Utstarcom Holdings Corp Stock Alpha and Beta Analysis
| UTSI Stock | USD 2.63 0.03 1.13% |
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 0.0839 | Alpha (0.14) | Risk 3.98 | Sharpe Ratio (0.02) | Expected Return (0.08) |
Enterprise Value |
|
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 | 0.08 |
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, Jan 20, 2024 and Fri, Apr 19, 2024 is 2.74 with a coefficient of variation of 5.89. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 2.77, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | UTStarcom Research Coverage Started at StockNews.com | 02/07/2024 |
2 | UTStarcom Earns Sell Rating from Analysts at StockNews.com - Defense World | 03/15/2024 |
3 | Acquisition by Shah Capital Management of 47200 shares of UTStarcom Holdings at 2.597 subject to Rule 16b-3 | 03/19/2024 |
4 | UTStarcom Announces Changes to Its Board of Directors | 03/26/2024 |
5 | UTStarcom Now Covered by Analysts at StockNews.com - Defense World | 04/15/2024 |
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.
| 2023 | 2024 (projected) | Dividend Yield | 6.14E-4 | 5.83E-4 | Price To Sales Ratio | 1.99 | 1.58 |
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 |
Build Portfolio with UTStarcom Holdings
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 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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for UTStarcom Stock analysis
When running UTStarcom Holdings' price analysis, check to measure UTStarcom Holdings' 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 UTStarcom Holdings is operating at the current time. Most of UTStarcom Holdings' value examination focuses on studying past and present price action to predict the probability of UTStarcom Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UTStarcom Holdings' price. Additionally, you may evaluate how the addition of UTStarcom Holdings to your portfolios can decrease your overall portfolio volatility.
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| AI Investment Finder Use AI to screen and filter profitable investment opportunities | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins |
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.