United Airlines Holdings Stock Alpha and Beta Analysis
| UAL Stock | USD 52.35 0.49 0.93% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as United Airlines Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in United Airlines over a specified time horizon. Remember, high United Airlines' 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 United Airlines' market risk premium analysis include:
Beta 1.71 | Alpha 0.29 | Risk 2.99 | Sharpe Ratio 0.13 | Expected Return 0.4 |
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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.
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United Airlines Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. United Airlines market risk premium is the additional return an investor will receive from holding United Airlines 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 United Airlines. 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 United Airlines' performance over market.| α | 0.29 | β | 1.71 |
United Airlines 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 United Airlines' Buy-and-hold return. Our buy-and-hold chart shows how United Airlines performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.United Airlines Market Price Analysis
Market price analysis indicators help investors to evaluate how United Airlines stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading United Airlines shares will generate the highest return on investment. By understating and applying United Airlines stock market price indicators, traders can identify United Airlines position entry and exit signals to maximize returns.
United Airlines Return and Market Media
The median price of United Airlines for the period between Tue, Jan 30, 2024 and Mon, Apr 29, 2024 is 43.55 with a coefficient of variation of 7.63. The daily time series for the period is distributed with a sample standard deviation of 3.4, arithmetic mean of 44.57, and mean deviation of 2.49. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | If You Invested 100 In This Stock 15 Years Ago, You Would Have 600 Today | 04/08/2024 |
2 | United Airlines Outpaces Stock Market Gains What You Should Know | 04/11/2024 |
3 | United Continental stock price target raised on Q1 performance | 04/18/2024 |
4 | United Airlines EVP sells over 1.5m in company stock | 04/22/2024 |
5 | Amazon.com, United Airlines And 2 Other Stocks Insiders Are Selling | 04/23/2024 |
6 | DOT forcing airlines to give full refunds for canceled and delayed flights | 04/24/2024 |
7 | United Airlines Holdings Unusual Options Activity For April 25 | 04/25/2024 |
8 | Continental goes ex dividend Monday | 04/26/2024 |
About United Airlines 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 United or other stocks. Alpha measures the amount that position in United Airlines 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.16 | 0.17 | Price To Sales Ratio | 0.25 | 0.37 |
United Airlines Upcoming Company Events
As portrayed in its financial statements, the presentation of United Airlines' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, United Airlines' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of United Airlines' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of United Airlines. Please utilize our Beneish M Score to check the likelihood of United Airlines' management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 27th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with United Airlines
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 United Airlines Backtesting, United Airlines Valuation, United Airlines Correlation, United Airlines Hype Analysis, United Airlines Volatility, United Airlines History and analyze United Airlines Performance. Note that the United Airlines Holdings information on this page should be used as a complementary analysis to other United Airlines' 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 the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Complementary Tools for United Stock analysis
When running United Airlines' price analysis, check to measure United Airlines' 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 United Airlines is operating at the current time. Most of United Airlines' value examination focuses on studying past and present price action to predict the probability of United Airlines' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move United Airlines' price. Additionally, you may evaluate how the addition of United Airlines to your portfolios can decrease your overall portfolio volatility.
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United Airlines 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.