Ubiquiti Networks Stock Alpha and Beta Analysis
| UI Stock | USD 358.48 12.76 3.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ubiquiti Networks. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ubiquiti Networks over a specified time horizon. Remember, high Ubiquiti Networks' 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 Ubiquiti Networks' market risk premium analysis include:
Beta 0.7 | Alpha 1.05 | Risk 3.09 | Sharpe Ratio 0.35 | Expected Return 1.09 |
Ubiquiti Networks Quarterly Cash And Equivalents |
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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.
Ubiquiti |
Ubiquiti Networks Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ubiquiti Networks market risk premium is the additional return an investor will receive from holding Ubiquiti Networks 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 Ubiquiti Networks. 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 Ubiquiti Networks' performance over market.| α | 1.05 | β | 0.70 |
Ubiquiti Networks 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 Ubiquiti Networks' Buy-and-hold return. Our buy-and-hold chart shows how Ubiquiti Networks performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ubiquiti Networks Market Price Analysis
Market price analysis indicators help investors to evaluate how Ubiquiti Networks stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ubiquiti Networks shares will generate the highest return on investment. By understating and applying Ubiquiti Networks stock market price indicators, traders can identify Ubiquiti Networks position entry and exit signals to maximize returns.
Ubiquiti Networks Return and Market Media
The median price of Ubiquiti Networks for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 232.72 with a coefficient of variation of 20.4. The daily time series for the period is distributed with a sample standard deviation of 49.76, arithmetic mean of 243.92, and mean deviation of 38.75. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Ubiquiti Networks dividend paid on 9th of September 2024 | 09/09/2024 |
1 | Will Growing Traction in Security Industry Propel MSIs Stock Growth | 09/24/2024 |
2 | Will KEYS Stock Gain From the Expansion of Semiconductor Portfolio | 10/09/2024 |
3 | Will the Legal Dispute With Arm Impact Qualcomms Share Performance | 10/24/2024 |
4 | Will the Acquisition of 3tc Software Propel MSIs Stock Growth | 11/05/2024 |
5 | Nokias Solutions to Boost Elisas Fiber Network Will the Stock Gain | 11/06/2024 |
6 | Ubiquiti Inc. Reports First Quarter Fiscal 2025 Financial Results | 11/08/2024 |
7 | Ubiquiti Has Announced A Dividend Of 0.60 | 11/11/2024 |
8 | Ubiquitis SWOT analysis stock faces margin pressures despite revenue growth | 11/13/2024 |
9 | Ubiquiti Inc Stock Price Up 3.64 percent on Nov 22 | 11/22/2024 |
About Ubiquiti Networks 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 Ubiquiti or other stocks. Alpha measures the amount that position in Ubiquiti Networks 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.009669 | 0.0137 | 0.0163 | 0.0171 | Price To Sales Ratio | 9.05 | 5.47 | 4.62 | 7.8 |
Ubiquiti Networks Upcoming Company Events
As portrayed in its financial statements, the presentation of Ubiquiti Networks' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ubiquiti Networks' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ubiquiti Networks' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ubiquiti Networks. Please utilize our Beneish M Score to check the likelihood of Ubiquiti Networks' management manipulating its earnings.
| 2nd of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 23rd of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Ubiquiti Networks
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Check out Ubiquiti Networks Backtesting, Ubiquiti Networks Valuation, Ubiquiti Networks Correlation, Ubiquiti Networks Hype Analysis, Ubiquiti Networks Volatility, Ubiquiti Networks History and analyze Ubiquiti Networks Performance. For more detail on how to invest in Ubiquiti Stock please use our How to Invest in Ubiquiti Networks guide.You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Ubiquiti Networks 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.