Ubsfund Solutions Msci Etf Beta
| SW2CHB Etf | CHF 31.43 0.04 0.13% |
As of the 9th of February, UBSFund Solutions has the Market Risk Adjusted Performance of 0.7963, risk adjusted performance of 0.1698, and Downside Deviation of 0.552. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of UBSFund Solutions MSCI, as well as the relationship between them.
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.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in UBSFund Solutions on November 11, 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 SMI, UBS ETF, IShares Core, IShares Swiss, UBS ETF, UBS ETF. The sub-fund aims to track, before expenses, the price and income performance of the MSCI Switzerland 2035 Index 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 | 0.552 | |||
| Information Ratio | 0.0751 | |||
| Maximum Drawdown | 3.45 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.36 |
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 | 0.1698 | |||
| Jensen Alpha | 0.1152 | |||
| Total Risk Alpha | 0.0643 | |||
| Sortino Ratio | 0.088 | |||
| Treynor Ratio | 0.7863 |
UBSFund Solutions February 9, 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 | 0.1698 | |||
| Market Risk Adjusted Performance | 0.7963 | |||
| Mean Deviation | 0.4896 | |||
| Semi Deviation | 0.3314 | |||
| Downside Deviation | 0.552 | |||
| Coefficient Of Variation | 467.73 | |||
| Standard Deviation | 0.6466 | |||
| Variance | 0.4181 | |||
| Information Ratio | 0.0751 | |||
| Jensen Alpha | 0.1152 | |||
| Total Risk Alpha | 0.0643 | |||
| Sortino Ratio | 0.088 | |||
| Treynor Ratio | 0.7863 | |||
| Maximum Drawdown | 3.45 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.36 | |||
| Downside Variance | 0.3047 | |||
| Semi Variance | 0.1099 | |||
| Expected Short fall | (0.60) | |||
| Skewness | 0.3391 | |||
| Kurtosis | 0.8738 |
UBSFund Solutions MSCI Backtested Returns
At this point, UBSFund Solutions is very steady. UBSFund Solutions MSCI owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the etf had a 0.17 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for UBSFund Solutions MSCI, which you can use to evaluate the volatility of the entity. Please validate UBSFund Solutions' Risk Adjusted Performance of 0.1698, market risk adjusted performance of 0.7963, and Downside Deviation of 0.552 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UBSFund Solutions' returns are expected to increase less than the market. However, during the bear market, the loss of holding UBSFund Solutions is expected to be smaller as well.
Auto-correlation | -0.03 |
Very weak reverse predictability
UBSFund Solutions MSCI has very weak reverse predictability. Overlapping area represents the amount of predictability between UBSFund Solutions time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, UBSFund Solutions MSCI has a Beta of 0.99. This is much higher than that of the UBS Fund Management (Luxembourg) S.A. family and significantly higher than that of the Switzerland Equity category. The beta for all Switzerland etfs is notably lower than that of the firm.
UBSFund Beta 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 Beta 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 rated third largest ETF in beta 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 fifth largest ETF in price to earning as compared to similar ETFs. It is rated below average 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 UBSFund Solutions MSCI is roughly 8.74 . Comparative valuation analysis is a catch-all model that can be used if you cannot value UBSFund Solutions by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for UBSFund Solutions' 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 UBSFund Solutions
The fund invests 99.95% 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 Solutions returns are very sensitive to returns on the market. As the market goes up or down, UBSFund Solutions is expected to follow.
UBSFund Fundamentals
| Price To Earning | 19.92 X | |||
| Price To Book | 2.28 X | |||
| Price To Sales | 1.93 X | |||
| Beta | 0.99 | |||
| One Year Return | 9.40 % | |||
| Three Year Return | 7.60 % | |||
| Five Year Return | 5.90 % | |||
| Ten Year Return | 7.20 % | |||
| Net Asset | 510.72 M | |||
| Equity Positions Weight | 99.95 % |
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.
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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.