Ulta Beauty Stock Alpha and Beta Analysis

ULTA
 Stock
  

USD 465.58  6.94  1.47%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ulta Beauty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ulta Beauty over a specified time horizon. Remember, high Ulta Beauty'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 Ulta Beauty Backtesting, Ulta Beauty Valuation, Ulta Beauty Correlation, Ulta Beauty Hype Analysis, Ulta Beauty Volatility, Ulta Beauty History and analyze Ulta Beauty Performance.
  
Please note that although Ulta Beauty 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, Ulta Beauty did 0.10  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 Ulta Beauty stock's relative risk over its benchmark. Ulta Beauty has a beta of 0.75  . Let's try to break down what Ulta Beauty's beta means in this case. As returns on the market increase, Ulta Beauty returns are expected to increase less than the market. However, during the bear market, the loss on holding Ulta Beauty will be expected to be smaller as well.
Ulta Beauty Enterprise Value is projected to increase significantly based on the last few years of reporting. The past year's Enterprise Value was at 7.38 Billion. The current year Tangible Asset Value is expected to grow to about 1.9 B, whereas Book Value per Share is forecasted to decline to 20.04.
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

7.96 Billion

Ulta Beauty Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ulta Beauty market risk premium is the additional return an investor will receive from holding Ulta Beauty 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 Ulta Beauty. 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 Ulta Beauty's performance over market.
α0.10   β0.75
90 days against NYA

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

Ulta Beauty Market Price Analysis

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

Ulta Beauty Return and Market Media

The median price of Ulta Beauty for the period between Thu, Sep 8, 2022 and Wed, Dec 7, 2022 is 418.66 with a coefficient of variation of 5.78. The daily time series for the period is distributed with a sample standard deviation of 24.26, arithmetic mean of 419.53, and mean deviation of 19.82. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Ulta Beauty Fall Haul Sale 2022 Snag up to 50 percent off Mo...09/23/2022
2
Ulta CEO Dave Kimbell puts his stamp on the beauty retailer ...10/20/2022
3
EPS Estimate10/31/2022
4
E.L.F. BEAUTY, INC. Managements discussion and analysis of f...11/03/2022
5
EPS Reported12/01/2022
6
Estimating The Intrinsic Value Of Ulta Beauty, Inc. - Simply...12/05/2022

About Ulta Beauty 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 Ulta Beauty or other stocks. Alpha measures the amount that position in Ulta Beauty 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.
 2010 2020 2022 (projected)
PPandE Turnover6.19.067.37
Calculated Tax Rate38.123.9232.32

Ulta Beauty Upcoming Company Events

As portrayed in its financial statements, the presentation of Ulta Beauty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ulta Beauty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ulta Beauty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ulta Beauty. Please utilize our Beneish M Score to check the likelihood of Ulta Beauty's management manipulating its earnings.
Upcoming Quarterly Report10th of March 2022
Next Financial Report26th of May 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End10th of March 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

Build Portfolio with Ulta Beauty

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

Fix your portfolio
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 Ulta Beauty Backtesting, Ulta Beauty Valuation, Ulta Beauty Correlation, Ulta Beauty Hype Analysis, Ulta Beauty Volatility, Ulta Beauty History and analyze Ulta Beauty Performance. You can also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.

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