Union Pacific Stock Alpha and Beta Analysis
| UNP Stock | USD 229.81 0.58 0.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Union Pacific. It also helps investors analyze the systematic and unsystematic risks associated with investing in Union Pacific over a specified time horizon. Remember, high Union Pacific'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 Union Pacific's market risk premium analysis include:
Beta (0.19) | Alpha (0.08) | Risk 0.92 | Sharpe Ratio (0.08) | Expected Return (0.08) |
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.
Union |
Union Pacific Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Union Pacific market risk premium is the additional return an investor will receive from holding Union Pacific 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 Union Pacific. 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 Union Pacific's performance over market.| α | -0.08 | β | -0.19 |
Union Pacific 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 Union Pacific's Buy-and-hold return. Our buy-and-hold chart shows how Union Pacific performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Union Pacific Market Price Analysis
Market price analysis indicators help investors to evaluate how Union Pacific stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Union Pacific shares will generate the highest return on investment. By understating and applying Union Pacific stock market price indicators, traders can identify Union Pacific position entry and exit signals to maximize returns.
Union Pacific Return and Market Media
The median price of Union Pacific for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 245.37 with a coefficient of variation of 2.55. The daily time series for the period is distributed with a sample standard deviation of 6.24, arithmetic mean of 244.83, and mean deviation of 4.82. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Union Pacific 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 Union or other stocks. Alpha measures the amount that position in Union Pacific 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.
Union Pacific Upcoming Company Events
As portrayed in its financial statements, the presentation of Union Pacific's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Union Pacific's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Union Pacific's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Union Pacific. Please utilize our Beneish M Score to check the likelihood of Union Pacific's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 24th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Union Pacific
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 Union Pacific Backtesting, Union Pacific Valuation, Union Pacific Correlation, Union Pacific Hype Analysis, Union Pacific Volatility, Union Pacific History and analyze Union Pacific Performance. To learn how to invest in Union Stock, please use our How to Invest in Union Pacific guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for Union Stock analysis
When running Union Pacific's price analysis, check to measure Union Pacific's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Union Pacific is operating at the current time. Most of Union Pacific's value examination focuses on studying past and present price action to predict the probability of Union Pacific's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Union Pacific's price. Additionally, you may evaluate how the addition of Union Pacific to your portfolios can decrease your overall portfolio volatility.
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Union Pacific 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.