Universal Technical (Germany) Alpha and Beta Analysis
| UTI Stock | EUR 24.60 0.20 0.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Universal Technical Institute. It also helps investors analyze the systematic and unsystematic risks associated with investing in Universal Technical over a specified time horizon. Remember, high Universal Technical'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 Universal Technical's market risk premium analysis include:
Beta 0.69 | Alpha 0.73 | Risk 4.02 | Sharpe Ratio 0.21 | Expected Return 0.83 |
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.
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Universal Technical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Universal Technical market risk premium is the additional return an investor will receive from holding Universal Technical 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 Universal Technical. 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 Universal Technical's performance over market.| α | 0.73 | β | 0.69 |
Universal Technical 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 Universal Technical's Buy-and-hold return. Our buy-and-hold chart shows how Universal Technical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Universal Technical Market Price Analysis
Market price analysis indicators help investors to evaluate how Universal Technical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Universal Technical shares will generate the highest return on investment. By understating and applying Universal Technical stock market price indicators, traders can identify Universal Technical position entry and exit signals to maximize returns.
Universal Technical Return and Market Media
The median price of Universal Technical for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 15.2 with a coefficient of variation of 21.65. The daily time series for the period is distributed with a sample standard deviation of 3.73, arithmetic mean of 17.25, and mean deviation of 3.15. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Universal Technical 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 Universal or other stocks. Alpha measures the amount that position in Universal Technical 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 Universal Technical 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, Universal Technical's short interest history, or implied volatility extrapolated from Universal Technical options trading.
Build Portfolio with Universal Technical
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
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Additional Information and Resources on Investing in Universal Stock
When determining whether Universal Technical offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Universal Technical's 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 Universal Technical Institute Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Universal Technical Institute Stock:Check out Universal Technical Backtesting, Universal Technical Valuation, Universal Technical Correlation, Universal Technical Hype Analysis, Universal Technical Volatility, Universal Technical History and analyze Universal Technical Performance. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Universal Technical 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.