U Haul Holding Stock Alpha and Beta Analysis
| UHAL-B Stock | 62.44 0.89 1.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as U Haul Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in U-Haul Holding over a specified time horizon. Remember, high U-Haul Holding'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 U-Haul Holding's market risk premium analysis include:
Beta 0.69 | Alpha (0.20) | Risk 1.55 | Sharpe Ratio (0.06) | Expected Return (0.1) |
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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.
U-Haul |
U-Haul Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. U-Haul Holding market risk premium is the additional return an investor will receive from holding U-Haul Holding 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 U-Haul Holding. 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 U-Haul Holding's performance over market.| α | -0.2 | β | 0.69 |
U-Haul Holding 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 U-Haul Holding's Buy-and-hold return. Our buy-and-hold chart shows how U-Haul Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.U-Haul Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how U-Haul Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading U-Haul Holding shares will generate the highest return on investment. By understating and applying U-Haul Holding stock market price indicators, traders can identify U-Haul Holding position entry and exit signals to maximize returns.
U-Haul Holding Return and Market Media
The median price of U-Haul Holding for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 67.36 with a coefficient of variation of 4.61. The daily time series for the period is distributed with a sample standard deviation of 3.09, arithmetic mean of 67.1, and mean deviation of 2.35. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| U-Haul Holding dividend paid on 27th of September 2024 | 09/27/2024 |
1 | AMERCO Hits New 1-Year High Time to Buy | 10/16/2024 |
2 | There May Be Reason For Hope In U-Haul Holdings Disappointing Earnings - Yahoo Finance | 11/13/2024 |
3 | U-Haul Holding Co Among the Stocks in Billionaire David Abrams Portfolio | 11/26/2024 |
About U-Haul Holding 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 U-Haul or other stocks. Alpha measures the amount that position in U Haul Holding 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 | 0.002513 | 0.002883 | 0.00238 | 0.002261 | Price To Sales Ratio | 2.04 | 1.99 | 2.37 | 2.49 |
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 U-Haul Holding 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, U-Haul Holding's short interest history, or implied volatility extrapolated from U-Haul Holding options trading.
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Check out U-Haul Holding Backtesting, U-Haul Holding Valuation, U-Haul Holding Correlation, U-Haul Holding Hype Analysis, U-Haul Holding Volatility, U-Haul Holding History and analyze U-Haul Holding Performance. For information on how to trade U-Haul Stock refer to our How to Trade U-Haul Stock guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
U-Haul Holding 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.