Under Armour C Stock Alpha and Beta Analysis
| UA Stock | USD 8.61 0.15 1.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Under Armour C. It also helps investors analyze the systematic and unsystematic risks associated with investing in Under Armour over a specified time horizon. Remember, high Under Armour'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 Under Armour's market risk premium analysis include:
Beta 0.47 | Alpha 0.17 | Risk 4.38 | Sharpe Ratio 0.063 | Expected Return 0.28 |
Under Armour 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.
Under |
Under Armour Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Under Armour market risk premium is the additional return an investor will receive from holding Under Armour 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 Under Armour. 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 Under Armour's performance over market.| α | 0.17 | β | 0.47 |
Under Armour 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 Under Armour's Buy-and-hold return. Our buy-and-hold chart shows how Under Armour performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Under Armour Market Price Analysis
Market price analysis indicators help investors to evaluate how Under Armour stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Under Armour shares will generate the highest return on investment. By understating and applying Under Armour stock market price indicators, traders can identify Under Armour position entry and exit signals to maximize returns.
Under Armour Return and Market Media
The median price of Under Armour for the period between Wed, Aug 14, 2024 and Tue, Nov 12, 2024 is 7.95 with a coefficient of variation of 6.72. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 7.93, and mean deviation of 0.37. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Stephanie Linnartz of 1288057 shares of Under Armour subject to Rule 16b-3 | 09/05/2024 |
2 | Shareholder Rights Advocates at Levi Korsinsky Investigate Under Armour, Inc. Regarding Possible Securities Fraud Violations | 09/12/2024 |
3 | The return of the swoosh Wichita State announces 5-year apparel deal with Nike | 10/07/2024 |
4 | Under Armour Stock Dips Amid Financial Concerns | 10/23/2024 |
5 | Online Fitness Course Market to Grow by USD 26.46 Billion from 2024-2028, Driven by Healthy Lifestyle Awareness and AI Redefining the Market Landscape- Technavi... | 10/24/2024 |
6 | Dimensional Fund Advisors LP Increases Stake in Under Armour Inc | 10/31/2024 |
7 | Why Fast-paced Mover Under Armour Is a Great Choice for Value Investors | 11/05/2024 |
8 | Under Armour Expected to Beat Earnings Estimates What to Know Ahead of Q2 Release | 11/06/2024 |
9 | Council pension settlement secured from Under Armour | 11/07/2024 |
10 | Under Armour stock target lifted, market perform on turnaround potential | 11/08/2024 |
11 | Under Armour Targets 50 percent Gross Margin with Strategic Enhancements | 11/11/2024 |
About Under Armour 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 Under or other stocks. Alpha measures the amount that position in Under Armour C 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.
| 2019 | 2020 | 2021 | 2023 (projected) | Days Sales Outstanding | 49.11 | 43.02 | 36.54 | 48.48 | PTB Ratio | 4.53 | 4.65 | 4.61 | 1.49 |
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 Under Armour 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, Under Armour's short interest history, or implied volatility extrapolated from Under Armour options trading.
Build Portfolio with Under Armour
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 Under Armour Backtesting, Under Armour Valuation, Under Armour Correlation, Under Armour Hype Analysis, Under Armour Volatility, Under Armour History and analyze Under Armour Performance. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Under Armour 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.