Under Armour C Stock Alpha and Beta Analysis
| UA Stock | USD 6.52 0.07 1.06% |
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 0.0796 | Alpha (0.16) | Risk 2.15 | Sharpe Ratio (0.10) | Expected Return (0.22) |
Under Armour 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.
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 | -0.16 | β | 0.08 |
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 Thu, Feb 1, 2024 and Wed, May 1, 2024 is 7.4 with a coefficient of variation of 9.57. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 7.31, and mean deviation of 0.62. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 17402 shares by David Bergman of Under Armour subject to Rule 16b-3 | 02/15/2024 |
2 | Why Deion Sanders Rejected A Reported 750K Check And Signed With Nike Instead For Significantly Less Money In 1992 | 03/11/2024 |
3 | Under Armour, Curry Brand sign new athlete in multiyear deal | 03/18/2024 |
4 | Nike continues to dominate March Madness uniform sponsorships | 03/20/2024 |
5 | Acquisition by David Bergman of 107297 shares of Under Armour subject to Rule 16b-3 | 03/25/2024 |
6 | Acquisition by Douglas Coltharp of 5074 shares of Under Armour subject to Rule 16b-3 | 04/01/2024 |
7 | Leading National Massage Experience Squeeze Appoints Brian Boucher as Chief Operating Officer | 04/08/2024 |
8 | Under Armour executive Tchernavia Rocker to depart in June | 04/16/2024 |
9 | Data4Industry-X Bridging Industrial Data Ecosystems by Interfacing with OPC UA Protocol and using Eclipse Dataspace Components for a Sustainable Competitive Ind... | 04/22/2024 |
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 | 2024 (projected) | Days Sales Outstanding | 49.11 | 43.02 | 51.51 | PTB Ratio | 4.02 | 4.03 | 3.82 |
Under Armour Investors Sentiment
The influence of Under Armour's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Under. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Under Armour's public news can be used to forecast risks associated with an investment in Under. The trend in average sentiment can be used to explain how an investor holding Under can time the market purely based on public headlines and social activities around Under Armour C. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Under Armour's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Under Armour's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Under Armour's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Under Armour.
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.
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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. Note that the Under Armour C information on this page should be used as a complementary analysis to other Under Armour'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 Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Complementary Tools for Under Stock analysis
When running Under Armour's price analysis, check to measure Under Armour'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 Under Armour is operating at the current time. Most of Under Armour's value examination focuses on studying past and present price action to predict the probability of Under Armour's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Under Armour's price. Additionally, you may evaluate how the addition of Under Armour to your portfolios can decrease your overall portfolio volatility.
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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.