Ulta Beauty (Germany) Alpha and Beta Analysis
| 34U Stock | EUR 405.10 2.30 0.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ulta Beauty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ulta Beauty over a specified time horizon. Remember, high Ulta Beauty'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 Ulta Beauty's market risk premium analysis include:
Beta 0.75 | Alpha 0.17 | Risk 2.52 | Sharpe Ratio 0.0999 | Expected Return 0.25 |
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.
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Ulta Beauty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ulta Beauty market risk premium is the additional return an investor will receive from holding Ulta Beauty 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 Ulta Beauty. 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 Ulta Beauty's performance over market.| α | 0.17 | β | 0.75 |
Ulta Beauty 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 Ulta Beauty's Buy-and-hold return. Our buy-and-hold chart shows how Ulta Beauty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ulta Beauty Market Price Analysis
Market price analysis indicators help investors to evaluate how Ulta Beauty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ulta Beauty shares will generate the highest return on investment. By understating and applying Ulta Beauty stock market price indicators, traders can identify Ulta Beauty position entry and exit signals to maximize returns.
Ulta Beauty Return and Market Media
The median price of Ulta Beauty for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 350.0 with a coefficient of variation of 7.15. The daily time series for the period is distributed with a sample standard deviation of 25.49, arithmetic mean of 356.42, and mean deviation of 19.86. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ulta Beauty 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 Ulta or other stocks. Alpha measures the amount that position in Ulta Beauty 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 Ulta Beauty 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, Ulta Beauty's short interest history, or implied volatility extrapolated from Ulta Beauty options trading.
Build Portfolio with Ulta Beauty
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
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Additional Information and Resources on Investing in Ulta Stock
When determining whether Ulta Beauty offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Ulta Beauty's 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 Ulta Beauty Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ulta Beauty Stock:Check out Ulta Beauty Backtesting, Ulta Beauty Valuation, Ulta Beauty Correlation, Ulta Beauty Hype Analysis, Ulta Beauty Volatility, Ulta Beauty History and analyze Ulta Beauty Performance. For more detail on how to invest in Ulta Stock please use our How to Invest in Ulta Beauty guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Ulta Beauty 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.