Ubs Etf Plc Etf Key Fundamental Indicators
| USMUFE Etf | EUR 29.15 0.23 0.80% |
As of the 6th of February, UBS ETF has the Market Risk Adjusted Performance of (0.60), risk adjusted performance of 0.1154, and Coefficient Of Variation of 628.02. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of UBS ETF plc, 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 plc 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.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in UBS ETF on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding UBS ETF plc or generate 0.0% return on investment in UBS ETF over 90 days. UBS ETF is related to or competes with IShares MSCI, IShares Global, ZKB Palladium, SPDR MSCI, IShares JP, WisdomTree Ethereum, and 21Shares Cardano. The objective of the Fund is to seek to track the alternatively weighted equity market performance of the US market 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 plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4743 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 2.0 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 0.8 |
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 | 0.1154 | |||
| Jensen Alpha | 0.0522 | |||
| Total Risk Alpha | 0.0113 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.61) |
UBS ETF February 6, 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 | 0.1154 | |||
| Market Risk Adjusted Performance | (0.60) | |||
| Mean Deviation | 0.2153 | |||
| Downside Deviation | 0.4743 | |||
| Coefficient Of Variation | 628.02 | |||
| Standard Deviation | 0.3524 | |||
| Variance | 0.1242 | |||
| Information Ratio | (0.1) | |||
| Jensen Alpha | 0.0522 | |||
| Total Risk Alpha | 0.0113 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.61) | |||
| Maximum Drawdown | 2.0 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 0.8 | |||
| Downside Variance | 0.2249 | |||
| Semi Variance | (0) | |||
| Expected Short fall | (0.43) | |||
| Skewness | 0.8053 | |||
| Kurtosis | 3.61 |
UBS ETF plc Backtested Returns
At this point, UBS ETF is very steady. UBS ETF plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.27, which indicates the etf had a 0.27 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for UBS ETF plc, which you can use to evaluate the volatility of the entity. Please validate UBS ETF's Coefficient Of Variation of 628.02, risk adjusted performance of 0.1154, and Market Risk Adjusted Performance of (0.60) to confirm if the risk estimate we provide is consistent with the expected return of 0.0944%. The entity has a beta of -0.076, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UBS ETF are expected to decrease at a much lower rate. During the bear market, UBS ETF is likely to outperform the market.
Auto-correlation | 0.56 |
Modest predictability
UBS ETF plc has modest predictability. Overlapping area represents the amount of predictability between UBS ETF time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 plc price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current UBS ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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, UBS ETF plc has an One Year Return of 9.4%. This is much higher than that of the UBS Fund Management (Luxembourg) S.A. family and significantly higher than that of the Other Equity category. The one year return for all Switzerland etfs is notably lower than that of the firm.
UBS One Year Return 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 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 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 currently under evaluation in one year return 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 plc is rated fourth in one year return as compared to similar ETFs. It is rated fourth in three year return as compared to similar ETFs reporting about 1.31 of Three Year Return per One Year Return. 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 99.84% 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
| One Year Return | 9.40 % | |||
| Three Year Return | 12.30 % | |||
| Five Year Return | 8.00 % | |||
| Equity Positions Weight | 99.84 % |
About UBS ETF Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze UBS ETF plc'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 plc 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 objective of the Fund is to seek to track the alternatively weighted equity market performance of the US market. UBS ETF 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.