Unilever Plc Adr Stock Market Value
| UL Stock | USD 59.84 0.10 0.17% |
| Symbol | Unilever |
Unilever PLC ADR Price To Book Ratio
Is Personal Care Products space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Unilever PLC. If investors know Unilever will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Unilever PLC listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.05 | Dividend Share 1.709 | Earnings Share 2.76 | Revenue Per Share 24.08 | Quarterly Revenue Growth 0.023 |
The market value of Unilever PLC ADR is measured differently than its book value, which is the value of Unilever that is recorded on the company's balance sheet. Investors also form their own opinion of Unilever PLC's value that differs from its market value or its book value, called intrinsic value, which is Unilever PLC's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Unilever PLC's market value can be influenced by many factors that don't directly affect Unilever PLC's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Unilever PLC's value and its price as these two are different measures arrived at by different means. Investors typically determine if Unilever PLC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Unilever PLC's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Unilever PLC '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 Unilever PLC'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 Unilever PLC.
| 09/01/2024 |
| 11/30/2024 |
If you would invest 0.00 in Unilever PLC on September 1, 2024 and sell it all today you would earn a total of 0.00 from holding Unilever PLC ADR or generate 0.0% return on investment in Unilever PLC over 90 days. Unilever PLC is related to or competes with Clorox, Colgate Palmolive, Procter Gamble, Church Dwight, Kimberly Clark, Estee Lauder, and ELF Beauty. Unilever PLC operates as a fast-moving consumer goods company More
Unilever PLC 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 Unilever PLC'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 Unilever PLC ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 6.6 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.08 |
Unilever PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Unilever PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Unilever PLC's standard deviation. In reality, there are many statistical measures that can use Unilever PLC historical prices to predict the future Unilever PLC's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 1.93 |
Unilever PLC ADR Backtested Returns
Unilever PLC ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12% return per unit of risk over the last 3 months. Unilever PLC ADR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Unilever PLC's Coefficient Of Variation of (1,000), variance of 0.8937, and Risk Adjusted Performance of (0.07) to confirm the risk estimate we provide. The entity has a beta of -0.0541, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Unilever PLC are expected to decrease at a much lower rate. During the bear market, Unilever PLC is likely to outperform the market. At this point, Unilever PLC ADR has a negative expected return of -0.11%. Please make sure to validate Unilever PLC's jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Unilever PLC ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.59 |
Modest predictability
Unilever PLC ADR has modest predictability. Overlapping area represents the amount of predictability between Unilever PLC time series from 1st of September 2024 to 16th of October 2024 and 16th of October 2024 to 30th of November 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 Unilever PLC ADR price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Unilever PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 3.02 |
Unilever PLC ADR lagged returns against current returns
Autocorrelation, which is Unilever PLC 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 Unilever PLC's stock expected returns. We can calculate the autocorrelation of Unilever PLC returns to help us make a trade decision. For example, suppose you find that Unilever PLC 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 |
Unilever PLC 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 Unilever PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Unilever PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Unilever PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Unilever PLC Lagged Returns
When evaluating Unilever PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Unilever PLC stock have on its future price. Unilever PLC 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, Unilever PLC autocorrelation shows the relationship between Unilever PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Unilever PLC ADR.
Regressed Prices |
| Timeline |
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Unilever PLC 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.