UMH Properties (Israel) Alpha and Beta Analysis
| UMH Stock | 7,022 143.00 2.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as UMH Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in UMH Properties over a specified time horizon. Remember, high UMH Properties' 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 UMH Properties' market risk premium analysis include:
Beta (0.80) | Alpha 0.23 | Risk 2.66 | Sharpe Ratio 0.0585 | Expected Return 0.16 |
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.
UMH |
UMH Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. UMH Properties market risk premium is the additional return an investor will receive from holding UMH Properties 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 UMH Properties. 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 UMH Properties' performance over market.| α | 0.23 | β | -0.8 |
UMH Properties 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 UMH Properties' Buy-and-hold return. Our buy-and-hold chart shows how UMH Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.UMH Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how UMH Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UMH Properties shares will generate the highest return on investment. By understating and applying UMH Properties stock market price indicators, traders can identify UMH Properties position entry and exit signals to maximize returns.
UMH Properties Return and Market Media
Price Growth (%) |
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About UMH Properties 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 UMH or other stocks. Alpha measures the amount that position in UMH Properties 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 UMH Properties 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, UMH Properties' short interest history, or implied volatility extrapolated from UMH Properties options trading.
Build Portfolio with UMH Properties
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Additional Information and Resources on Investing in UMH Stock
When determining whether UMH Properties offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of UMH Properties' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Umh Properties Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Umh Properties Stock:Check out UMH Properties Backtesting, UMH Properties Valuation, UMH Properties Correlation, UMH Properties Hype Analysis, UMH Properties Volatility, UMH Properties History and analyze UMH Properties Performance. For information on how to trade UMH Stock refer to our How to Trade UMH Stock guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
UMH Properties 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.