UFP Industries (Germany) Alpha and Beta Analysis
| UF3 Stock | EUR 108.20 2.15 1.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as UFP Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in UFP Industries over a specified time horizon. Remember, high UFP Industries' 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 UFP Industries' market risk premium analysis include:
Beta 1.45 | Alpha (0.15) | Risk 2 | Sharpe Ratio (0.05) | Expected Return (0.09) |
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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UFP Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. UFP Industries market risk premium is the additional return an investor will receive from holding UFP Industries 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 UFP Industries. 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 UFP Industries' performance over market.| α | -0.15 | β | 1.45 |
UFP Industries 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 UFP Industries' Buy-and-hold return. Our buy-and-hold chart shows how UFP Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.UFP Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how UFP Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UFP Industries shares will generate the highest return on investment. By understating and applying UFP Industries stock market price indicators, traders can identify UFP Industries position entry and exit signals to maximize returns.
UFP Industries Return and Market Media
The median price of UFP Industries for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 121.08 with a coefficient of variation of 4.24. The daily time series for the period is distributed with a sample standard deviation of 5.1, arithmetic mean of 120.36, and mean deviation of 4.2. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About UFP Industries 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 UFP or other stocks. Alpha measures the amount that position in UFP Industries 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 UFP Industries 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, UFP Industries' short interest history, or implied volatility extrapolated from UFP Industries options trading.
Build Portfolio with UFP Industries
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Additional Information and Resources on Investing in UFP Stock
When determining whether UFP Industries offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of UFP Industries' 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 Ufp Industries Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ufp Industries Stock:Check out UFP Industries Backtesting, UFP Industries Valuation, UFP Industries Correlation, UFP Industries Hype Analysis, UFP Industries Volatility, UFP Industries History and analyze UFP Industries Performance. For more detail on how to invest in UFP Stock please use our How to Invest in UFP Industries guide.You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
UFP Industries 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.