Umh Properties Stock Alpha and Beta Analysis
| UMH Stock | USD 18.70 0.19 1.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as UMH Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in UMH Properties over a specified time horizon. Remember, high UMH Properties' 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 UMH Properties' market risk premium analysis include:
Beta 0.43 | Alpha 0.009927 | Risk 1.32 | Sharpe Ratio 0.0197 | Expected Return 0.0259 |
UMH Properties 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.
UMH |
UMH Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. UMH Properties market risk premium is the additional return an investor will receive from holding UMH Properties 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 UMH Properties. 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 UMH Properties' performance over market.| α | 0.01 | β | 0.43 |
UMH Properties 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 UMH Properties' Buy-and-hold return. Our buy-and-hold chart shows how UMH Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.UMH Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how UMH Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UMH Properties shares will generate the highest return on investment. By understating and applying UMH Properties stock market price indicators, traders can identify UMH Properties position entry and exit signals to maximize returns.
UMH Properties Return and Market Media
The median price of UMH Properties for the period between Mon, Dec 30, 2024 and Sun, Mar 30, 2025 is 18.06 with a coefficient of variation of 2.14. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 18.15, and mean deviation of 0.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 15000 shares by Eugene Landy of UMH Properties at 18.9 subject to Rule 16b-3 | 01/02/2025 |
2 | UMH Properties Inc Announces Upcoming Financial Results Webcast and Conference Call | 01/16/2025 |
3 | Insider Trading | 01/31/2025 |
4 | UMH Properties Q4 2024 Earnings Preview | 02/25/2025 |
5 | UMH Properties Inc Reports Strong Financial Performance for 2024 | 02/26/2025 |
6 | UMH Q4 Earnings How Key Metrics Compare to Wall Street Estimates | 02/27/2025 |
7 | Q4 2024 UMH Properties Inc Earnings Call Transcript | 02/28/2025 |
8 | FY2025 EPS Estimates for UMH Properties Cut by B. Riley | 03/07/2025 |
9 | Acquisition by Angela Pruitt of 831 shares of UMH Properties at 18.2 subject to Rule 16b-3 | 03/13/2025 |
| UMH Properties dividend paid on 17th of March 2025 | 03/17/2025 |
10 | UMH Properties Inc Releases 2024 Annual Report | 03/21/2025 |
11 | Acquisition by Amy Butewicz of 1223 shares of UMH Properties at 18.3 subject to Rule 16b-3 | 03/25/2025 |
About UMH Properties 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 UMH or other stocks. Alpha measures the amount that position in UMH Properties 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.
| 2022 | 2023 | 2024 | 2025 (projected) | |
| Dividend Yield | 0.0745 | 0.0688 | 0.0559 | 0.0522 |
| Price To Sales Ratio | 4.47 | 4.33 | 5.82 | 6.11 |
UMH Properties Upcoming Company Events
As portrayed in its financial statements, the presentation of UMH Properties' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, UMH Properties' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of UMH Properties' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of UMH Properties. Please utilize our Beneish M Score to check the likelihood of UMH Properties' management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with UMH Properties
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 UMH Properties Backtesting, UMH Properties Valuation, UMH Properties Correlation, UMH Properties Hype Analysis, UMH Properties Volatility, UMH Properties History and analyze UMH Properties Performance. For more detail on how to invest in UMH Stock please use our How to Invest in UMH Properties guide.You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
UMH Properties 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.