Ubs Money Series Fund Market Value
| UPRXX Fund | 1.00 0.00 0.00% |
| Symbol | Ubs |
Please note, there is a significant difference between Ubs Money's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ubs Money is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ubs Money'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.
Ubs Money '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 Money's money market 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 Money.
| 06/25/2024 |
| 12/22/2024 |
If you would invest 0.00 in Ubs Money on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Ubs Money Series or generate 0.0% return on investment in Ubs Money over 180 days. Ubs Money is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Ubs Money is entity of United States. It is traded as Fund on NMFQS exchange. More
Ubs Money 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 Money's money market 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 Money Series upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 1.01 |
Ubs Money Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ubs Money's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ubs Money's standard deviation. In reality, there are many statistical measures that can use Ubs Money historical prices to predict the future Ubs Money's volatility.| Risk Adjusted Performance | 0.0438 | |||
| Jensen Alpha | 0.0055 | |||
| Total Risk Alpha | 0.0018 | |||
| Treynor Ratio | (0.49) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ubs Money'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 Money Series Backtested Returns
At this stage we consider Ubs Money Market Fund to be not too volatile. Ubs Money Series owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Ubs Money Series, which you can use to evaluate the volatility of the fund. Please validate Ubs Money's Variance of 0.0155, risk adjusted performance of 0.0438, and Coefficient Of Variation of 812.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.0155%. The entity has a beta of -0.0109, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ubs Money are expected to decrease at a much lower rate. During the bear market, Ubs Money is likely to outperform the market.
Auto-correlation | 0.36 |
Below average predictability
Ubs Money Series has below average predictability. Overlapping area represents the amount of predictability between Ubs Money time series from 25th of June 2024 to 23rd of September 2024 and 23rd of September 2024 to 22nd 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 Money Series price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Ubs Money price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ubs Money Series lagged returns against current returns
Autocorrelation, which is Ubs Money money market 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 Money's money market fund expected returns. We can calculate the autocorrelation of Ubs Money returns to help us make a trade decision. For example, suppose you find that Ubs Money has exhibited high autocorrelation historically, and you observe that the money market 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 Money 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 Money money market fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ubs Money money market fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ubs Money money market fund over time.
Current vs Lagged Prices |
| Timeline |
Ubs Money Lagged Returns
When evaluating Ubs Money's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ubs Money money market fund have on its future price. Ubs Money 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 Money autocorrelation shows the relationship between Ubs Money money market fund current value and its past values and can show if there is a momentum factor associated with investing in Ubs Money Series.
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 Money Market Fund
Ubs Money financial ratios help investors to determine whether Ubs Money Market 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 Money security.
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