Ubs Etf Spi Etf Key Fundamental Indicators
| SPICHA Etf | CHF 86.29 0.29 0.34% |
As of the 8th of February, UBS ETF has the Market Risk Adjusted Performance of 0.8217, risk adjusted performance of 0.1807, and Downside Deviation of 0.6033. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of UBS ETF SPI, as well as the relationship between them.
UBS ETF'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 ETF's valuation are provided below:UBS ETF SPI 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 ETF '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 ETF'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 ETF.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in UBS ETF on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding UBS ETF SPI or generate 0.0% return on investment in UBS ETF over 90 days. UBS ETF is related to or competes with IShares SMI, UBS ETF, IShares Core, IShares Swiss, UBSFund Solutions, and UBS ETF. The investment seeks to replicate, net of expenses, the SPI index More
UBS ETF 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 ETF'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 ETF SPI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6033 | |||
| Information Ratio | 0.0785 | |||
| Maximum Drawdown | 3.33 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 0.9954 |
UBS ETF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS ETF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBS ETF's standard deviation. In reality, there are many statistical measures that can use UBS ETF historical prices to predict the future UBS ETF's volatility.| Risk Adjusted Performance | 0.1807 | |||
| Jensen Alpha | 0.1141 | |||
| Total Risk Alpha | 0.0675 | |||
| Sortino Ratio | 0.0777 | |||
| Treynor Ratio | 0.8117 |
UBS ETF February 8, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1807 | |||
| Market Risk Adjusted Performance | 0.8217 | |||
| Mean Deviation | 0.4427 | |||
| Semi Deviation | 0.3284 | |||
| Downside Deviation | 0.6033 | |||
| Coefficient Of Variation | 437.55 | |||
| Standard Deviation | 0.5974 | |||
| Variance | 0.3569 | |||
| Information Ratio | 0.0785 | |||
| Jensen Alpha | 0.1141 | |||
| Total Risk Alpha | 0.0675 | |||
| Sortino Ratio | 0.0777 | |||
| Treynor Ratio | 0.8117 | |||
| Maximum Drawdown | 3.33 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 0.9954 | |||
| Downside Variance | 0.3639 | |||
| Semi Variance | 0.1079 | |||
| Expected Short fall | (0.50) | |||
| Skewness | (0.04) | |||
| Kurtosis | 1.06 |
UBS ETF SPI Backtested Returns
At this point, UBS ETF is very steady. UBS ETF SPI owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the etf had a 0.23 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for UBS ETF SPI, which you can use to evaluate the volatility of the entity. Please validate UBS ETF's Downside Deviation of 0.6033, risk adjusted performance of 0.1807, and Market Risk Adjusted Performance of 0.8217 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UBS ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding UBS ETF is expected to be smaller as well.
Auto-correlation | -0.05 |
Very weak reverse predictability
UBS ETF SPI has very weak reverse predictability. Overlapping area represents the amount of predictability between UBS ETF 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 UBS ETF SPI price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current UBS ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Generally speaking, the Price to Earnings ratio gives investors an idea of what the market is willing to pay for the company's current earnings.
| Competition |
Based on the latest financial disclosure, UBS ETF SPI has a Price To Earning of 20.46 times. This is much higher than that of the UBS Fund Management (Switzerland) AG family and significantly higher than that of the Switzerland Equity category. The price to earning for all Switzerland etfs is notably lower than that of the firm.
UBS ETF SPI Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining UBS ETF's current stock value. Our valuation model uses many indicators to compare UBS ETF value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across UBS ETF competition to find correlations between indicators driving UBS ETF's intrinsic value. More Info.UBS ETF SPI is rated fourth largest ETF in price to earning as compared to similar ETFs. It is rated third largest ETF in price to book as compared to similar ETFs fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for UBS ETF SPI is roughly 8.78 . Comparative valuation analysis is a catch-all model that can be used if you cannot value UBS ETF by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for UBS ETF's Etf. Still, instead, it compares the stock's price multiples to a benchmark or nearest competition to determine if the stock is relatively undervalued or overvalued.UBS Price To Earning Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses UBS ETF's direct or indirect competition against its Price To Earning to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of UBS ETF could also be used in its relative valuation, which is a method of valuing UBS ETF by comparing valuation metrics of similar companies.UBS ETF is rated third largest ETF in price to earning as compared to similar ETFs.
UBS Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining UBS ETF's current stock value. Our valuation model uses many indicators to compare UBS ETF value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across UBS ETF competition to find correlations between indicators driving UBS ETF's intrinsic value. More Info.UBS ETF SPI is rated fourth largest ETF in price to earning as compared to similar ETFs. It is rated third largest ETF in price to book as compared to similar ETFs fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for UBS ETF SPI is roughly 8.78 . Comparative valuation analysis is a catch-all model that can be used if you cannot value UBS ETF by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for UBS ETF's Etf. Still, instead, it compares the stock's price multiples to a benchmark or nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for UBS ETF
The fund invests 99.07% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides UBS ETF'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.
UBS Fundamentals
| Price To Earning | 20.46 X | |||
| Price To Book | 2.33 X | |||
| Price To Sales | 1.95 X | |||
| Beta | 0.96 | |||
| Total Asset | 717.04 M | |||
| One Year Return | 10.90 % | |||
| Three Year Return | 8.40 % | |||
| Five Year Return | 6.50 % | |||
| Ten Year Return | 8.30 % | |||
| Net Asset | 717.04 M | |||
| Last Dividend Paid | 0.33 | |||
| Equity Positions Weight | 99.07 % |
About UBS ETF Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze UBS ETF SPI's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of UBS ETF using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of UBS ETF SPI 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 investment seeks to replicate, net of expenses, the SPI index. UBSETF SPI 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 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.