Ubsfund Solutions Msci Etf Key Fundamental Indicators
| EUFM Etf | EUR 17.31 0.07 0.41% |
As of the 8th of February, UBSFund Solutions has the Coefficient Of Variation of 521.35, market risk adjusted performance of (1.43), and Risk Adjusted Performance of 0.1474. UBSFund Solutions 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 UBSFund Solutions MSCI maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk to decide if UBSFund Solutions is priced adequately, providing market reflects its prevalent price of 17.31 per share.
UBSFund Solutions' 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 UBSFund Solutions' valuation are provided below:UBSFund Solutions MSCI 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. UBSFund |
UBSFund Solutions '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 UBSFund Solutions' 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 UBSFund Solutions.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in UBSFund Solutions on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding UBSFund Solutions MSCI or generate 0.0% return on investment in UBSFund Solutions over 90 days. UBSFund Solutions is related to or competes with IShares Core, IShares VII, IShares Euro, SPDR Dow, Autoneum Holding, SPDR FTSE, and Banque Cantonale. The UBS ETF MSCI EMU Select Factor Mix UCITS ETF sub-fund aims to track, before expenses, the price and income performan... More
UBSFund Solutions 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 UBSFund Solutions' 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 UBSFund Solutions MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7934 | |||
| Information Ratio | 0.0015 | |||
| Maximum Drawdown | 2.64 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.9202 |
UBSFund Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBSFund Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBSFund Solutions' standard deviation. In reality, there are many statistical measures that can use UBSFund Solutions historical prices to predict the future UBSFund Solutions' volatility.| Risk Adjusted Performance | 0.1474 | |||
| Jensen Alpha | 0.0848 | |||
| Total Risk Alpha | 0.0338 | |||
| Sortino Ratio | 9.0E-4 | |||
| Treynor Ratio | (1.44) |
UBSFund Solutions February 8, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1474 | |||
| Market Risk Adjusted Performance | (1.43) | |||
| Mean Deviation | 0.2696 | |||
| Downside Deviation | 0.7934 | |||
| Coefficient Of Variation | 521.35 | |||
| Standard Deviation | 0.4711 | |||
| Variance | 0.2219 | |||
| Information Ratio | 0.0015 | |||
| Jensen Alpha | 0.0848 | |||
| Total Risk Alpha | 0.0338 | |||
| Sortino Ratio | 9.0E-4 | |||
| Treynor Ratio | (1.44) | |||
| Maximum Drawdown | 2.64 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.9202 | |||
| Downside Variance | 0.6295 | |||
| Semi Variance | (0) | |||
| Expected Short fall | (0.64) | |||
| Skewness | 0.5615 | |||
| Kurtosis | 5.6 |
UBSFund Solutions MSCI Backtested Returns
At this stage we consider UBSFund Etf to be very steady. UBSFund Solutions MSCI owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the etf had a 0.22 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for UBSFund Solutions MSCI, which you can use to evaluate the volatility of the entity. Please validate UBSFund Solutions' Coefficient Of Variation of 521.35, market risk adjusted performance of (1.43), and Risk Adjusted Performance of 0.1474 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The entity has a beta of -0.0559, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UBSFund Solutions are expected to decrease at a much lower rate. During the bear market, UBSFund Solutions is likely to outperform the market.
Auto-correlation | 0.03 |
Virtually no predictability
UBSFund Solutions MSCI has virtually no predictability. Overlapping area represents the amount of predictability between UBSFund Solutions time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th 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 UBSFund Solutions MSCI price movement. The serial correlation of 0.03 indicates that only 3.0% of current UBSFund Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.
| Competition |
Based on the recorded statements, UBSFund Solutions MSCI has an One Year Return of 18.1%. This is much higher than that of the UBS Fund Management (Luxembourg) S.A. family and significantly higher than that of the Eurozone Large-Cap Equity category. The one year return for all Switzerland etfs is notably lower than that of the firm.
UBSFund One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses UBSFund Solutions' direct or indirect competition against its One Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of UBSFund Solutions could also be used in its relative valuation, which is a method of valuing UBSFund Solutions by comparing valuation metrics of similar companies.UBSFund Solutions is currently under evaluation in one year return as compared to similar ETFs.
UBSFund Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining UBSFund Solutions's current stock value. Our valuation model uses many indicators to compare UBSFund Solutions value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across UBSFund Solutions competition to find correlations between indicators driving UBSFund Solutions's intrinsic value. More Info.UBSFund Solutions MSCI is rated # 5 ETF in one year return as compared to similar ETFs. It is rated below average in three year return as compared to similar ETFs reporting about 0.73 of Three Year Return per One Year Return. The ratio of One Year Return to Three Year Return for UBSFund Solutions MSCI is roughly 1.36 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the UBSFund Solutions' earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for UBSFund Solutions
The fund invests 99.96% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides UBSFund Solutions' 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.
UBSFund Fundamentals
| Total Asset | 56.35 M | |||
| One Year Return | 18.10 % | |||
| Three Year Return | 13.30 % | |||
| Five Year Return | 10.60 % | |||
| Net Asset | 56.35 M | |||
| Equity Positions Weight | 99.96 % |
About UBSFund Solutions Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze UBSFund Solutions MSCI's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of UBSFund Solutions using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of UBSFund Solutions MSCI 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 MSCI EMU Select Factor Mix UCITS ETF sub-fund aims to track, before expenses, the price and income performance of the MSCI EMU Select Factor Mix Index . UBS FUND is traded on Switzerland Exchange in Switzerland.
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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 UBSFund Etf
UBSFund Solutions financial ratios help investors to determine whether UBSFund 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 UBSFund with respect to the benefits of owning UBSFund Solutions security.