United Natural Foods Stock Alpha and Beta Analysis
| UNFI Stock | USD 24.95 1.34 5.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as United Natural Foods. It also helps investors analyze the systematic and unsystematic risks associated with investing in United Natural over a specified time horizon. Remember, high United Natural'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 United Natural's market risk premium analysis include:
Beta 0.87 | Alpha 0.86 | Risk 4.89 | Sharpe Ratio 0.2 | Expected Return 0.96 |
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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.
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United Natural Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. United Natural market risk premium is the additional return an investor will receive from holding United Natural 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 United Natural. 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 United Natural's performance over market.| α | 0.86 | β | 0.87 |
United Natural 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 United Natural's Buy-and-hold return. Our buy-and-hold chart shows how United Natural performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.United Natural Market Price Analysis
Market price analysis indicators help investors to evaluate how United Natural stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading United Natural shares will generate the highest return on investment. By understating and applying United Natural stock market price indicators, traders can identify United Natural position entry and exit signals to maximize returns.
United Natural Return and Market Media
The median price of United Natural for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 19.84 with a coefficient of variation of 15.64. The daily time series for the period is distributed with a sample standard deviation of 2.92, arithmetic mean of 18.69, and mean deviation of 2.67. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | United Natural Foods to Release Fiscal 2024 Fourth Quarter Results on October 1, 2024 | 09/11/2024 |
2 | Why United Natural Foods Stock Popped Today | 10/01/2024 |
3 | Disposition of 5643 shares by J Douglas of United Natural at 19.76 subject to Rule 16b-3 | 10/04/2024 |
4 | Disposition of 674 shares by Mahrukh Hussain of United Natural at 20.63 subject to Rule 16b-3 | 10/15/2024 |
5 | Disposition of 9050 shares by Danielle Benedict of United Natural at 22.1 subject to Rule 16b-3 | 10/17/2024 |
6 | UNFI workers in Sarasota, Fla., vote to unionize | 10/28/2024 |
7 | United Natural Down 2 percent Since Last Earnings Report Can It Rebound | 10/31/2024 |
8 | Conagra Brands Down 1.4 percent Since Last Earnings Report Can It Rebound | 11/01/2024 |
9 | Freshpets Q3 Earnings Top Estimates, Sales Rise 26 percent YY | 11/05/2024 |
10 | Insider Trading | 11/11/2024 |
11 | TEAMSTERS SECURE 1.3 MILLION IN BACK PAY FOR UNFI DRIVERS | 11/13/2024 |
12 | Post Holdings Q4 Earnings and Revenues Beat Estimates | 11/14/2024 |
13 | United Natural Foods Inc Stock Price Up 1.06 percent on Nov 19 | 11/19/2024 |
About United Natural 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 United or other stocks. Alpha measures the amount that position in United Natural Foods 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.
| 2011 | 2015 | 2020 | 2024 (projected) | Days Sales Outstanding | 21.16 | 15.16 | 11.23 | 14.94 | PTB Ratio | 1.64 | 0.93 | 0.53 | 1.31 |
United Natural Upcoming Company Events
As portrayed in its financial statements, the presentation of United Natural's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, United Natural's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of United Natural's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of United Natural. Please utilize our Beneish M Score to check the likelihood of United Natural's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 5th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 24th of September 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of July 2023 Last Financial Announcement | View |
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Check out United Natural Backtesting, United Natural Valuation, United Natural Correlation, United Natural Hype Analysis, United Natural Volatility, United Natural History and analyze United Natural Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
United Natural 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.