Universal Stainless Alloy Stock Alpha and Beta Analysis
| USAP Stock | USD 44.34 0.07 0.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Universal Stainless Alloy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Universal Stainless over a specified time horizon. Remember, high Universal Stainless' 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 Universal Stainless' market risk premium analysis include:
Beta 1.52 | Alpha (0) | Risk 2.66 | Sharpe Ratio 0.0396 | Expected Return 0.11 |
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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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Universal Stainless Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Universal Stainless market risk premium is the additional return an investor will receive from holding Universal Stainless 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 Universal Stainless. 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 Universal Stainless' performance over market.| α | -0.0035 | β | 1.52 |
Universal Stainless 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 Universal Stainless' Buy-and-hold return. Our buy-and-hold chart shows how Universal Stainless performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Universal Stainless Market Price Analysis
Market price analysis indicators help investors to evaluate how Universal Stainless stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Universal Stainless shares will generate the highest return on investment. By understating and applying Universal Stainless stock market price indicators, traders can identify Universal Stainless position entry and exit signals to maximize returns.
Universal Stainless Return and Market Media
The median price of Universal Stainless for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 42.12 with a coefficient of variation of 6.81. The daily time series for the period is distributed with a sample standard deviation of 2.8, arithmetic mean of 41.16, and mean deviation of 2.5. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Ayers Christopher L of 2500 shares of Universal Stainless at 32.03 subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by Kornblatt M. David of 2500 shares of Universal Stainless at 32.03 subject to Rule 16b-3 | 09/04/2024 |
3 | Small-cap stocks have climbed recently. Here are the ones most poised for further upside | 09/16/2024 |
4 | Disposition of 2241 shares by Ayers Christopher L of Universal Stainless at 33.63 subject to Rule 16b-3 | 10/04/2024 |
5 | Universal Stainless Signs Definitive Agreement to be Acquired by Aperam for 45.00 Per Share in All-Cash Transaction | 10/17/2024 |
6 | Luxembourg company to purchase Universal Stainless and Alloy Products - Pennsylvania Business Report | 10/21/2024 |
7 | Universal Stainless Alloy Products GAAP EPS of 1.11, revenue of 87.3M | 10/30/2024 |
8 | Exploring Undiscovered Gems in the US This November 2024 | 11/04/2024 |
9 | Acquisition by Graham McIntosh of 5000 shares of Universal Stainless at 26.14 subject to Rule 16b-3 | 11/06/2024 |
10 | U.S. Anesthesia Partners Completes Another Successful USAP Cares Week with Volunteer Efforts Across the Nation | 11/12/2024 |
11 | Acquisition by Ayers Christopher L of 500 shares of Universal Stainless at 8. subject to Rule 16b-3 | 11/15/2024 |
12 | Disposition of 14500 shares by Dennis Oates of Universal Stainless at 26.14 subject to Rule 16b-3 | 11/19/2024 |
13 | Witnessing An Insider Decision, DENNIS OATES Exercises Options Valued At 251K At Universal Stainless - Benzinga | 11/21/2024 |
About Universal Stainless 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 Universal or other stocks. Alpha measures the amount that position in Universal Stainless Alloy 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 | 2024 (projected) | Days Sales Outstanding | 49.6 | 64.21 | PTB Ratio | 0.31 | 1.21 |
Universal Stainless Upcoming Company Events
As portrayed in its financial statements, the presentation of Universal Stainless' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Universal Stainless' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Universal Stainless' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Universal Stainless. Please utilize our Beneish M Score to check the likelihood of Universal Stainless' management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Universal Stock Analysis
When running Universal Stainless' price analysis, check to measure Universal Stainless' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Universal Stainless is operating at the current time. Most of Universal Stainless' value examination focuses on studying past and present price action to predict the probability of Universal Stainless' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Universal Stainless' price. Additionally, you may evaluate how the addition of Universal Stainless to your portfolios can decrease your overall portfolio volatility.