Unifi Inc Stock Alpha and Beta Analysis
| UFI Stock | USD 5.72 0.13 2.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Unifi Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Unifi over a specified time horizon. Remember, high Unifi'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 Unifi's market risk premium analysis include:
Beta 0.97 | Alpha 0.0109 | Risk 3.43 | Sharpe Ratio (0.12) | Expected Return (0.42) |
Unifi 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.
Unifi |
Unifi Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Unifi market risk premium is the additional return an investor will receive from holding Unifi 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 Unifi. 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 Unifi's performance over market.| α | 0.01 | β | 0.97 |
Unifi 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 Unifi's Buy-and-hold return. Our buy-and-hold chart shows how Unifi performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Unifi Market Price Analysis
Market price analysis indicators help investors to evaluate how Unifi stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Unifi shares will generate the highest return on investment. By understating and applying Unifi stock market price indicators, traders can identify Unifi position entry and exit signals to maximize returns.
Unifi Return and Market Media
The median price of Unifi for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 6.85 with a coefficient of variation of 8.18. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 6.69, and mean deviation of 0.43. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 9500 shares by Archibald Cox of Unifi subject to Rule 16b-3 | 09/06/2024 |
2 | Cotton Market to Grow by USD 7.86 Billion as Economic Growth and Livelihood Support Drive Demand, with AI Impacting Market Trends - Technavio | 09/23/2024 |
3 | Unifi Inc Q4 2024 Earnings Call Highlights Strong Sales Growth and Strategic Innovations | 10/09/2024 |
4 | Would Unifi Be Better Off With Less Debt | 10/15/2024 |
5 | Binance To Delist Multiple Tokens, Sparking Concerns Over Unifi Protocol | 10/25/2024 |
6 | Acquisition by Hongjun Ning of 16840 shares of Unifi subject to Rule 16b-3 | 10/28/2024 |
7 | Acquisition by Emma Battle of 7299 shares of Unifi subject to Rule 16b-3 | 10/29/2024 |
8 | Unifi GAAP EPS of -0.42 misses by 0.17, revenue of 147.37M misses by 0.64M | 10/30/2024 |
9 | Unifi sales and profitability up as it takes on new revolving credit | 10/31/2024 |
10 | Unifi Inc Q1 2025 Earnings Call Highlights Strong Brazil Growth and Strategic ... | 11/01/2024 |
11 | Disposition of 61 shares by Hongjun Ning of Unifi at 6.34 subject to Rule 16b-3 | 11/06/2024 |
12 | Renfro Brands Launches 100 percent Recycled Merrell Hiking Socks | 11/13/2024 |
13 | One Unifi Insider Raised Stake By 28 percent In Previous Year | 11/18/2024 |
About Unifi 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 Unifi or other stocks. Alpha measures the amount that position in Unifi Inc 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.
| 2010 | 2023 | 2024 (projected) | Dividend Yield | 0.0451 | 0.0298 | 0.0163 | Price To Sales Ratio | 0.23 | 0.18 | 0.17 |
Unifi Upcoming Company Events
As portrayed in its financial statements, the presentation of Unifi's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Unifi's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Unifi's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Unifi. Please utilize our Beneish M Score to check the likelihood of Unifi'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 | |
| 28th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Check out Unifi Backtesting, Unifi Valuation, Unifi Correlation, Unifi Hype Analysis, Unifi Volatility, Unifi History and analyze Unifi Performance. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Unifi 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.