UBS Group Stock Alpha and Beta Analysis


USD 18.59  0.13  0.70%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as UBS Group AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in UBS Group over a specified time horizon. Remember, high UBS Group'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.
Also, please take a look at UBS Group Backtesting, UBS Group Valuation, UBS Group Correlation, UBS Group Hype Analysis, UBS Group Volatility, UBS Group History and analyze UBS Group Performance.
Please note that although UBS Group alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, UBS Group did 0.13  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of UBS Group AG stock's relative risk over its benchmark. UBS Group AG has a beta of 1.29  . Let's try to break down what UBS Group's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, UBS Group will likely underperform.
UBS Group Tangible Assets Book Value per Share are relatively stable at the moment as compared to the past year. UBS Group reported last year Tangible Assets Book Value per Share of 296.67. As of 12/05/2022, Tangible Asset Value is likely to grow to about 1145.4 B, while Book Value per Share is likely to drop 13.36.
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.

UBS Group Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. UBS Group market risk premium is the additional return an investor will receive from holding UBS Group 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 UBS Group. 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 UBS Group's performance over market.
α0.13   β1.29
90 days against NYA

UBS Group 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 UBS Group's Buy-and-hold return. Our buy-and-hold chart shows how UBS Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

UBS Group Market Price Analysis

Market price analysis indicators help investors to evaluate how UBS Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UBS Group shares will generate the highest return on investment. By understating and applying UBS Group stock market price indicators, traders can identify UBS Group position entry and exit signals to maximize returns.

UBS Group Return and Market Media

The median price of UBS Group for the period between Tue, Sep 6, 2022 and Mon, Dec 5, 2022 is 15.95 with a coefficient of variation of 8.68. The daily time series for the period is distributed with a sample standard deviation of 1.41, arithmetic mean of 16.21, and mean deviation of 1.16. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
EPS Estimate09/30/2022
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EPS Reported10/25/2022
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EPS Estimate12/01/2022

About UBS Group 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 UBS Group or other stocks. Alpha measures the amount that position in UBS Group AG 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.
 2015 2021 2022 (projected)
Debt to Equity Ratio16.0118.4120.5
Book Value per Share15.2413.7213.36

UBS Group Upcoming Company Events

As portrayed in its financial statements, the presentation of UBS Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, UBS Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of UBS Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of UBS Group. Please utilize our Beneish M Score to check the likelihood of UBS Group's management manipulating its earnings.
Upcoming Quarterly Report2nd of May 2017
Next Financial Report4th of August 2017
Next Fiscal Quarter End31st of March 2017
Next Fiscal Year End26th of January 2018
Last Quarter Report31st of December 2016
Last Financial Announcement31st of March 2016

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Also, please take a look at UBS Group Backtesting, UBS Group Valuation, UBS Group Correlation, UBS Group Hype Analysis, UBS Group Volatility, UBS Group History and analyze UBS Group Performance. Note that the UBS Group AG information on this page should be used as a complementary analysis to other UBS Group's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

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UBS Group 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.
A focus of UBS Group technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of UBS Group trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...