Umpqua Holdings Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Umpqua Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Umpqua Holdings over a specified time horizon. Remember, high Umpqua Holdings' 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 Umpqua Holdings' market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Umpqua |
Umpqua Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Umpqua Holdings market risk premium is the additional return an investor will receive from holding Umpqua Holdings 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 Umpqua Holdings. 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 Umpqua Holdings' performance over market.| α | 0.00 | β | 0.00 |
Umpqua Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Umpqua Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Umpqua Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Umpqua Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Umpqua Holdings. Please utilize our Beneish M Score to check the likelihood of Umpqua Holdings' management manipulating its earnings.
| 19th of April 2023 Upcoming Quarterly Report | View | |
| 19th of July 2023 Next Financial Report | View | |
| 31st of March 2023 Next Fiscal Quarter End | View | |
| 22nd of January 2024 Next Fiscal Year End | View | |
| 31st of December 2022 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Umpqua Holdings
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 World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Other Consideration for investing in Umpqua Stock
If you are still planning to invest in Umpqua Holdings check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Umpqua Holdings' history and understand the potential risks before investing.
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Stocks Directory Find actively traded stocks across global markets | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |