Umb Financial Stock Alpha and Beta Analysis
| UMBF Stock | USD 80.20 0.53 0.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as UMB Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in UMB Financial over a specified time horizon. Remember, high UMB Financial'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 UMB Financial's market risk premium analysis include:
Beta 1.47 | Alpha (0.04) | Risk 1.7 | Sharpe Ratio (0.01) | Expected Return (0.02) |
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.
UMB |
UMB Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. UMB Financial market risk premium is the additional return an investor will receive from holding UMB Financial 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 UMB Financial. 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 UMB Financial's performance over market.| α | -0.04 | β | 1.47 |
UMB Financial 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 UMB Financial's Buy-and-hold return. Our buy-and-hold chart shows how UMB Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.UMB Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how UMB Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UMB Financial shares will generate the highest return on investment. By understating and applying UMB Financial stock market price indicators, traders can identify UMB Financial position entry and exit signals to maximize returns.
UMB Financial Return and Market Media
The median price of UMB Financial for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 80.93 with a coefficient of variation of 2.32. The daily time series for the period is distributed with a sample standard deviation of 1.89, arithmetic mean of 81.22, and mean deviation of 1.54. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | UMB Financial Corporation Q4 2023 Earnings Call Transcript | 02/01/2024 |
2 | Landmark Bancorp Taps Wendel as Next CEO | 03/04/2024 |
3 | Disposition of 2500 shares by James Rine of UMB Financial at 83.8301 subject to Rule 16b-3 | 03/05/2024 |
4 | Disposition of tradable shares by Kemper J Mariner of UMB Financial at 82.55 subject to Rule 16b-3 | 03/11/2024 |
5 | Disposition of 12 shares by Abigail Wendel of UMB Financial at 75.25 subject to Rule 16b-3 | 03/13/2024 |
6 | Have UMB Financial Insiders Been Selling Stock | 03/15/2024 |
7 | UMB Financial Co. Stock Holdings Increased by Teachers Retirement System of The State of Kentucky - Defense World | 03/21/2024 |
8 | Disposition of 100 shares by Kemper J Mariner of UMB Financial at 80.4 subject to Rule 16b-3 | 03/22/2024 |
9 | Disposition of 1450 shares by James Rine of UMB Financial subject to Rule 16b-3 | 03/28/2024 |
| UMB Financial dividend paid on 1st of April 2024 | 04/01/2024 |
11 | Bank with big St. Louis presence names new consumer banking president | 04/04/2024 |
12 | UMB Financial Price Target Raised to 88.00 at Wells Fargo Company - Defense World | 04/11/2024 |
13 | Disposition of 1788 shares by Kemper J Mariner of UMB Financial at 85.21 subject to Rule 16b-3 | 04/15/2024 |
14 | Strs Ohio Purchases 79,200 Shares of UMB Financial Co. - MarketBeat | 04/18/2024 |
About UMB Financial 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 UMB or other stocks. Alpha measures the amount that position in UMB Financial 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0183 | 0.0199 | Price To Sales Ratio | 1.7 | 2.57 |
UMB Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of UMB Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, UMB Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of UMB Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of UMB Financial. Please utilize our Beneish M Score to check the likelihood of UMB Financial's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 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 UMB Financial
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 UMB Financial Backtesting, UMB Financial Valuation, UMB Financial Correlation, UMB Financial Hype Analysis, UMB Financial Volatility, UMB Financial History and analyze UMB Financial Performance. For more detail on how to invest in UMB Stock please use our How to Invest in UMB Financial guide.Note that the UMB Financial information on this page should be used as a complementary analysis to other UMB Financial's 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 Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for UMB Stock analysis
When running UMB Financial's price analysis, check to measure UMB Financial'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 UMB Financial is operating at the current time. Most of UMB Financial's value examination focuses on studying past and present price action to predict the probability of UMB Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UMB Financial's price. Additionally, you may evaluate how the addition of UMB Financial to your portfolios can decrease your overall portfolio volatility.
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UMB Financial 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.