Unisys Stock Alpha and Beta Analysis

UIS
 Stock
  

USD 10.64  0.28  2.70%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Unisys Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Unisys Corp over a specified time horizon. Remember, high Unisys Corp'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 Unisys Corp Backtesting, Unisys Corp Valuation, Unisys Corp Correlation, Unisys Corp Hype Analysis, Unisys Corp Volatility, Unisys Corp History and analyze Unisys Corp Performance.
  
Please note that although Unisys Corp 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., DOW index.) So in this particular case, Unisys Corp did 0.20  worse 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 Unisys Corp stock's relative risk over its benchmark. Unisys Corp has a beta of 1.64  . Let's try to break down what Unisys'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, Unisys Corp will likely underperform.
Unisys Corp Enterprise Value over EBIT is relatively stable at the moment as compared to the past year. Unisys Corp reported last year Enterprise Value over EBIT of 21.85. As of 08/11/2022, Enterprise Value over EBITDA is likely to grow to 7.07, while Book Value per Share is likely to drop (38.44) .
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.

Enterprise Value

858.81 Million

Unisys Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Unisys Corp market risk premium is the additional return an investor will receive from holding Unisys Corp 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 Unisys Corp. 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 Unisys Corp's performance over market.
α-0.2   β1.64
90 days against DJI

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

Unisys Corp Market Price Analysis

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

Unisys Corp Return and Market Media

The median price of Unisys Corp for the period between Fri, May 13, 2022 and Thu, Aug 11, 2022 is 12.21 with a coefficient of variation of 6.44. The daily time series for the period is distributed with a sample standard deviation of 0.79, arithmetic mean of 12.22, and mean deviation of 0.64. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Analyst Rating Will Unisys Corporation Stock Beat the Market...05/23/2022
2
Acquisition by Mccann Debra of 42882 shares of Unisys Corp s...06/02/2022
3
Workspace as a Service Industry is Expected to Reach 8 Billi...06/28/2022
4
EPS Estimate06/30/2022
5
Aerojet Rocketdyne Shareholders Elect New Board of Directors...07/06/2022
6
Information Services Group Names Unisys a Leader in Next-Gen...07/28/2022
7
Exercise or conversion by Peter Altabef of 37427 shares of U...08/01/2022
8
EPS Reported08/03/2022
9
Forbes Names Unisys to Americas Best Employers for Women Lis...08/04/2022

About Unisys Corp 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Unisys Corp 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.
 2019 2021 2022 (projected)
Calculated Tax Rate133.5120.1597.87
Interest Coverage3.844.356.34

Unisys Corp Upcoming Company Events

As portrayed in its financial statements, the presentation of Unisys Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Unisys Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Unisys Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Unisys Corp. Please utilize our Beneish M Score to check the likelihood of Unisys Corp's management manipulating its earnings.
Upcoming Quarterly Report28th of February 2022
Next Fiscal Quarter End31st of December 2021

Build Portfolio with Unisys Corp

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Also, please take a look at Unisys Corp Backtesting, Unisys Corp Valuation, Unisys Corp Correlation, Unisys Corp Hype Analysis, Unisys Corp Volatility, Unisys Corp History and analyze Unisys Corp Performance. Note that the Unisys Corp information on this page should be used as a complementary analysis to other Unisys Corp'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 Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.

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When running Unisys Corp price analysis, check to measure Unisys Corp's 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 Unisys Corp is operating at the current time. Most of Unisys Corp's value examination focuses on studying past and present price action to predict the probability of Unisys Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Unisys Corp's price. Additionally, you may evaluate how the addition of Unisys Corp to your portfolios can decrease your overall portfolio volatility.
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Unisys Corp 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 Unisys Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Unisys Corp 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...