United Therapeutics Stock Alpha and Beta Analysis
| UTHR Stock | USD 235.31 3.53 1.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as United Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in United Therapeutics over a specified time horizon. Remember, high United Therapeutics' 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 United Therapeutics' market risk premium analysis include:
Beta (0.23) | Alpha 0.001127 | Risk 1.69 | Sharpe Ratio (0.04) | Expected Return (0.06) |
Enterprise Value |
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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.
United |
United Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. United Therapeutics market risk premium is the additional return an investor will receive from holding United Therapeutics 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 United Therapeutics. 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 United Therapeutics' performance over market.| α | 0 | β | -0.23 |
United Therapeutics 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 United Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how United Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.United Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how United Therapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading United Therapeutics shares will generate the highest return on investment. By understating and applying United Therapeutics stock market price indicators, traders can identify United Therapeutics position entry and exit signals to maximize returns.
United Therapeutics Return and Market Media
The median price of United Therapeutics for the period between Tue, Mar 19, 2024 and Thu, Apr 18, 2024 is 236.73 with a coefficient of variation of 2.08. The daily time series for the period is distributed with a sample standard deviation of 4.91, arithmetic mean of 235.88, and mean deviation of 3.7. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | FDA approves Merck lung disease drug acquired in 11B deal | 03/26/2024 |
2 | Disposition of 406 shares by Martine Rothblatt of United Therapeutics at 230.1366 subject to Rule 16b-3 | 04/01/2024 |
3 | Disposition of 1477 shares by Martine Rothblatt of United Therapeutics at 230.5177 subject to Rule 16b-3 | 04/02/2024 |
4 | Disposition of 206 shares by Paul Mahon of United Therapeutics at 234.0889 subject to Rule 16b-3 | 04/04/2024 |
5 | United Therapeutics chairperson and CEO sells over 6.9m in stock | 04/05/2024 |
6 | Disposition of 113 shares by Martine Rothblatt of United Therapeutics at 239.63 subject to Rule 16b-3 | 04/08/2024 |
7 | Disposition of 8006 shares by Martine Rothblatt of United Therapeutics at 237.5172 subject to Rule 16b-3 | 04/09/2024 |
8 | Disposition of 217 shares by Martine Rothblatt of United Therapeutics at 240.78 subject to Rule 16b-3 | 04/11/2024 |
9 | Disposition of 271 shares by Martine Rothblatt of United Therapeutics at 238.8881 subject to Rule 16b-3 | 04/12/2024 |
10 | Disposition of 3000 shares by Raymond Dwek of United Therapeutics at 235.08 subject to Rule 16b-3 | 04/15/2024 |
11 | Hundreds of more apartment units planned for downtown Manchester | 04/16/2024 |
About United Therapeutics 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 United or other stocks. Alpha measures the amount that position in United Therapeutics 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 | 2023 | 2024 (projected) | Dividend Yield | 0.007453 | 0.009523 | 0.008938 | Price To Sales Ratio | 5.76 | 4.42 | 4.2 |
United Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of United Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, United Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of United Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of United Therapeutics. Please utilize our Beneish M Score to check the likelihood of United Therapeutics' management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with United Therapeutics
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 United Therapeutics Backtesting, United Therapeutics Valuation, United Therapeutics Correlation, United Therapeutics Hype Analysis, United Therapeutics Volatility, United Therapeutics History and analyze United Therapeutics Performance. To learn how to invest in United Stock, please use our How to Invest in United Therapeutics guide.Note that the United Therapeutics information on this page should be used as a complementary analysis to other United Therapeutics' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for United Stock analysis
When running United Therapeutics' price analysis, check to measure United Therapeutics' 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 United Therapeutics is operating at the current time. Most of United Therapeutics' value examination focuses on studying past and present price action to predict the probability of United Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move United Therapeutics' price. Additionally, you may evaluate how the addition of United Therapeutics to your portfolios can decrease your overall portfolio volatility.
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United Therapeutics 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.