Unum Group Stock Alpha and Beta Analysis
| UNM Stock | USD 73.60 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Unum Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Unum over a specified time horizon. Remember, high Unum'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 Unum's market risk premium analysis include:
Beta 1.32 | Alpha 0.32 | Risk 1.63 | Sharpe Ratio 0.23 | Expected Return 0.37 |
Unum Quarterly Cash And Equivalents |
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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.
Unum |
Unum Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Unum market risk premium is the additional return an investor will receive from holding Unum 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 Unum. 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 Unum's performance over market.| α | 0.32 | β | 1.32 |
Unum 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 Unum's Buy-and-hold return. Our buy-and-hold chart shows how Unum performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Unum Market Price Analysis
Market price analysis indicators help investors to evaluate how Unum stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Unum shares will generate the highest return on investment. By understating and applying Unum stock market price indicators, traders can identify Unum position entry and exit signals to maximize returns.
Unum Return and Market Media
The median price of Unum for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 69.42 with a coefficient of variation of 9.54. The daily time series for the period is distributed with a sample standard deviation of 6.45, arithmetic mean of 67.56, and mean deviation of 5.98. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Unum Group Third Quarter 2024 Earnings EPS Beats Expectations | 10/31/2024 |
2 | Disposition of 3250 shares by Christopher Pyne of Unum at 70.0203 subject to Rule 16b-3 | 11/06/2024 |
| Unum dividend paid on 15th of November 2024 | 11/15/2024 |
3 | Disposition of 10000 shares by Timothy Arnold of Unum at 76.9199 subject to Rule 16b-3 | 11/27/2024 |
4 | Unum Group joins The Council for Disability Income Awareness | 12/03/2024 |
5 | Should Value Investors Buy Unum Group Stock | 12/10/2024 |
6 | Heres Why Unum is a Strong Value Stock | 12/11/2024 |
7 | Jefferies Financial Group Forecasts Strong Price Appreciation for Unum Group Stock | 12/12/2024 |
8 | Disposition of 2358 shares by Steven Zabel of Unum at 49.3 subject to Rule 16b-3 | 12/13/2024 |
9 | Geode Capital Management LLC Sells 71,254 Shares of Unum Group | 12/16/2024 |
10 | Franklin Resources Inc. Increases Stake in Unum Group | 12/19/2024 |
11 | UNIUM Price Reaches 9.45 on Major Exchanges | 12/24/2024 |
About Unum 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 Unum or other stocks. Alpha measures the amount that position in Unum 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0477 | 0.0309 | 0.0312 | 0.0164 | Price To Sales Ratio | 0.42 | 0.69 | 0.72 | 0.91 |
Unum Upcoming Company Events
As portrayed in its financial statements, the presentation of Unum's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Unum's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Unum's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Unum. Please utilize our Beneish M Score to check the likelihood of Unum's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 7th of May 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 |
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Unum 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.