Utstarcom Holdings Corp Stock Alpha and Beta Analysis
| UTSI Stock | USD 2.89 0.04 1.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as UTStarcom Holdings Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in UTStarcom Holdings over a specified time horizon. Remember, high UTStarcom 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 UTStarcom Holdings' market risk premium analysis include:
Beta 0.52 | Alpha 0.14 | Risk 4.68 | Sharpe Ratio 0.0247 | Expected Return 0.12 |
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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.
UTStarcom |
UTStarcom Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. UTStarcom Holdings market risk premium is the additional return an investor will receive from holding UTStarcom 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 UTStarcom 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 UTStarcom Holdings' performance over market.| α | 0.14 | β | 0.52 |
UTStarcom Holdings 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 UTStarcom Holdings' Buy-and-hold return. Our buy-and-hold chart shows how UTStarcom Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.UTStarcom Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how UTStarcom Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UTStarcom Holdings shares will generate the highest return on investment. By understating and applying UTStarcom Holdings stock market price indicators, traders can identify UTStarcom Holdings position entry and exit signals to maximize returns.
UTStarcom Holdings Return and Market Media
The median price of UTStarcom Holdings for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 2.86 with a coefficient of variation of 5.47. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 2.83, and mean deviation of 0.12. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | UTStarcom Reports Unaudited Financial Results for First Half of 2024 | 09/05/2024 |
2 | Contrasting UTStarcom and Powerfleet | 10/04/2024 |
3 | StockNews.com Initiates Coverage on UTStarcom | 10/21/2024 |
4 | UTStarcom Holdings Corp. Short Interest Update | 10/28/2024 |
5 | Were Not Very Worried About UTStarcom Holdings Cash Burn Rate | 11/14/2024 |
About UTStarcom 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 UTStarcom or other stocks. Alpha measures the amount that position in UTStarcom Holdings Corp 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 631.67 | 312.43 | 211.91 | 124.24 | PTB Ratio | 0.46 | 0.56 | 0.61 | 0.58 |
UTStarcom Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of UTStarcom Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, UTStarcom Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of UTStarcom Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of UTStarcom Holdings. Please utilize our Beneish M Score to check the likelihood of UTStarcom Holdings' management manipulating its earnings.
| 22nd of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out UTStarcom Holdings Backtesting, UTStarcom Holdings Valuation, UTStarcom Holdings Correlation, UTStarcom Holdings Hype Analysis, UTStarcom Holdings Volatility, UTStarcom Holdings History and analyze UTStarcom Holdings Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
UTStarcom Holdings 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.