Unitedhealth Group Incorporated Stock Alpha and Beta Analysis
| UNH Stock | USD 542.49 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 UnitedHealth Group Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in UnitedHealth Group over a specified time horizon. Remember, high UnitedHealth Group'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 UnitedHealth Group's market risk premium analysis include:
Beta 0.87 | Alpha (0.10) | Risk 2.28 | Sharpe Ratio (0.01) | Expected Return (0.01) |
UnitedHealth Group 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.
UnitedHealth |
UnitedHealth Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. UnitedHealth Group market risk premium is the additional return an investor will receive from holding UnitedHealth Group 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 UnitedHealth Group. 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 UnitedHealth Group's performance over market.| α | -0.1 | β | 0.87 |
UnitedHealth Group 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 UnitedHealth Group's Buy-and-hold return. Our buy-and-hold chart shows how UnitedHealth Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.UnitedHealth Group Market Price Analysis
Market price analysis indicators help investors to evaluate how UnitedHealth Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UnitedHealth Group shares will generate the highest return on investment. By understating and applying UnitedHealth Group stock market price indicators, traders can identify UnitedHealth Group position entry and exit signals to maximize returns.
UnitedHealth Group Return and Market Media
The median price of UnitedHealth Group for the period between Sun, Nov 3, 2024 and Sat, Feb 1, 2025 is 547.52 with a coefficient of variation of 7.03. The daily time series for the period is distributed with a sample standard deviation of 38.77, arithmetic mean of 551.87, and mean deviation of 33.64. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| UnitedHealth Group dividend paid on 17th of December 2024 | 12/17/2024 |
1 | UnitedHealth Group Stock Moves -0.43 percent What You Should Know | 12/30/2024 |
2 | Viral Tear It All Down Post Sparks Debate Over UnitedHealthcare Practices, Alleges Denial Of ICU Care For Comatose Patient | 01/02/2025 |
3 | Barclays newest indicator shows euphoria now at levels seen during tech bubble | 01/08/2025 |
4 | Fragasso Financial Advisors Inc Sells 1,418 Shares of UnitedHealth Group Incorporated | 01/13/2025 |
5 | Heres How Much You Would Have Made Owning UnitedHealth Group Stock In The Last 15 Years | 01/15/2025 |
6 | How major US stock indexes fared Thursday, 1162025 | 01/16/2025 |
7 | UnitedHealth Group Issues FY25 Earnings Guidance | 01/17/2025 |
8 | UnitedHealth Group Incorporated Shares Sold by Hantz Financial Services Inc. - MarketBeat | 01/29/2025 |
About UnitedHealth Group 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 UnitedHealth or other stocks. Alpha measures the amount that position in UnitedHealth Group 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.
| 2022 | 2024 | 2025 (projected) | Dividend Yield | 0.0121 | 0.016 | 0.0168 | Price To Sales Ratio | 1.54 | 1.17 | 1.18 |
UnitedHealth Group Upcoming Company Events
As portrayed in its financial statements, the presentation of UnitedHealth Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, UnitedHealth Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of UnitedHealth Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of UnitedHealth Group. Please utilize our Beneish M Score to check the likelihood of UnitedHealth Group's management manipulating its earnings.
| 12th of April 2024 Upcoming Quarterly Report | View | |
| 12th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 10th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out UnitedHealth Group Backtesting, UnitedHealth Group Valuation, UnitedHealth Group Correlation, UnitedHealth Group Hype Analysis, UnitedHealth Group Volatility, UnitedHealth Group History and analyze UnitedHealth Group Performance. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
UnitedHealth Group 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.