Uol Group Ltd Stock Alpha and Beta Analysis

UOLGY Stock  USD 16.72  0.19  1.12%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as UOL Group Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in UOL Group over a specified time horizon. Remember, high UOL Group'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 UOL Group's market risk premium analysis include:
Beta
0.4
Alpha
0.0939
Risk
1.78
Sharpe Ratio
0.0528
Expected Return
0.0941
Please note that although UOL Group alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, UOL Group did 0.09  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of UOL Group Ltd stock's relative risk over its benchmark. UOL Group has a beta of 0.40  . As returns on the market increase, UOL Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding UOL Group is expected to be smaller as well. .
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.
  
Check out UOL Group Backtesting, UOL Group Valuation, UOL Group Correlation, UOL Group Hype Analysis, UOL Group Volatility, UOL Group History and analyze UOL Group Performance.

UOL Group Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. UOL Group market risk premium is the additional return an investor will receive from holding UOL Group 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 UOL Group. 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 UOL Group's performance over market.
α0.09   β0.40

UOL Group 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 UOL Group's Buy-and-hold return. Our buy-and-hold chart shows how UOL Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

UOL Group Market Price Analysis

Market price analysis indicators help investors to evaluate how UOL Group pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UOL Group shares will generate the highest return on investment. By understating and applying UOL Group pink sheet market price indicators, traders can identify UOL Group position entry and exit signals to maximize returns.

UOL Group Return and Market Media

The median price of UOL Group for the period between Sat, Jul 13, 2024 and Fri, Oct 11, 2024 is 16.53 with a coefficient of variation of 3.7. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 16.59, and mean deviation of 0.53. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About UOL Group 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 UOL or other pink sheets. Alpha measures the amount that position in UOL Group 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards UOL Group in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, UOL Group's short interest history, or implied volatility extrapolated from UOL Group options trading.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for UOL Pink Sheet Analysis

When running UOL Group's price analysis, check to measure UOL Group'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 UOL Group is operating at the current time. Most of UOL Group's value examination focuses on studying past and present price action to predict the probability of UOL Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UOL Group's price. Additionally, you may evaluate how the addition of UOL Group to your portfolios can decrease your overall portfolio volatility.