Urban Outfitters (Germany) Alpha and Beta Analysis

UOF Stock  EUR 50.00  0.40  0.81%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Urban Outfitters. It also helps investors analyze the systematic and unsystematic risks associated with investing in Urban Outfitters over a specified time horizon. Remember, high Urban Outfitters' 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 Urban Outfitters' market risk premium analysis include:
Beta
0.18
Alpha
0.11
Risk
3.33
Sharpe Ratio
0.0224
Expected Return
0.0744
Please note that although Urban Outfitters alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Urban Outfitters did 0.11  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Urban Outfitters stock's relative risk over its benchmark. Urban Outfitters has a beta of 0.18  . As returns on the market increase, Urban Outfitters' returns are expected to increase less than the market. However, during the bear market, the loss of holding Urban Outfitters is expected to be smaller as well. .
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.
  
Check out Urban Outfitters Backtesting, Urban Outfitters Valuation, Urban Outfitters Correlation, Urban Outfitters Hype Analysis, Urban Outfitters Volatility, Urban Outfitters History and analyze Urban Outfitters Performance.
For more detail on how to invest in Urban Stock please use our How to Invest in Urban Outfitters guide.

Urban Outfitters Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Urban Outfitters market risk premium is the additional return an investor will receive from holding Urban Outfitters 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 Urban Outfitters. 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 Urban Outfitters' performance over market.
α0.11   β0.18

Urban Outfitters 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 Urban Outfitters' Buy-and-hold return. Our buy-and-hold chart shows how Urban Outfitters performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Urban Outfitters Market Price Analysis

Market price analysis indicators help investors to evaluate how Urban Outfitters stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Urban Outfitters shares will generate the highest return on investment. By understating and applying Urban Outfitters stock market price indicators, traders can identify Urban Outfitters position entry and exit signals to maximize returns.

Urban Outfitters Return and Market Media

The median price of Urban Outfitters for the period between Fri, Dec 13, 2024 and Thu, Mar 13, 2025 is 53.0 with a coefficient of variation of 5.03. The daily time series for the period is distributed with a sample standard deviation of 2.64, arithmetic mean of 52.6, and mean deviation of 2.08. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Urban Outfitters 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 Urban or other stocks. Alpha measures the amount that position in Urban Outfitters 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.
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 Urban Outfitters 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, Urban Outfitters' short interest history, or implied volatility extrapolated from Urban Outfitters options trading.

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Additional Information and Resources on Investing in Urban Stock

When determining whether Urban Outfitters offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Urban Outfitters' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Urban Outfitters Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Urban Outfitters Stock:
Check out Urban Outfitters Backtesting, Urban Outfitters Valuation, Urban Outfitters Correlation, Urban Outfitters Hype Analysis, Urban Outfitters Volatility, Urban Outfitters History and analyze Urban Outfitters Performance.
For more detail on how to invest in Urban Stock please use our How to Invest in Urban Outfitters guide.
You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Urban Outfitters 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.
A focus of Urban Outfitters technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Urban Outfitters trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...