Universal Health (Germany) Alpha and Beta Analysis
| WY8 Stock | EUR 38.62 0.73 1.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Universal Health Realty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Universal Health over a specified time horizon. Remember, high Universal Health'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 Universal Health's market risk premium analysis include:
Beta 0.48 | Alpha (0.08) | Risk 1.73 | Sharpe Ratio (0.02) | Expected Return (0.03) |
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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Universal Health Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Universal Health market risk premium is the additional return an investor will receive from holding Universal Health 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 Universal Health. 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 Universal Health's performance over market.| α | -0.08 | β | 0.48 |
Universal Health 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 Universal Health's Buy-and-hold return. Our buy-and-hold chart shows how Universal Health performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Universal Health Market Price Analysis
Market price analysis indicators help investors to evaluate how Universal Health stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Universal Health shares will generate the highest return on investment. By understating and applying Universal Health stock market price indicators, traders can identify Universal Health position entry and exit signals to maximize returns.
Universal Health Return and Market Media
The median price of Universal Health for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 38.78 with a coefficient of variation of 3.66. The daily time series for the period is distributed with a sample standard deviation of 1.42, arithmetic mean of 38.81, and mean deviation of 1.12. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Universal Health 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 Universal or other stocks. Alpha measures the amount that position in Universal Health Realty 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 Universal Health 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, Universal Health's short interest history, or implied volatility extrapolated from Universal Health options trading.
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Additional Information and Resources on Investing in Universal Stock
When determining whether Universal Health Realty is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Universal Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Universal Health Realty Stock. Highlighted below are key reports to facilitate an investment decision about Universal Health Realty Stock:Check out Universal Health Backtesting, Universal Health Valuation, Universal Health Correlation, Universal Health Hype Analysis, Universal Health Volatility, Universal Health History and analyze Universal Health Performance. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Universal Health 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.