Ubs Group Ag Stock Beta

UBS Stock

USD 31.74 0.09 0.28%

UBS Group AG fundamentals help investors to digest information that contributes to UBS Group's financial success or failures. It also enables traders to predict the movement of UBS Stock. The fundamental analysis module provides a way to measure UBS Group's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to UBS Group stock.

Total Stockholder Equity Total Assets

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UBS Group AG Company Beta Analysis

UBS Group's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.

Beta

Covariance

Variance

More About Beta | All Equity Analysis

Current UBS Group Beta

1.0

Most of UBS Group's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, UBS Group AG is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.

UBS Beta Driver Correlations

Understanding the fundamental principles of building solid financial models for UBS Group is extremely important. It helps to project a fair market value of UBS Stock properly, considering its historical fundamentals such as Beta. Since UBS Group's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of UBS Group's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of UBS Group's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Retained Earnings	Total Current Assets	Accounts Payable	Long Term Debt	Good Will	Short Term Investments	Total Liab	Treasury Stock	Intangible Assets	Common Stock	Property Plant Equipment	Net Receivables	Short Term Debt	Long Term Investments	Short Long Term Debt	Net Tangible Assets	Long Term Debt Total	Capital Surpluse	Earning Assets	Net Invested Capital	Current Deferred Revenue	Capital Stock
Total Assets		0.28	0.47	0.58	0.46	-0.48	0.73	-0.15	-0.36	0.35	-0.28	-0.4	-0.5	0.39	0.07	-0.38	0.25	0.11	0.4	0.36	-0.24	-0.3	0.62	-0.33	-0.13
Total Stockholder Equity	0.28		-0.14	0.79	0.94	-0.37	0.77	-0.88	-0.6	0.78	-0.67	-0.3	-0.41	0.56	0.42	-0.27	0.63	-0.61	0.65	0.61	-0.64	-0.7	0.65	-0.58	-0.44
Net Debt	0.47	-0.14		0.37	-0.01	-0.13	0.35	0.28	-0.35	-0.31	-0.42	-0.09	-0.17	0.24	0.26	-0.07	0.36	-0.02	0.25	0.35	-0.44	-0.24	0.4	-0.47	-0.22
Retained Earnings	0.58	0.79	0.37		0.86	-0.31	0.96	-0.53	-0.65	0.47	-0.86	-0.21	-0.36	0.67	0.43	-0.19	0.7	-0.47	0.77	0.77	-0.77	-0.86	0.84	-0.74	-0.62
Total Current Assets	0.46	0.94	-0.01	0.86		-0.27	0.87	-0.72	-0.48	0.75	-0.73	-0.18	-0.32	0.61	0.38	-0.19	0.52	-0.45	0.76	0.66	-0.59	-0.68	0.75	-0.63	-0.52
Accounts Payable	-0.48	-0.37	-0.13	-0.31	-0.27		-0.41	0.58	0.77	-0.25	0.02	0.98	0.99	-0.25	-0.17	0.87	-0.29	0.42	-0.16	-0.21	0.27	0.24	-0.11	0.17	0.06
Long Term Debt	0.73	0.77	0.35	0.96	0.87	-0.41		-0.53	-0.63	0.52	-0.76	-0.29	-0.45	0.6	0.35	-0.27	0.63	-0.38	0.76	0.72	-0.67	-0.78	0.81	-0.69	-0.56
Good Will	-0.15	-0.88	0.28	-0.53	-0.72	0.58	-0.53		0.69	-0.81	0.44	0.58	0.62	-0.57	-0.46	0.49	-0.59	0.71	-0.47	-0.52	0.58	0.53	-0.43	0.45	0.15
Short Term Investments	-0.36	-0.6	-0.35	-0.65	-0.48	0.77	-0.63	0.69		-0.32	0.56	0.74	0.8	-0.56	-0.56	0.57	-0.78	0.74	-0.48	-0.65	0.79	0.7	-0.46	0.59	0.3
Total Liab	0.35	0.78	-0.31	0.47	0.75	-0.25	0.52	-0.81	-0.32		-0.4	-0.24	-0.3	0.58	0.39	-0.17	0.46	-0.3	0.45	0.48	-0.42	-0.36	0.61	-0.39	0.03
Treasury Stock	-0.28	-0.67	-0.42	-0.86	-0.73	0.02	-0.76	0.44	0.56	-0.4		-0.03	0.11	-0.76	-0.68	-0.09	-0.75	0.54	-0.81	-0.9	0.9	0.8	-0.78	0.91	0.58
Intangible Assets	-0.4	-0.3	-0.09	-0.21	-0.18	0.98	-0.29	0.58	0.74	-0.24	-0.03		0.98	-0.28	-0.21	0.88	-0.25	0.44	-0.12	-0.19	0.25	0.15	-0.05	0.15	-0.03
Common Stock	-0.5	-0.41	-0.17	-0.36	-0.32	0.99	-0.45	0.62	0.8	-0.3	0.11	0.98		-0.35	-0.24	0.88	-0.33	0.48	-0.24	-0.28	0.34	0.28	-0.18	0.25	0.08
Property Plant Equipment	0.39	0.56	0.24	0.67	0.61	-0.25	0.6	-0.57	-0.56	0.58	-0.76	-0.28	-0.35		0.61	-0.25	0.64	-0.53	0.81	0.88	-0.76	-0.6	0.74	-0.8	-0.15
Net Receivables	0.07	0.42	0.26	0.43	0.38	-0.17	0.35	-0.46	-0.56	0.39	-0.68	-0.21	-0.24	0.61		0.15	0.64	-0.51	0.52	0.75	-0.78	-0.43	0.45	-0.67	-0.19
Short Term Debt	-0.38	-0.27	-0.07	-0.19	-0.19	0.87	-0.27	0.49	0.57	-0.17	-0.09	0.88	0.88	-0.25	0.15		-0.08	0.36	-0.07	-0.04	0.09	0.09	-0.01	0.1	0.04
Long Term Investments	0.25	0.63	0.36	0.7	0.52	-0.29	0.63	-0.59	-0.78	0.46	-0.75	-0.25	-0.33	0.64	0.64	-0.08		-0.66	0.57	0.79	-0.91	-0.78	0.74	-0.68	-0.11
Short Long Term Debt	0.11	-0.61	-0.02	-0.47	-0.45	0.42	-0.38	0.71	0.74	-0.3	0.54	0.44	0.48	-0.53	-0.51	0.36	-0.66		-0.49	-0.55	0.66	0.58	-0.35	0.48	0.21
Net Tangible Assets	0.4	0.65	0.25	0.77	0.76	-0.16	0.76	-0.47	-0.48	0.45	-0.81	-0.12	-0.24	0.81	0.52	-0.07	0.57	-0.49		0.86	-0.68	-0.68	0.75	-0.74	-0.37
Long Term Debt Total	0.36	0.61	0.35	0.77	0.66	-0.21	0.72	-0.52	-0.65	0.48	-0.9	-0.19	-0.28	0.88	0.75	-0.04	0.79	-0.55	0.86		-0.9	-0.74	0.75	-0.91	-0.33
Capital Surpluse	-0.24	-0.64	-0.44	-0.77	-0.59	0.27	-0.67	0.58	0.79	-0.42	0.9	0.25	0.34	-0.76	-0.78	0.09	-0.91	0.66	-0.68	-0.9		0.81	-0.71	0.87	0.39
Earning Assets	-0.3	-0.7	-0.24	-0.86	-0.68	0.24	-0.78	0.53	0.7	-0.36	0.8	0.15	0.28	-0.6	-0.43	0.09	-0.78	0.58	-0.68	-0.74	0.81		-0.69	0.62	0.56
Net Invested Capital	0.62	0.65	0.4	0.84	0.75	-0.11	0.81	-0.43	-0.46	0.61	-0.78	-0.05	-0.18	0.74	0.45	-0.01	0.74	-0.35	0.75	0.75	-0.71	-0.69		-0.66	-0.18
Current Deferred Revenue	-0.33	-0.58	-0.47	-0.74	-0.63	0.17	-0.69	0.45	0.59	-0.39	0.91	0.15	0.25	-0.8	-0.67	0.1	-0.68	0.48	-0.74	-0.91	0.87	0.62	-0.66		0.47
Capital Stock	-0.13	-0.44	-0.22	-0.62	-0.52	0.06	-0.56	0.15	0.3	0.03	0.58	-0.03	0.08	-0.15	-0.19	0.04	-0.11	0.21	-0.37	-0.33	0.39	0.56	-0.18	0.47

Click cells to compare fundamentals

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

Predict UBS Group

In accordance with the recently published financial statements, UBS Group AG has a Beta of 0.995. This is 21.34% higher than that of the Capital Markets sector and significantly higher than that of the Financials industry. The beta for all United States stocks is notably lower than that of the firm.

UBS Beta Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses UBS Group's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of UBS Group could also be used in its relative valuation, which is a method of valuing UBS Group by comparing valuation metrics of similar companies.

UBS Group is currently under evaluation in beta category among its peers.

UBS Group Current Valuation Drivers

We derive many important indicators used in calculating different scores of UBS Group from analyzing UBS Group's financial statements. These drivers represent accounts that assess UBS Group's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of UBS Group's important valuation drivers and their relationship over time.

	2019	2020	2021	2022	2023	2024 (projected)
Market Cap	47.6B	57.3B	68.2B	65.8B	99.7B	88.8B
Enterprise Value	117.8B	99.5B	92.1B	86.3B	148.6B	102.2B

UBS Group ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, UBS Group's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to UBS Group's managers, analysts, and investors.

Environmental

Governance

Social

UBS Group Institutional Holders

Institutional Holdings refers to the ownership stake in UBS Group that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of UBS Group's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing UBS Group's value.

		Shares
Capital World Investors	2024-09-30	39.4 M
Arrowstreet Capital Limited Partnership	2024-06-30	33.3 M
Pzena Investment Management, Llc	2024-09-30	30.8 M
Pictet Asset Manangement Sa	2024-06-30	29.9 M
Deutsche Bank Ag	2024-06-30	21.1 M
Morgan Stanley - Brokerage Accounts	2024-06-30	20 M
Amundi	2024-06-30	18.6 M
Goldman Sachs Group Inc	2024-06-30	17.7 M
Vontobel Holding Ltd.	2024-06-30	16.1 M
Norges Bank	2024-06-30	168.3 M
Ubs Group Ag	2024-06-30	156.6 M

UBS Group returns are very sensitive to returns on the market. As the market goes up or down, UBS Group is expected to follow.

UBS Fundamentals

	Return On Equity	0.0528
	Return On Asset	0.0028
	Profit Margin	0.1 %
	Operating Margin	0.25 %
	Current Valuation	140.13 B
	Shares Outstanding	3.19 B
	Shares Owned By Insiders	0.04 %
	Shares Owned By Institutions	57.61 %
	Number Of Shares Shorted	6.85 M
	Price To Earning	8.52 X
	Price To Book	1.17 X
	Price To Sales	2.15 X
	Revenue	39.06 B
	Gross Profit	34.41 B
	EBITDA	34.8 B
	Net Income	27.87 B
	Cash And Equivalents	419.39 B
	Cash Per Share	131.79 X
	Total Debt	366.11 B
	Debt To Equity	16.01 %
	Book Value Per Share	27.32 X
	Cash Flow From Operations	49.85 B
	Short Ratio	5.27 X
	Earnings Per Share	1.28 X
	Price To Earnings To Growth	0.40 X
	Target Price	32.92
	Number Of Employees	109.4 K
	Beta	1.0
	Market Capitalization	101.45 B
	Total Asset	1.72 T
	Retained Earnings	74.88 B
	Working Capital	(229.74 B)
	Current Asset	504.96 B
	Current Liabilities	734.7 B
	Annual Yield	0.01 %
	Five Year Return	3.79 %
	Net Asset	1.72 T
	Last Dividend Paid	0.7

About UBS Group Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze UBS Group AG's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of UBS Group using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of UBS Group AG based on its fundamental data. In general, a quantitative approach, as applied to this company, 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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Additional Tools for UBS Stock Analysis

When running UBS Group's price analysis, check to measure UBS Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy UBS Group is operating at the current time. Most of UBS Group's value examination focuses on studying past and present price action to predict the probability of UBS Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UBS Group's price. Additionally, you may evaluate how the addition of UBS Group to your portfolios can decrease your overall portfolio volatility.

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