Unilever Plc Adr Stock Alpha and Beta Analysis
| UL Stock | USD 59.74 0.64 1.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Unilever PLC ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Unilever PLC over a specified time horizon. Remember, high Unilever PLC'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 Unilever PLC's market risk premium analysis include:
Beta (0.06) | Alpha (0.09) | Risk 0.96 | Sharpe Ratio (0.12) | Expected Return (0.11) |
Unilever PLC Quarterly Cash And Equivalents |
|
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.
Unilever |
Unilever PLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Unilever PLC market risk premium is the additional return an investor will receive from holding Unilever PLC 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 Unilever PLC. 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 Unilever PLC's performance over market.| α | -0.09 | β | -0.06 |
Unilever PLC 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 Unilever PLC's Buy-and-hold return. Our buy-and-hold chart shows how Unilever PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Unilever PLC Market Price Analysis
Market price analysis indicators help investors to evaluate how Unilever PLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Unilever PLC shares will generate the highest return on investment. By understating and applying Unilever PLC stock market price indicators, traders can identify Unilever PLC position entry and exit signals to maximize returns.
Unilever PLC Return and Market Media
The median price of Unilever PLC for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 62.39 with a coefficient of variation of 4.01. The daily time series for the period is distributed with a sample standard deviation of 2.48, arithmetic mean of 61.96, and mean deviation of 2.08. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Unilever PLC dividend paid on 6th of September 2024 | 09/06/2024 |
1 | Netlify Named a Visionary in 2024 Gartner Magic Quadrant for Cloud Application Platforms | 11/08/2024 |
2 | Ben Jerrys sues Unilever, saying parent company censored it over Gaza | 11/14/2024 |
3 | Elon Musks X Sues Twitch Alleges Conspired Boycott of X | 11/19/2024 |
4 | Unilever Considers Spinning Off Ice Cream Division Amidst Private Equity Disinterest | 11/20/2024 |
5 | Introducing the NEW Dove Crme Serum Collection | 11/21/2024 |
6 | Procter Gamble doubles down on Chinas TikTok to reverse sales slump | 11/22/2024 |
7 | Unilever stock target revised downward TD Cowen cites potential in focused market strategy | 11/25/2024 |
8 | Baby Oral Care Products Market Global Forecasts and Company Analysis 2024-2032, Featuring Church Dwight, Colgate-Palmolive, Johnson Johnson, PG, Pigeon, Unileve... | 11/27/2024 |
About Unilever PLC 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 Unilever or other stocks. Alpha measures the amount that position in Unilever PLC ADR 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 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0368 | 0.036 | 0.0393 | 0.0395 | Price To Sales Ratio | 2.32 | 2.0 | 1.86 | 1.17 |
Unilever PLC Upcoming Company Events
As portrayed in its financial statements, the presentation of Unilever PLC's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Unilever PLC's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Unilever PLC's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Unilever PLC. Please utilize our Beneish M Score to check the likelihood of Unilever PLC's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th 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 Unilever PLC
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 Unilever PLC Backtesting, Unilever PLC Valuation, Unilever PLC Correlation, Unilever PLC Hype Analysis, Unilever PLC Volatility, Unilever PLC History and analyze Unilever PLC Performance. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Unilever PLC 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.