Unite Group (UK) Alpha and Beta Analysis
| UTG Stock | 873.00 8.00 0.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Unite Group PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Unite Group over a specified time horizon. Remember, high Unite 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 Unite Group's market risk premium analysis include:
Beta 0.17 | Alpha (0.16) | Risk 1.08 | Sharpe Ratio (0.12) | Expected Return (0.13) |
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.
Unite |
Unite Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Unite Group market risk premium is the additional return an investor will receive from holding Unite 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 Unite 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 Unite Group's performance over market.| α | -0.16 | β | 0.17 |
Unite 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 Unite Group's Buy-and-hold return. Our buy-and-hold chart shows how Unite Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Unite Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Unite 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 Unite Group shares will generate the highest return on investment. By understating and applying Unite Group stock market price indicators, traders can identify Unite Group position entry and exit signals to maximize returns.
Unite Group Return and Market Media
The median price of Unite Group for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 923.0 with a coefficient of variation of 4.41. The daily time series for the period is distributed with a sample standard deviation of 40.44, arithmetic mean of 917.22, and mean deviation of 33.48. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Unite Group dividend paid on 1st of November 2024 | 11/01/2024 |
1 | Unite Group Reaches New 12-Month Low - Should You Sell - MarketBeat | 11/21/2024 |
About Unite 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 Unite or other stocks. Alpha measures the amount that position in Unite Group PLC 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 Unite Group 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, Unite Group's short interest history, or implied volatility extrapolated from Unite Group options trading.
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Other Information on Investing in Unite Stock
Unite Group financial ratios help investors to determine whether Unite Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Unite with respect to the benefits of owning Unite Group security.