Ubs Msci Acwi Etf Key Fundamental Indicators
| AWESGG Etf | GBP 25.96 0.12 0.46% |
As of the 5th of February, UBS MSCI has the Market Risk Adjusted Performance of 0.5018, downside deviation of 0.912, and Risk Adjusted Performance of 0.0957. Our technical analysis interface makes it possible for you to check practical technical drivers of UBS MSCI ACWI, as well as the relationship between them.
UBS MSCI's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing UBS MSCI's valuation are provided below:UBS MSCI ACWI does not now have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. UBS |
UBS MSCI '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 MSCI's etf 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 MSCI.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in UBS MSCI on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding UBS MSCI ACWI or generate 0.0% return on investment in UBS MSCI over 90 days. UBS MSCI is related to or competes with UBSFund Solutions, Vanguard, IShares VII, Lyxor Japan, IShares SP, and IShares Core. The UBS ETF plc MSCI ACWI ESG Universal UCITS ETF sub-fund is an exchange traded fund incorporated in Ireland More
UBS MSCI 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 MSCI's etf 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 MSCI ACWI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.912 | |||
| Information Ratio | 0.07 | |||
| Maximum Drawdown | 4.33 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.32 |
UBS MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBS MSCI's standard deviation. In reality, there are many statistical measures that can use UBS MSCI historical prices to predict the future UBS MSCI's volatility.| Risk Adjusted Performance | 0.0957 | |||
| Jensen Alpha | 0.0845 | |||
| Total Risk Alpha | 0.0537 | |||
| Sortino Ratio | 0.0613 | |||
| Treynor Ratio | 0.4918 |
UBS MSCI February 5, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0957 | |||
| Market Risk Adjusted Performance | 0.5018 | |||
| Mean Deviation | 0.573 | |||
| Semi Deviation | 0.735 | |||
| Downside Deviation | 0.912 | |||
| Coefficient Of Variation | 790.64 | |||
| Standard Deviation | 0.7984 | |||
| Variance | 0.6374 | |||
| Information Ratio | 0.07 | |||
| Jensen Alpha | 0.0845 | |||
| Total Risk Alpha | 0.0537 | |||
| Sortino Ratio | 0.0613 | |||
| Treynor Ratio | 0.4918 | |||
| Maximum Drawdown | 4.33 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.32 | |||
| Downside Variance | 0.8317 | |||
| Semi Variance | 0.5402 | |||
| Expected Short fall | (0.58) | |||
| Skewness | (0.73) | |||
| Kurtosis | 2.37 |
UBS MSCI ACWI Backtested Returns
At this point, UBS MSCI is very steady. UBS MSCI ACWI owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0961, which indicates the etf had a 0.0961 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for UBS MSCI ACWI, which you can use to evaluate the volatility of the entity. Please validate UBS MSCI's Risk Adjusted Performance of 0.0957, market risk adjusted performance of 0.5018, and Downside Deviation of 0.912 to confirm if the risk estimate we provide is consistent with the expected return of 0.0813%. The entity has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UBS MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding UBS MSCI is expected to be smaller as well.
Auto-correlation | -0.02 |
Very weak reverse predictability
UBS MSCI ACWI has very weak reverse predictability. Overlapping area represents the amount of predictability between UBS MSCI time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 2026. 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 MSCI ACWI price movement. The serial correlation of -0.02 indicates that only 2.0% of current UBS MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Funds with most asset allocated to stocks can be subclassified into many different categories such as market capitalization or investment style.
According to the company disclosure, UBS MSCI ACWI has an Equity Positions Weight of 99%. This is much higher than that of the UBS Fund Management (Luxembourg) S.A. family and significantly higher than that of the Equity Positions Weight category. The equity positions weight for all Switzerland etfs is notably lower than that of the firm.
UBS Equity Positions Weight Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses UBS MSCI's direct or indirect competition against its Equity Positions Weight to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of UBS MSCI could also be used in its relative valuation, which is a method of valuing UBS MSCI by comparing valuation metrics of similar companies.UBS MSCI is currently under evaluation in equity positions weight as compared to similar ETFs.
Fund Asset Allocation for UBS MSCI
The fund invests 99.88% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides UBS MSCI's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
About UBS MSCI Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze UBS MSCI ACWI's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of UBS MSCI using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of UBS MSCI ACWI based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The UBS ETF plc MSCI ACWI ESG Universal UCITS ETF sub-fund is an exchange traded fund incorporated in Ireland. UBSETF MSCI is traded on Switzerland Exchange in Switzerland.
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UBS MSCI 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 MSCI security.