United Airlines Holdings Stock Alpha and Beta Analysis
| UAL Stock | USD 108.26 1.92 1.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as United Airlines Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in United Airlines over a specified time horizon. Remember, high United Airlines' 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 Airlines' market risk premium analysis include:
Beta (0.13) | Alpha 0.62 | Risk 2.49 | Sharpe Ratio 0.23 | Expected Return 0.57 |
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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 Airlines Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. United Airlines market risk premium is the additional return an investor will receive from holding United Airlines 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 Airlines. 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 Airlines' performance over market.| α | 0.62 | β | -0.13 |
United Airlines 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 Airlines' Buy-and-hold return. Our buy-and-hold chart shows how United Airlines performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.United Airlines Market Price Analysis
Market price analysis indicators help investors to evaluate how United Airlines 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 Airlines shares will generate the highest return on investment. By understating and applying United Airlines stock market price indicators, traders can identify United Airlines position entry and exit signals to maximize returns.
United Airlines Return and Market Media
The median price of United Airlines for the period between Thu, Oct 31, 2024 and Wed, Jan 29, 2025 is 96.35 with a coefficient of variation of 9.93. The daily time series for the period is distributed with a sample standard deviation of 9.43, arithmetic mean of 94.97, and mean deviation of 7.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | United Airlines Holdings Inc. From Sore to Soar | 01/03/2025 |
2 | Hidden Winners 3 Top Ranked Stocks to Buy Now | 01/13/2025 |
3 | Smith Anglin Financial LLC Sells 1,137 Shares of United Airlines Holdings, Inc. | 01/15/2025 |
4 | Alaska Air Group Earnings Expected to Grow What to Know Ahead of Next Weeks Release | 01/16/2025 |
5 | Should You Buy American Airlines Shares Ahead of its Q4 Earnings | 01/17/2025 |
6 | Market Today Netflix Surges on Record Subscriber Growth, Nvidia Tops Market Cap | 01/21/2025 |
7 | tru Independence LLC Has 5.80 Million Holdings in United Airlines Holdings, Inc. - MarketBeat | 01/27/2025 |
About United Airlines 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 Airlines 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.
| 2022 | 2023 | 2024 | 2025 (projected) | PTB Ratio | 1.78 | 1.47 | 1.32 | 1.49 | Price To Sales Ratio | 0.27 | 0.25 | 0.29 | 0.37 |
United Airlines Upcoming Company Events
As portrayed in its financial statements, the presentation of United Airlines' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, United Airlines' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of United Airlines' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of United Airlines. Please utilize our Beneish M Score to check the likelihood of United Airlines' management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 27th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out United Airlines Backtesting, United Airlines Valuation, United Airlines Correlation, United Airlines Hype Analysis, United Airlines Volatility, United Airlines History and analyze United Airlines Performance. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
United Airlines 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.