Ufp Technologies Stock Alpha and Beta Analysis
| UFPT Stock | USD 217.74 7.89 3.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as UFP Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in UFP Technologies over a specified time horizon. Remember, high UFP Technologies' 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 UFP Technologies' market risk premium analysis include:
Beta (0.03) | Alpha 0.5 | Risk 3.24 | Sharpe Ratio 0.16 | Expected Return 0.51 |
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.
UFP |
UFP Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. UFP Technologies market risk premium is the additional return an investor will receive from holding UFP Technologies 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 UFP Technologies. 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 UFP Technologies' performance over market.| α | 0.50 | β | -0.03 |
UFP Technologies 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 UFP Technologies' Buy-and-hold return. Our buy-and-hold chart shows how UFP Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.UFP Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how UFP Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UFP Technologies shares will generate the highest return on investment. By understating and applying UFP Technologies stock market price indicators, traders can identify UFP Technologies position entry and exit signals to maximize returns.
UFP Technologies Return and Market Media
The median price of UFP Technologies for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 207.26 with a coefficient of variation of 13.88. The daily time series for the period is distributed with a sample standard deviation of 28.68, arithmetic mean of 206.6, and mean deviation of 24.13. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About UFP Technologies 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 UFP or other stocks. Alpha measures the amount that position in UFP Technologies 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.
UFP Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of UFP Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, UFP Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of UFP Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of UFP Technologies. Please utilize our Beneish M Score to check the likelihood of UFP Technologies' management manipulating its earnings.
| 5th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with UFP Technologies
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 UFP Technologies Backtesting, UFP Technologies Valuation, UFP Technologies Correlation, UFP Technologies Hype Analysis, UFP Technologies Volatility, UFP Technologies History and analyze UFP Technologies Performance. For more information on how to buy UFP Stock please use our How to Invest in UFP Technologies guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for UFP Stock analysis
When running UFP Technologies' price analysis, check to measure UFP Technologies' 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 UFP Technologies is operating at the current time. Most of UFP Technologies' value examination focuses on studying past and present price action to predict the probability of UFP Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UFP Technologies' price. Additionally, you may evaluate how the addition of UFP Technologies to your portfolios can decrease your overall portfolio volatility.
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories |
UFP Technologies 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.