UBS Group (Brazil) Market Value
| UBSG34 Stock | BRL 187.38 3.84 2.09% |
| Symbol | UBS |
UBS Group '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 Group's stock 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 Group.
| 01/01/2024 |
| 12/26/2024 |
If you would invest 0.00 in UBS Group on January 1, 2024 and sell it all today you would earn a total of 0.00 from holding UBS Group AG or generate 0.0% return on investment in UBS Group over 360 days. UBS Group is related to or competes with JPMorgan Chase, Citigroup, N1RG34, Aeris Indstria, N1WG34, and American Express. UBS Group AG, together with its subsidiaries, provides financial advice and solutions worldwide More
UBS Group 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 Group's stock 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 Group AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | 0.1072 | |||
| Maximum Drawdown | 9.3 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 2.82 |
UBS Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBS Group's standard deviation. In reality, there are many statistical measures that can use UBS Group historical prices to predict the future UBS Group's volatility.| Risk Adjusted Performance | 0.1146 | |||
| Jensen Alpha | 0.192 | |||
| Total Risk Alpha | 0.1285 | |||
| Sortino Ratio | 0.0964 | |||
| Treynor Ratio | 21.86 |
UBS Group AG Backtested Returns
At this point, UBS Group is very steady. UBS Group AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the company had a 0.12% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for UBS Group AG, which you can use to evaluate the volatility of the entity. Please validate UBS Group's Downside Deviation of 1.64, market risk adjusted performance of 21.87, and Risk Adjusted Performance of 0.1146 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. UBS Group has a performance score of 9 on a scale of 0 to 100. The firm has a beta of 0.0088, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UBS Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding UBS Group is expected to be smaller as well. UBS Group AG currently has a risk of 1.49%. Please validate UBS Group treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to decide if UBS Group will be following its existing price patterns.
Auto-correlation | 0.83 |
Very good predictability
UBS Group AG has very good predictability. Overlapping area represents the amount of predictability between UBS Group time series from 1st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th 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 Group AG price movement. The serial correlation of 0.83 indicates that around 83.0% of current UBS Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 75.69 |
UBS Group AG lagged returns against current returns
Autocorrelation, which is UBS Group stock'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 Group's stock expected returns. We can calculate the autocorrelation of UBS Group returns to help us make a trade decision. For example, suppose you find that UBS Group has exhibited high autocorrelation historically, and you observe that the stock 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 Group 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 Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UBS Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UBS Group stock over time.
Current vs Lagged Prices |
| Timeline |
UBS Group Lagged Returns
When evaluating UBS Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UBS Group stock have on its future price. UBS Group 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 Group autocorrelation shows the relationship between UBS Group stock current value and its past values and can show if there is a momentum factor associated with investing in UBS Group AG.
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.Additional Information and Resources on Investing in UBS Stock
When determining whether UBS Group AG is a strong investment it is important to analyze UBS Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact UBS Group's future performance. For an informed investment choice regarding UBS Stock, refer to the following important reports:Check out UBS Group Correlation, UBS Group Volatility and UBS Group Alpha and Beta module to complement your research on UBS Group. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
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.