Universal Logistics Holdings Stock Alpha and Beta Analysis
| ULH Stock | USD 51.23 0.06 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Universal Logistics Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Universal Logistics over a specified time horizon. Remember, high Universal Logistics' 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 Universal Logistics' market risk premium analysis include:
Beta 2.36 | Alpha 0.11 | Risk 3.16 | Sharpe Ratio 0.12 | Expected Return 0.37 |
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.
Universal |
Universal Logistics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Universal Logistics market risk premium is the additional return an investor will receive from holding Universal Logistics 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 Universal Logistics. 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 Universal Logistics' performance over market.| α | 0.11 | β | 2.36 |
Universal Logistics 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 Universal Logistics' Buy-and-hold return. Our buy-and-hold chart shows how Universal Logistics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Universal Logistics Market Price Analysis
Market price analysis indicators help investors to evaluate how Universal Logistics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Universal Logistics shares will generate the highest return on investment. By understating and applying Universal Logistics stock market price indicators, traders can identify Universal Logistics position entry and exit signals to maximize returns.
Universal Logistics Return and Market Media
The median price of Universal Logistics for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 43.27 with a coefficient of variation of 8.27. The daily time series for the period is distributed with a sample standard deviation of 3.68, arithmetic mean of 44.52, and mean deviation of 2.97. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Universal Logistics dividend paid on 1st of October 2024 | 10/01/2024 |
2 | Universal Logistics Holdings Inc Trading 3.35 percent Higher on Oct 4 | 10/04/2024 |
3 | Universal Logistics Holdings Inc Shares Down 3.16 percent on Oct 18 | 10/18/2024 |
4 | Universal Logistics Misses Q3 Sales Targets | 10/24/2024 |
5 | Universal Logistics misses on Q3 EPS and revenue forecasts | 10/25/2024 |
6 | Three Undiscovered Gems With Strong Fundamentals | 11/01/2024 |
7 | Transportation and Logistics Stocks Q3 Recap Benchmarking Union Pacific | 11/27/2024 |
About Universal Logistics 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 Universal or other stocks. Alpha measures the amount that position in Universal Logistics 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.
| 2021 | 2022 (projected) | Dividend Yield | 0.0223 | 0.0158 | Price To Sales Ratio | 0.29 | 0.44 |
Universal Logistics Upcoming Company Events
As portrayed in its financial statements, the presentation of Universal Logistics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Universal Logistics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Universal Logistics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Universal Logistics. Please utilize our Beneish M Score to check the likelihood of Universal Logistics' management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Universal Logistics Backtesting, Universal Logistics Valuation, Universal Logistics Correlation, Universal Logistics Hype Analysis, Universal Logistics Volatility, Universal Logistics History and analyze Universal Logistics Performance. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Universal Logistics 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.