Deviation of 1.04 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%.
Sharpe Ratio = 0.1105
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Based on monthly moving average Bank Ozk is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Bank Ozk by adding it to a well-diversified portfolio.
Key indicators related to Bank Ozk's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Bank Ozk Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Bank daily returns, and it is calculated using variance and standard deviation. We also use Bank's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Bank Ozk volatility.
ESG Sustainability
While most ESG disclosures are voluntary, Bank Ozk's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Bank Ozk's managers and investors.Environmental | Governance | Social |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Bank Ozk at lower prices. For example, an investor can purchase Bank stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes. Main indicators related to Bank Ozk's market risk premium analysis include:
Beta 1.05 | Alpha 0.0267 | Risk 1.42 | Sharpe Ratio 0.11 | Expected Return 0.16 |
Moving together with Bank Stock
| 0.89 | RF | Regions Financial Aggressive Push | PairCorr |
| 0.81 | WAFD | Washington Federal | PairCorr |
| 0.67 | FCAP | First Capital Upward Rally | PairCorr |
| 0.86 | FFBC | First Financial Bancorp Normal Trading | PairCorr |
| 0.62 | FNWB | First Northwest Bancorp | PairCorr |
| 0.86 | PFS | Provident Financial Normal Trading | PairCorr |
| 0.85 | PRK | Park National | PairCorr |
| 0.92 | WAL | Western Alliance Ban | PairCorr |
| 0.9 | GSBC | Great Southern Bancorp | PairCorr |
| 0.64 | HFBL | Home Federal Bancorp | PairCorr |
| 0.89 | NBTB | NBT Bancorp | PairCorr |
| 0.66 | MBLPD | Macquarie Bank | PairCorr |
| 0.67 | BFL | BSP Financial Group | PairCorr |
| 0.83 | BANR | Banner | PairCorr |
| 0.84 | TOWN | Towne Bank | PairCorr |
| 0.87 | TRMK | Trustmark | PairCorr |
| 0.86 | CUBI | Customers Bancorp | PairCorr |
| 0.78 | CVBF | CVB Financial | PairCorr |
| 0.8 | CWBC | Community West Bancshares | PairCorr |
| 0.64 | MBFJF | Mitsubishi UFJ Financial Earnings Call This Week | PairCorr |
| 0.66 | MUFG | Mitsubishi UFJ Financial | PairCorr |
| 0.81 | SMFG | Sumitomo Mitsui Financial | PairCorr |
| 0.76 | SMFNF | Sumitomo Mitsui Financial | PairCorr |
| 0.66 | MZHOF | Mizuho Financial Earnings Call Today | PairCorr |
| 0.74 | MFG | Mizuho Financial Earnings Call Today | PairCorr |
Bank Ozk Market Sensitivity And Downside Risk
Bank Ozk's beta coefficient measures the volatility of Bank stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Bank stock's returns against your selected market. In other words, Bank Ozk's beta of 1.05 provides an investor with an approximation of how much risk Bank Ozk stock can potentially add to one of your existing portfolios. Bank Ozk has relatively low volatility with skewness of 0.18 and kurtosis of 0.95. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Bank Ozk's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Bank Ozk's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Bank Ozk Demand TrendCheck current 90 days Bank Ozk correlation with market (Dow Jones Industrial)Bank Ozk Volatility and Downside Risk
Bank standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Using Bank Put Option to Manage Risk
Put options written on Bank Ozk grant holders of the option the right to sell a specified amount of Bank Ozk at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Bank Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Bank Ozk's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding Bank Ozk will be realized, the loss incurred will be offset by the profits made with the option trade.
Bank Ozk's PUT expiring on 2026-04-17
Profit |
| Bank Ozk Price At Expiration |
Current Bank Ozk Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | OZK260417P00022500 | -0.048667 | 0.00392 | 4 | 2026-04-17 | 0.0 - 0.65 | 0.0 | View |
Put | OZK260417P00025000 | -0.057938 | 0.00502 | 2 | 2026-04-17 | 0.0 - 0.7 | 0.0 | View |
Put | OZK260417P00027500 | -0.068741 | 0.006421 | 7 | 2026-04-17 | 0.0 - 0.75 | 0.0 | View |
Put | OZK260417P00030000 | -0.078686 | 0.008174 | 26 | 2026-04-17 | 0.0 - 0.75 | 0.0 | View |
Put | OZK260417P00032500 | -0.063119 | 0.009491 | 1 | 2026-04-17 | 0.05 - 0.75 | 0.0 | View |
Put | OZK260417P00035000 | -0.071202 | 0.012575 | 11 | 2026-04-17 | 0.05 - 0.7 | 0.0 | View |
Put | OZK260417P00037500 | -0.097548 | 0.018156 | 138 | 2026-04-17 | 0.3 - 0.65 | 0.0 | View |
Put | OZK260417P00040000 | -0.137915 | 0.026698 | 122 | 2026-04-17 | 0.45 - 0.8 | 0.0 | View |
Put | OZK260417P00042500 | -0.212234 | 0.038725 | 87 | 2026-04-17 | 0.8 - 1.15 | 0.0 | View |
Put | OZK260417P00045000 | -0.319482 | 0.053365 | 301 | 2026-04-17 | 1.4 - 1.7 | 0.0 | View |
Put | OZK260417P00047500 | -0.468011 | 0.064589 | 118 | 2026-04-17 | 2.25 - 2.65 | 0.0 | View |
Bank Ozk Stock Volatility Analysis
Volatility refers to the frequency at which Bank Ozk stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Bank Ozk's price changes. Investors will then calculate the volatility of Bank Ozk's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Bank Ozk's volatility:
Historical Volatility
This type of stock volatility measures Bank Ozk's fluctuations based on previous trends. It's commonly used to predict Bank Ozk's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Bank Ozk's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Bank Ozk's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Bank Ozk Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Bank Ozk Projected Return Density Against Market
Considering the 90-day investment horizon the stock has the beta coefficient of 1.0549 . This indicates Bank Ozk market returns are very sensitive to returns on the market. As the market goes up or down, Bank Ozk is expected to follow.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Bank Ozk or Banks sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Bank Ozk's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Bank stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Bank Ozk has an alpha of 0.0267, implying that it can generate a 0.0267 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Bank Ozk Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Bank Ozk Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of Bank Ozk is 904.73. The daily returns are distributed with a variance of 2.0 and standard deviation of 1.42. The mean deviation of Bank Ozk is currently at 1.05. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.72
α | Alpha over Dow Jones | 0.03 | |
β | Beta against Dow Jones | 1.05 | |
σ | Overall volatility | 1.42 | |
Ir | Information ratio | 0.02 |
Bank Ozk Stock Return Volatility
Bank Ozk historical daily return volatility represents how much of Bank Ozk stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company has volatility of 1.4157% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7435% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
Risk-Adjusted Indicators
There is a big difference between Bank Stock performing well and Bank Ozk Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Bank Ozk's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| UBSI | 1.01 | 0.20 | 0.17 | 0.25 | 1.00 | 3.05 | 8.75 | |||
| HWC | 0.99 | 0.27 | 0.24 | 0.28 | 0.79 | 2.85 | 7.32 | |||
| IFS | 1.20 | 0.23 | 0.13 | 0.54 | 1.39 | 3.68 | 5.62 | |||
| AVAL | 1.49 | 0.22 | 0.10 | 0.40 | 1.86 | 4.40 | 12.07 | |||
| ABCB | 1.04 | 0.09 | 0.07 | 0.12 | 1.07 | 2.71 | 6.79 | |||
| HOMB | 0.95 | 0.06 | 0.05 | 0.11 | 1.14 | 2.23 | 6.91 | |||
| AX | 1.33 | 0.28 | 0.16 | 0.25 | 1.43 | 3.29 | 8.23 | |||
| FNB | 1.00 | 0.14 | 0.11 | 0.16 | 1.15 | 2.90 | 8.60 | |||
| VLY | 1.14 | 0.15 | 0.09 | 0.17 | 1.37 | 3.26 | 8.87 |
About Bank Ozk Volatility
Volatility is a rate at which the price of Bank Ozk or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Bank Ozk may increase or decrease. In other words, similar to Bank's beta indicator, it measures the risk of Bank Ozk and helps estimate the fluctuations that may happen in a short period of time. So if prices of Bank Ozk fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.| Last Reported | Projected for Next Year | ||
| Selling And Marketing Expenses | 8.6 M | 5.7 M | |
| Market Cap | 77.4 M | 59.1 M |
Bank Ozk's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Bank Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Bank Ozk's price varies over time.
3 ways to utilize Bank Ozk's volatility to invest better
Higher Bank Ozk's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Bank Ozk stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Bank Ozk stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Bank Ozk investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Bank Ozk's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Bank Ozk's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Bank Ozk Investment Opportunity
Bank Ozk has a volatility of 1.42 and is 1.92 times more volatile than Dow Jones Industrial. 12 percent of all equities and portfolios are less risky than Bank Ozk. You can use Bank Ozk to enhance the returns of your portfolios. The stock experiences a large bullish trend. Check odds of Bank Ozk to be traded at $53.33 in 90 days.Very poor diversification
The correlation between Bank Ozk and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Bank Ozk and DJI in the same portfolio, assuming nothing else is changed.
Bank Ozk Additional Risk Indicators
The analysis of Bank Ozk's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Bank Ozk's investment and either accepting that risk or mitigating it. Along with some common measures of Bank Ozk stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.0432 | |||
| Market Risk Adjusted Performance | 0.0702 | |||
| Mean Deviation | 1.04 | |||
| Semi Deviation | 1.24 | |||
| Downside Deviation | 1.35 | |||
| Coefficient Of Variation | 1883.08 | |||
| Standard Deviation | 1.38 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Bank Ozk Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Bank Ozk as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Bank Ozk's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Bank Ozk's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Bank Ozk.
When determining whether Bank Ozk is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Bank Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Bank Ozk Stock. Highlighted below are key reports to facilitate an investment decision about Bank Ozk Stock: Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Bank Ozk. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation. For more information on how to buy Bank Stock please use our How to buy in Bank Stock guide.You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
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. Anticipated expansion of Bank directly elevates investor willingness to pay premium valuations. The financial industry is built on trying to define current growth potential and future valuation accurately. Comprehensive Bank Ozk assessment requires weighing all these inputs, though not all factors influence outcomes equally.
Quarterly Earnings Growth (0.02) | Dividend Share 1.74 | Earnings Share 6.2 | Revenue Per Share | Quarterly Revenue Growth 0.04 |
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.
It's important to distinguish between Bank Ozk's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Bank Ozk should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Bank Ozk's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.