Umpqua Holdings Alpha and Beta Analysis
| UMPQDelisted Stock | USD 17.66 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Umpqua Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Umpqua Holdings over a specified time horizon. Remember, high Umpqua Holdings' 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 Umpqua Holdings' market risk premium analysis include:
Beta (0.40) | Alpha (0.12) | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Umpqua |
Umpqua Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Umpqua Holdings market risk premium is the additional return an investor will receive from holding Umpqua Holdings 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 Umpqua Holdings. 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 Umpqua Holdings' performance over market.| α | -0.12 | β | -0.4 |
Umpqua Holdings Fundamentals Vs Peers
Comparing Umpqua Holdings' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Umpqua Holdings' direct or indirect competition across all of the common fundamentals between Umpqua Holdings and the related equities. This way, we can detect undervalued stocks with similar characteristics as Umpqua Holdings or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Umpqua Holdings' fundamental indicators could also be used in its relative valuation, which is a method of valuing Umpqua Holdings by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Umpqua Holdings to competition |
| Fundamentals | Umpqua Holdings | Peer Average |
| Return On Equity | 0.13 | -0.31 |
| Return On Asset | 0.0108 | -0.14 |
| Profit Margin | 0.28 % | (1.27) % |
| Operating Margin | 0.41 % | (5.51) % |
| Current Valuation | 1.83 B | 16.62 B |
| Shares Outstanding | 217.06 M | 571.82 M |
| Shares Owned By Insiders | 0.98 % | 10.09 % |
Umpqua Holdings Opportunities
Umpqua Holdings Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Umpqua Bank cuts more jobs from mortgage group | 01/27/2023 |
| Umpqua Holdings dividend paid on 6th of February 2023 | 02/06/2023 |
2 | Despite Umpqua Holdings Corporations recent decline, insiders have made a around US7.9k profit after buying earlier this year. | 02/22/2023 |
3 | UMPQUA HOLDINGS CORP MANAGEMENTS DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS - Marketscreener.com | 02/24/2023 |
4 | Umpqua CEO sees plenty of opportunity to grow in wake of deal closing | 03/01/2023 |
About Umpqua Holdings 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 Umpqua or other delisted stocks. Alpha measures the amount that position in Umpqua Holdings 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.
Umpqua Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Umpqua Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Umpqua Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Umpqua Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Umpqua Holdings. Please utilize our Beneish M Score to check the likelihood of Umpqua Holdings' management manipulating its earnings.
| 19th of April 2023 Upcoming Quarterly Report | View | |
| 19th of July 2023 Next Financial Report | View | |
| 31st of March 2023 Next Fiscal Quarter End | View | |
| 22nd of January 2024 Next Fiscal Year End | View | |
| 31st of December 2022 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Umpqua Holdings
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
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Other Consideration for investing in Umpqua Stock
If you are still planning to invest in Umpqua Holdings check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Umpqua Holdings' history and understand the potential risks before investing.
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