UBS Group (Brazil) Alpha and Beta Analysis
| UBSG34 Stock | BRL 187.38 3.84 2.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as UBS Group AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in UBS Group over a specified time horizon. Remember, high UBS 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 UBS Group's market risk premium analysis include:
Beta 0.0088 | Alpha 0.19 | Risk 1.49 | Sharpe Ratio 0.12 | Expected Return 0.17 |
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.
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UBS Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. UBS Group market risk premium is the additional return an investor will receive from holding UBS 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 UBS 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 UBS Group's performance over market.| α | 0.19 | β | 0.01 |
UBS 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 UBS Group's Buy-and-hold return. Our buy-and-hold chart shows how UBS Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.UBS Group Market Price Analysis
Market price analysis indicators help investors to evaluate how UBS Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UBS Group shares will generate the highest return on investment. By understating and applying UBS Group stock market price indicators, traders can identify UBS Group position entry and exit signals to maximize returns.
UBS Group Return and Market Media
The median price of UBS Group for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 184.32 with a coefficient of variation of 5.13. The daily time series for the period is distributed with a sample standard deviation of 9.37, arithmetic mean of 182.71, and mean deviation of 7.07. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About UBS 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 UBS or other stocks. Alpha measures the amount that position in UBS Group AG 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 UBS 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, UBS Group's short interest history, or implied volatility extrapolated from UBS Group options trading.
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Additional Information and Resources on Investing in UBS Stock
When determining whether UBS Group AG is a strong investment it is important to analyze UBS Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact UBS Group's future performance. For an informed investment choice regarding UBS Stock, refer to the following important reports:Check out UBS Group Backtesting, UBS Group Valuation, UBS Group Correlation, UBS Group Hype Analysis, UBS Group Volatility, UBS Group History and analyze UBS Group Performance. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
UBS Group 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.