Upstart Holdings Stock Alpha and Beta Analysis
| UPST Stock | USD 66.91 4.86 6.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Upstart Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Upstart Holdings over a specified time horizon. Remember, high Upstart 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 Upstart Holdings' market risk premium analysis include:
Beta 0.23 | Alpha 0.26 | Risk 6.39 | Sharpe Ratio (0.01) | Expected Return (0.08) |
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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.
Upstart |
Upstart Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Upstart Holdings market risk premium is the additional return an investor will receive from holding Upstart 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 Upstart 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 Upstart Holdings' performance over market.| α | 0.26 | β | 0.23 |
Upstart Holdings 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 Upstart Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Upstart Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Upstart Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Upstart Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Upstart Holdings shares will generate the highest return on investment. By understating and applying Upstart Holdings stock market price indicators, traders can identify Upstart Holdings position entry and exit signals to maximize returns.
Upstart Holdings Return and Market Media
The median price of Upstart Holdings for the period between Wed, Nov 27, 2024 and Tue, Feb 25, 2025 is 68.4 with a coefficient of variation of 10.98. The daily time series for the period is distributed with a sample standard deviation of 7.72, arithmetic mean of 70.38, and mean deviation of 6.34. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2925 shares by Singh Cassidy Sukhinder of Upstart Holdings at 78.4609 subject to Rule 16b-3 | 11/29/2024 |
2 | Disposition of 40226 shares by Paul Gu of Upstart Holdings at 1.17 subject to Rule 16b-3 | 12/20/2024 |
3 | Disposition of 3500 shares by Natalia Mirgorodskaya of Upstart Holdings at 1.35 subject to Rule 16b-3 | 12/26/2024 |
4 | Heres Why Upstart Stock Is a Buy Before Feb. 11 | 02/03/2025 |
5 | Upstarts Business Surged Back in Q4 | 02/11/2025 |
6 | Upstart Announces Earnings Results | 02/13/2025 |
7 | Upstart rides wave of consumer debt as Wall Street cheers | 02/18/2025 |
8 | This Artificial Intelligence Stock Is Up 155 percent Over the Past Year, and Heres Why It Could Keep Soaring | 02/19/2025 |
9 | Better Stock to Buy Upstart vs. Pagaya | 02/20/2025 |
10 | Upstart Holdings Inc Stock Price Down 9. percent on Feb 21 | 02/21/2025 |
About Upstart Holdings 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 Upstart or other stocks. Alpha measures the amount that position in Upstart Holdings 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) | PB Ratio | 1.63 | 5.39 | 8.7 | 10.45 | Capex To Depreciation | 1.7 | 0.0613 | 0.24 | 0.23 |
Upstart Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Upstart Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Upstart Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Upstart Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Upstart Holdings. Please utilize our Beneish M Score to check the likelihood of Upstart Holdings' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 Upstart Holdings
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Additional Tools for Upstart Stock Analysis
When running Upstart Holdings' price analysis, check to measure Upstart Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Upstart Holdings is operating at the current time. Most of Upstart Holdings' value examination focuses on studying past and present price action to predict the probability of Upstart Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Upstart Holdings' price. Additionally, you may evaluate how the addition of Upstart Holdings to your portfolios can decrease your overall portfolio volatility.