Ugi Corporation Stock Alpha and Beta Analysis
| UGI Stock | USD 29.33 0.83 2.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as UGI Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in UGI over a specified time horizon. Remember, high UGI'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 UGI's market risk premium analysis include:
Beta 0.92 | Alpha 0.16 | Risk 2.29 | Sharpe Ratio 0.14 | Expected Return 0.33 |
UGI 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.
UGI |
UGI Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. UGI market risk premium is the additional return an investor will receive from holding UGI 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 UGI. 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 UGI's performance over market.| α | 0.16 | β | 0.92 |
UGI 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 UGI's Buy-and-hold return. Our buy-and-hold chart shows how UGI performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.UGI Market Price Analysis
Market price analysis indicators help investors to evaluate how UGI stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UGI shares will generate the highest return on investment. By understating and applying UGI stock market price indicators, traders can identify UGI position entry and exit signals to maximize returns.
UGI Return and Market Media
The median price of UGI for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 24.24 with a coefficient of variation of 3.1. The daily time series for the period is distributed with a sample standard deviation of 0.75, arithmetic mean of 24.3, and mean deviation of 0.51. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Seage Santiago of 16590 shares of UGI at 23.17 subject to Rule 16b-3 | 09/12/2024 |
2 | Are Investors Undervaluing UGI Right Now | 09/30/2024 |
| UGI dividend paid on 1st of October 2024 | 10/01/2024 |
3 | Acquisition by Dosch Ted A of 5670 shares of UGI at .81 subject to Rule 16b-3 | 10/08/2024 |
4 | Acquisition by Judy Zagorski of 5210 shares of UGI subject to Rule 16b-3 | 10/11/2024 |
5 | Acquisition by Robert Flexon of 87170 shares of UGI subject to Rule 16b-3 | 11/01/2024 |
6 | This Ultra-High-Yield Stock Is Dirt Cheap -- and Wall Street Thinks It Will Soar 32 percent Over the Next 12 Months | 11/06/2024 |
7 | Northwest Natural Reports Q3 Loss, Misses Revenue Estimates | 11/12/2024 |
8 | UGI FY 2024 Earnings Preview | 11/20/2024 |
9 | UGI declares 0.375 dividend | 11/21/2024 |
10 | UGI Corp Shares Up 9.56 percent on Nov 22 | 11/22/2024 |
About UGI 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 UGI or other stocks. Alpha measures the amount that position in UGI Corporation 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0436 | 0.0734 | 0.0736 | Price To Sales Ratio | 0.67 | 0.88 | 0.56 |
UGI Upcoming Company Events
As portrayed in its financial statements, the presentation of UGI's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, UGI's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of UGI's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of UGI. Please utilize our Beneish M Score to check the likelihood of UGI's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Check out UGI Backtesting, UGI Valuation, UGI Correlation, UGI Hype Analysis, UGI Volatility, UGI History and analyze UGI Performance. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
UGI 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.