Ulta Beauty Stock Alpha and Beta Analysis
| ULTA Stock | USD 338.38 0.40 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ulta Beauty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ulta Beauty over a specified time horizon. Remember, high Ulta Beauty'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 Ulta Beauty's market risk premium analysis include:
Beta 0.51 | Alpha (0.21) | Risk 1.76 | Sharpe Ratio (0.07) | Expected Return (0.13) |
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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.
Ulta |
Ulta Beauty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ulta Beauty market risk premium is the additional return an investor will receive from holding Ulta Beauty 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 Ulta Beauty. 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 Ulta Beauty's performance over market.| α | -0.21 | β | 0.51 |
Ulta Beauty 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 Ulta Beauty's Buy-and-hold return. Our buy-and-hold chart shows how Ulta Beauty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ulta Beauty Market Price Analysis
Market price analysis indicators help investors to evaluate how Ulta Beauty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ulta Beauty shares will generate the highest return on investment. By understating and applying Ulta Beauty stock market price indicators, traders can identify Ulta Beauty position entry and exit signals to maximize returns.
Ulta Beauty Return and Market Media
The median price of Ulta Beauty for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 373.5 with a coefficient of variation of 4.13. The daily time series for the period is distributed with a sample standard deviation of 15.5, arithmetic mean of 375.09, and mean deviation of 11.71. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Decoding Ulta Beautys Options Activity Whats the Big Picture | 09/30/2024 |
2 | Ulta Beauty Fights Back Amid Economic Slowdown 3 Billion Buyback and Aggressive Expansion Plans | 10/16/2024 |
3 | Holiday Discount Shopping | 10/23/2024 |
4 | Contest Guess Which Stocks Buffett Bought in the 3rd Quarter | 11/11/2024 |
5 | JPMorgan maintains ULTA stock overweight | 11/12/2024 |
6 | Geneva Capital Management LLC Decreases Holdings in Ulta Beauty, Inc. | 11/13/2024 |
7 | Stocks making the biggest moves midday Palantir, Moderna, Ulta Beauty, Alibaba and more | 11/15/2024 |
8 | Ulta Beauty Inc Trading Down 3.24 percent on Nov 19 | 11/19/2024 |
9 | Ulta Beauty to Report Third Quarter Fiscal 2024 Results on December 5, 2024 | 11/21/2024 |
10 | Warren Buffett Claims To Not Time The Market, But His Cash Horde Tells A Different Story | 11/22/2024 |
About Ulta Beauty 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 Ulta or other stocks. Alpha measures the amount that position in Ulta Beauty 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 | 2024 (projected) | Dividend Yield | 0.31 | 0.0111 | Price To Sales Ratio | 2.05 | 2.62 |
Ulta Beauty Upcoming Company Events
As portrayed in its financial statements, the presentation of Ulta Beauty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ulta Beauty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ulta Beauty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ulta Beauty. Please utilize our Beneish M Score to check the likelihood of Ulta Beauty's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 23rd of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 14th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Align your risk with return expectations
Check out Ulta Beauty Backtesting, Ulta Beauty Valuation, Ulta Beauty Correlation, Ulta Beauty Hype Analysis, Ulta Beauty Volatility, Ulta Beauty History and analyze Ulta Beauty Performance. For information on how to trade Ulta Stock refer to our How to Trade Ulta Stock guide.You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Ulta Beauty 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.