Ultrapar Participacoes Sa Stock Alpha and Beta Analysis
| UGP Stock | USD 2.80 0.08 2.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ultrapar Participacoes SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ultrapar Participacoes over a specified time horizon. Remember, high Ultrapar Participacoes' 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 Ultrapar Participacoes' market risk premium analysis include:
Beta 0.73 | Alpha (0.35) | Risk 2.93 | Sharpe Ratio (0.13) | Expected Return (0.39) |
Ultrapar Participacoes Quarterly Cash And Equivalents |
|
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.
Ultrapar |
Ultrapar Participacoes Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ultrapar Participacoes market risk premium is the additional return an investor will receive from holding Ultrapar Participacoes 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 Ultrapar Participacoes. 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 Ultrapar Participacoes' performance over market.| α | -0.35 | β | 0.73 |
Ultrapar Participacoes 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 Ultrapar Participacoes' Buy-and-hold return. Our buy-and-hold chart shows how Ultrapar Participacoes performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ultrapar Participacoes Market Price Analysis
Market price analysis indicators help investors to evaluate how Ultrapar Participacoes stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ultrapar Participacoes shares will generate the highest return on investment. By understating and applying Ultrapar Participacoes stock market price indicators, traders can identify Ultrapar Participacoes position entry and exit signals to maximize returns.
Ultrapar Participacoes Return and Market Media
The median price of Ultrapar Participacoes for the period between Fri, Nov 8, 2024 and Thu, Feb 6, 2025 is 2.93 with a coefficient of variation of 12.69. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 3.02, and mean deviation of 0.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Q3 2024 Ultrapar Participacoes SA Earnings Call Transcript | 11/15/2024 |
2 | Ultrapar Participaes Experiences Trading Drop Amid Analyst Adjustments | 11/19/2024 |
3 | Brazil stocks higher at close of trade Bovespa up 1.08 | 11/29/2024 |
4 | Private companies among Ultrapar Participaes S.A.s largest shareholders, saw gain in holdings value after stock jumped 3.4 percent last week | 12/11/2024 |
5 | Ultrapar upgraded at J.P. Morgan, citing strategic resilience and growth | 01/07/2025 |
6 | The Goldman Sachs Group Issues Pessimistic Forecast for Ultrapar Participaes Stock Price - MarketBeat | 01/17/2025 |
7 | Ultrapar Participaes Shares Gap Up - Whats Next - MarketBeat | 01/27/2025 |
About Ultrapar Participacoes 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 Ultrapar or other stocks. Alpha measures the amount that position in Ultrapar Participacoes 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 | 2024 (projected) | Dividend Yield | 0.0445 | 0.0464 | 0.0158 | Price To Sales Ratio | 0.14 | 0.0959 | 0.27 |
Ultrapar Participacoes Upcoming Company Events
As portrayed in its financial statements, the presentation of Ultrapar Participacoes' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ultrapar Participacoes' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ultrapar Participacoes' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ultrapar Participacoes. Please utilize our Beneish M Score to check the likelihood of Ultrapar Participacoes' management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Ultrapar Participacoes
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for Ultrapar Stock Analysis
When running Ultrapar Participacoes' price analysis, check to measure Ultrapar Participacoes' 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 Ultrapar Participacoes is operating at the current time. Most of Ultrapar Participacoes' value examination focuses on studying past and present price action to predict the probability of Ultrapar Participacoes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ultrapar Participacoes' price. Additionally, you may evaluate how the addition of Ultrapar Participacoes to your portfolios can decrease your overall portfolio volatility.