Ubs Engage For Fund Market Value
| EIPTX Fund | USD 13.72 0.59 4.49% |
| Symbol | Ubs |
Ubs Engage 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Ubs Engage's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Ubs Engage.
| 11/19/2024 |
| 12/19/2024 |
If you would invest 0.00 in Ubs Engage on November 19, 2024 and sell it all today you would earn a total of 0.00 from holding Ubs Engage For or generate 0.0% return on investment in Ubs Engage over 30 days. Ubs Engage is related to or competes with Pace Smallmedium, Pace International, Pace International, Ubs Allocation, Ubs Allocation, Pace Mortgage, and Pace Mortgage. The fund invests in or seeks exposure to companies based on various financial factors, material sustainability factors such as environmental, social and governance performance and on the current and potential ability of such companies to have a positive impact on human well-being and environmental quality, therefore promoting the United Nations Sustainable Development Goals , such as clean water and sanitation, clean energy, treatment of disease, food security and people empowerment. More
Ubs Engage Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Ubs Engage's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Ubs Engage For upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6817 | |||
| Information Ratio | 0.0385 | |||
| Maximum Drawdown | 3.38 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.14 |
Ubs Engage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ubs Engage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ubs Engage's standard deviation. In reality, there are many statistical measures that can use Ubs Engage historical prices to predict the future Ubs Engage's volatility.| Risk Adjusted Performance | 0.0631 | |||
| Jensen Alpha | 0.0421 | |||
| Total Risk Alpha | 0.0288 | |||
| Sortino Ratio | 0.0381 | |||
| Treynor Ratio | 0.2883 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ubs Engage's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Ubs Engage For Backtested Returns
At this stage we consider Ubs Mutual Fund to be very steady. Ubs Engage For owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0335, which indicates the fund had a 0.0335% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ubs Engage For, which you can use to evaluate the volatility of the fund. Please validate Ubs Engage's Semi Deviation of 0.581, risk adjusted performance of 0.0631, and Coefficient Of Variation of 1224.16 to confirm if the risk estimate we provide is consistent with the expected return of 0.0361%. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Ubs Engage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ubs Engage is expected to be smaller as well.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Ubs Engage For has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ubs Engage time series from 19th of November 2024 to 4th of December 2024 and 4th of December 2024 to 19th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ubs Engage For price movement. The serial correlation of -0.16 indicates that over 16.0% of current Ubs Engage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Ubs Engage For lagged returns against current returns
Autocorrelation, which is Ubs Engage mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ubs Engage's mutual fund expected returns. We can calculate the autocorrelation of Ubs Engage returns to help us make a trade decision. For example, suppose you find that Ubs Engage has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Ubs Engage regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ubs Engage mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ubs Engage mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ubs Engage mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ubs Engage Lagged Returns
When evaluating Ubs Engage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ubs Engage mutual fund have on its future price. Ubs Engage autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ubs Engage autocorrelation shows the relationship between Ubs Engage mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ubs Engage For.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Ubs Mutual Fund
Ubs Engage financial ratios help investors to determine whether Ubs Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ubs with respect to the benefits of owning Ubs Engage security.
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