Upstart Holdings Stock Alpha and Beta Analysis
| UPST Stock | USD 78.43 0.08 0.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Upstart Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Upstart Holdings over a specified time horizon. Remember, high Upstart Holdings' 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 Upstart Holdings' market risk premium analysis include:
Beta 3.56 | Alpha 0.67 | Risk 7.22 | Sharpe Ratio 0.16 | Expected Return 1.18 |
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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.
Upstart |
Upstart Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Upstart Holdings market risk premium is the additional return an investor will receive from holding Upstart Holdings 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 Upstart Holdings. 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 Upstart Holdings' performance over market.| α | 0.67 | β | 3.56 |
Upstart Holdings 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 Upstart Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Upstart Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Upstart Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Upstart Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Upstart Holdings shares will generate the highest return on investment. By understating and applying Upstart Holdings stock market price indicators, traders can identify Upstart Holdings position entry and exit signals to maximize returns.
Upstart Holdings Return and Market Media
The median price of Upstart Holdings for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 47.24 with a coefficient of variation of 27.18. The daily time series for the period is distributed with a sample standard deviation of 13.59, arithmetic mean of 50.01, and mean deviation of 10.89. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 1500 shares by Datta Sanjay of Upstart Holdings at 34.85 subject to Rule 16b-3 | 09/09/2024 |
2 | Acquisition by Natalia Mirgorodskaya of 5000 shares of Upstart Holdings at 1.17 subject to Rule 16b-3 | 09/13/2024 |
3 | Disposition of 9000 shares by Scott Darling of Upstart Holdings at 45.0 subject to Rule 16b-3 | 11/01/2024 |
4 | Why Upstart Stock is Gaining Attention Today | 11/04/2024 |
5 | Traders Purchase Large Volume of Upstart Call Options | 11/08/2024 |
6 | Upstart to offer 425M of convertible senior notes | 11/12/2024 |
7 | Upstart Announces Pricing of Offering of 425,000,000 of 1.00 percent Convertible Senior Notes Due 2030 | 11/13/2024 |
8 | Disposition of 5000 shares by Paul Gu of Upstart Holdings at 1.17 subject to Rule 16b-3 | 11/15/2024 |
9 | Upstart Moves to Buy Rationale Behind the Upgrade | 11/18/2024 |
10 | DR Bank Chooses Upstarts Small-Dollar Loan Product to Expand Access to Credit | 11/19/2024 |
11 | Disposition of 408 shares by Natalia Mirgorodskaya of Upstart Holdings at 70.4859 subject to Rule 16b-3 | 11/20/2024 |
12 | Upstart Holdings CFO Sanjay Datta sells 1.3 million in stock | 11/22/2024 |
13 | Dont Ignore The Insider Selling In Upstart Holdings | 11/25/2024 |
About Upstart Holdings 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 Upstart or other stocks. Alpha measures the amount that position in Upstart Holdings 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) | PB Ratio | 14.64 | 1.63 | 5.39 | 10.6 | Capex To Depreciation | 2.0 | 1.7 | 0.0613 | 0.0583 |
Upstart Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Upstart Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Upstart Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Upstart Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Upstart Holdings. Please utilize our Beneish M Score to check the likelihood of Upstart Holdings' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of February 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 Upstart Stock Analysis
When running Upstart Holdings' price analysis, check to measure Upstart Holdings' 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 Upstart Holdings is operating at the current time. Most of Upstart Holdings' value examination focuses on studying past and present price action to predict the probability of Upstart Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Upstart Holdings' price. Additionally, you may evaluate how the addition of Upstart Holdings to your portfolios can decrease your overall portfolio volatility.