Ubs Group Ag Stock Alpha and Beta Analysis
| UBS Stock | USD 31.74 0.09 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as UBS Group AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in UBS Group over a specified time horizon. Remember, high UBS Group'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 UBS Group's market risk premium analysis include:
Beta 1.31 | Alpha (0.04) | Risk 1.5 | Sharpe Ratio 0.0303 | Expected Return 0.0454 |
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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.
UBS |
UBS Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. UBS Group market risk premium is the additional return an investor will receive from holding UBS Group 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 UBS Group. 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 UBS Group's performance over market.| α | -0.04 | β | 1.31 |
UBS Group 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 UBS Group's Buy-and-hold return. Our buy-and-hold chart shows how UBS Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.UBS Group Market Price Analysis
Market price analysis indicators help investors to evaluate how UBS Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UBS Group shares will generate the highest return on investment. By understating and applying UBS Group stock market price indicators, traders can identify UBS Group position entry and exit signals to maximize returns.
UBS Group Return and Market Media
The median price of UBS Group for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 31.11 with a coefficient of variation of 3.65. The daily time series for the period is distributed with a sample standard deviation of 1.14, arithmetic mean of 31.1, and mean deviation of 0.91. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | One of HelloFreshs Most Bullish Analysts Is Back Following Rout | 11/01/2024 |
2 | Prediction Heres How Warren Buffett Will Invest If Donald Trump Beats Kamala Harris | 11/04/2024 |
3 | UBS Successfully Tests Blockchain-based Payment System for Efficient Cross-border Transactions | 11/07/2024 |
4 | Gold Prices Slide as US Dollar Rally Continues - MarketPulse | 11/11/2024 |
5 | Aspen Neuroscience Chief Financial Officer Kameel Farag to Present at UBS Global Healthcare Conference | 11/12/2024 |
6 | CVC-Backed FineToday to List on Tokyos Prime Market in December | 11/13/2024 |
7 | Weekly Analysts Ratings Changes for Northrop Grumman | 11/14/2024 |
8 | Just Eat Sees Best Week Since 2022 After Grubhub Fire Sale | 11/15/2024 |
9 | Dropbox to Present at the 2024 UBS Global Technology and AI Conference | 11/19/2024 |
About UBS Group 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 UBS or other stocks. Alpha measures the amount that position in UBS Group AG 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) | Dividend Yield | 0.0191 | 0.0262 | 0.0168 | 0.0251 | Price To Sales Ratio | 1.95 | 1.98 | 2.55 | 3.63 |
UBS Group Upcoming Company Events
As portrayed in its financial statements, the presentation of UBS Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, UBS Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of UBS Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of UBS Group. Please utilize our Beneish M Score to check the likelihood of UBS Group's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th 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 UBS Stock Analysis
When running UBS Group's price analysis, check to measure UBS Group's 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 UBS Group is operating at the current time. Most of UBS Group's value examination focuses on studying past and present price action to predict the probability of UBS Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UBS Group's price. Additionally, you may evaluate how the addition of UBS Group to your portfolios can decrease your overall portfolio volatility.