Ultra Clean (UK) Market Value
| 0LID Stock | 34.70 0.70 2.06% |
| Symbol | Ultra |
Ultra Clean '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 Ultra Clean's stock 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 Ultra Clean.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Ultra Clean on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Ultra Clean Holdings or generate 0.0% return on investment in Ultra Clean over 30 days. Ultra Clean is related to or competes with Toyota, IDEXX Laboratories, DR Horton, Air Products, Ford, Synchrony Financial, and Trip Group. More
Ultra Clean 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 Ultra Clean's stock 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 Ultra Clean Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.18 | |||
| Information Ratio | 0.3166 | |||
| Maximum Drawdown | 12.61 | |||
| Value At Risk | (3.98) | |||
| Potential Upside | 7.74 |
Ultra Clean Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ultra Clean's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ultra Clean's standard deviation. In reality, there are many statistical measures that can use Ultra Clean historical prices to predict the future Ultra Clean's volatility.| Risk Adjusted Performance | 0.2638 | |||
| Jensen Alpha | 1.15 | |||
| Total Risk Alpha | 0.7935 | |||
| Sortino Ratio | 0.3525 | |||
| Treynor Ratio | 1.79 |
Ultra Clean Holdings Backtested Returns
Ultra Clean is very steady given 3 months investment horizon. Ultra Clean Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.34, which indicates the firm had a 0.34 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.22% are justified by taking the suggested risk. Use Ultra Clean Holdings Semi Deviation of 2.46, coefficient of variation of 290.67, and Risk Adjusted Performance of 0.2638 to evaluate company specific risk that cannot be diversified away. Ultra Clean holds a performance score of 27 on a scale of zero to a hundred. The entity has a beta of 0.67, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Ultra Clean's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ultra Clean is expected to be smaller as well. Use Ultra Clean Holdings standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to analyze future returns on Ultra Clean Holdings.
Auto-correlation | 0.76 |
Good predictability
Ultra Clean Holdings has good predictability. Overlapping area represents the amount of predictability between Ultra Clean time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th of January 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 Ultra Clean Holdings price movement. The serial correlation of 0.76 indicates that around 76.0% of current Ultra Clean price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 10.33 |
Ultra Clean Holdings lagged returns against current returns
Autocorrelation, which is Ultra Clean stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ultra Clean's stock expected returns. We can calculate the autocorrelation of Ultra Clean returns to help us make a trade decision. For example, suppose you find that Ultra Clean has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Ultra Clean regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ultra Clean stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ultra Clean stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ultra Clean stock over time.
Current vs Lagged Prices |
| Timeline |
Ultra Clean Lagged Returns
When evaluating Ultra Clean's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ultra Clean stock have on its future price. Ultra Clean autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ultra Clean autocorrelation shows the relationship between Ultra Clean stock current value and its past values and can show if there is a momentum factor associated with investing in Ultra Clean Holdings.
Regressed Prices |
| Timeline |
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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.Additional Tools for Ultra Stock Analysis
When running Ultra Clean's price analysis, check to measure Ultra Clean'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 Ultra Clean is operating at the current time. Most of Ultra Clean's value examination focuses on studying past and present price action to predict the probability of Ultra Clean's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ultra Clean's price. Additionally, you may evaluate how the addition of Ultra Clean to your portfolios can decrease your overall portfolio volatility.