UBS ETF (UK) Technical Analysis
AUAD Etf | 2,008 2.25 0.11% |
As of the 3rd of December, UBS ETF has the Downside Deviation of 0.7069, market risk adjusted performance of 0.4648, and Risk Adjusted Performance of 0.0686. UBS ETF technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the entity's future prices. Please validate UBS ETF plc jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to decide if UBS ETF is priced adequately, providing market reflects its prevalent price of 2007.5 per share.
UBS ETF Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as UBS, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to UBSUBS |
UBS ETF technical etf 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, etf market cycles, or different charting patterns.
UBS ETF plc Technical Analysis
The output start index for this execution was twenty-eight with a total number of output elements of thirty-three. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of UBS ETF plc volatility. High ATR values indicate high volatility, and low values indicate low volatility.
UBS ETF plc Trend Analysis
Use this graph to draw trend lines for UBS ETF plc. You can use it to identify possible trend reversals for UBS ETF as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual UBS ETF price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.UBS ETF Best Fit Change Line
The following chart estimates an ordinary least squares regression model for UBS ETF plc applied against its price change over selected period. The best fit line has a slop of 1.20 , which means UBS ETF plc will continue generating value for investors. It has 122 observation points and a regression sum of squares at 54642.15, which is the sum of squared deviations for the predicted UBS ETF price change compared to its average price change.About UBS ETF Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of UBS ETF plc on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of UBS ETF plc based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on UBS ETF plc price pattern first instead of the macroeconomic environment surrounding UBS ETF plc. By analyzing UBS ETF's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of UBS ETF's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to UBS ETF specific price patterns or momentum indicators. Please read more on our technical analysis page.
UBS ETF December 3, 2024 Technical Indicators
Most technical analysis of UBS help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for UBS from various momentum indicators to cycle indicators. When you analyze UBS charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0686 | |||
Market Risk Adjusted Performance | 0.4648 | |||
Mean Deviation | 0.5839 | |||
Semi Deviation | 0.5869 | |||
Downside Deviation | 0.7069 | |||
Coefficient Of Variation | 1118.4 | |||
Standard Deviation | 0.7848 | |||
Variance | 0.616 | |||
Information Ratio | (0.07) | |||
Jensen Alpha | 0.0451 | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | (0.08) | |||
Treynor Ratio | 0.4548 | |||
Maximum Drawdown | 3.41 | |||
Value At Risk | (1.15) | |||
Potential Upside | 1.73 | |||
Downside Variance | 0.4997 | |||
Semi Variance | 0.3444 | |||
Expected Short fall | (0.65) | |||
Skewness | 0.4424 | |||
Kurtosis | 0.3553 |
Other Information on Investing in UBS Etf
UBS ETF financial ratios help investors to determine whether UBS Etf 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 ETF security.