Union Bank (Philippines) Alpha and Beta Analysis
| UBP Stock | 36.90 0.35 0.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Union Bank of. It also helps investors analyze the systematic and unsystematic risks associated with investing in Union Bank over a specified time horizon. Remember, high Union Bank'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 Union Bank's market risk premium analysis include:
Beta 0.28 | Alpha 0.0812 | Risk 1.87 | Sharpe Ratio 0.0655 | Expected Return 0.12 |
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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Union Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Union Bank market risk premium is the additional return an investor will receive from holding Union Bank 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 Union Bank. 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 Union Bank's performance over market.| α | 0.08 | β | 0.28 |
Union Bank 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 Union Bank's Buy-and-hold return. Our buy-and-hold chart shows how Union Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Union Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how Union Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Union Bank shares will generate the highest return on investment. By understating and applying Union Bank stock market price indicators, traders can identify Union Bank position entry and exit signals to maximize returns.
Union Bank Return and Market Media
The median price of Union Bank for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 37.5 with a coefficient of variation of 6.88. The daily time series for the period is distributed with a sample standard deviation of 2.59, arithmetic mean of 37.63, and mean deviation of 2.11. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Union Bank 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 Union or other stocks. Alpha measures the amount that position in Union Bank 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Union Bank in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Union Bank's short interest history, or implied volatility extrapolated from Union Bank options trading.
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Other Information on Investing in Union Stock
Union Bank financial ratios help investors to determine whether Union Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Union with respect to the benefits of owning Union Bank security.