Uniper SE (UK) Market Value
| 0RJ4 Stock | 41.68 0.23 0.55% |
| Symbol | Uniper |
Uniper SE '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 Uniper SE'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 Uniper SE.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Uniper SE on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Uniper SE or generate 0.0% return on investment in Uniper SE over 360 days. Uniper SE is related to or competes with Cardinal Health, Naturhouse Health, Abingdon Health, Molson Coors, Monster Beverage, and MyHealthChecked Plc. Uniper SE is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Uniper SE 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 Uniper SE'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 Uniper SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 17.6 | |||
| Value At Risk | (4.30) | |||
| Potential Upside | 4.54 |
Uniper SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Uniper SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Uniper SE's standard deviation. In reality, there are many statistical measures that can use Uniper SE historical prices to predict the future Uniper SE's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | 6.3 |
Uniper SE Backtested Returns
Uniper SE owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0218, which indicates the firm had a -0.0218% return per unit of risk over the last 3 months. Uniper SE exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Uniper SE's insignificant Risk Adjusted Performance, variance of 7.39, and Coefficient Of Variation of (7,423) to confirm the risk estimate we provide. The entity has a beta of -0.0074, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Uniper SE are expected to decrease at a much lower rate. During the bear market, Uniper SE is likely to outperform the market. At this point, Uniper SE has a negative expected return of -0.0596%. Please make sure to validate Uniper SE's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Uniper SE performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.45 |
Average predictability
Uniper SE has average predictability. Overlapping area represents the amount of predictability between Uniper SE time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Uniper SE price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Uniper SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 15.13 |
Uniper SE lagged returns against current returns
Autocorrelation, which is Uniper SE 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 Uniper SE's stock expected returns. We can calculate the autocorrelation of Uniper SE returns to help us make a trade decision. For example, suppose you find that Uniper SE 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 |
Uniper SE 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 Uniper SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Uniper SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Uniper SE stock over time.
Current vs Lagged Prices |
| Timeline |
Uniper SE Lagged Returns
When evaluating Uniper SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Uniper SE stock have on its future price. Uniper SE 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, Uniper SE autocorrelation shows the relationship between Uniper SE stock current value and its past values and can show if there is a momentum factor associated with investing in Uniper SE.
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 Uniper Stock Analysis
When running Uniper SE's price analysis, check to measure Uniper SE'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 Uniper SE is operating at the current time. Most of Uniper SE's value examination focuses on studying past and present price action to predict the probability of Uniper SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Uniper SE's price. Additionally, you may evaluate how the addition of Uniper SE to your portfolios can decrease your overall portfolio volatility.