Upland Software (Germany) Market Value
| 16U Stock | EUR 3.00 0.30 9.09% |
| Symbol | Upland |
Upland Software '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 Upland Software'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 Upland Software.
| 09/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Upland Software on September 23, 2024 and sell it all today you would earn a total of 0.00 from holding Upland Software or generate 0.0% return on investment in Upland Software over 60 days. Upland Software is related to or competes with Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, NorAm Drilling, and Identiv. Upland Software, Inc. provides cloud-based enterprise work management software in the United States, the United Kingdom,... More
Upland Software 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 Upland Software'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 Upland Software upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.17 | |||
| Information Ratio | 0.1285 | |||
| Maximum Drawdown | 18.71 | |||
| Value At Risk | (5.05) | |||
| Potential Upside | 8.11 |
Upland Software Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Upland Software's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Upland Software's standard deviation. In reality, there are many statistical measures that can use Upland Software historical prices to predict the future Upland Software's volatility.| Risk Adjusted Performance | 0.1231 | |||
| Jensen Alpha | 0.712 | |||
| Total Risk Alpha | 0.0897 | |||
| Sortino Ratio | 0.2037 | |||
| Treynor Ratio | 2.21 |
Upland Software Backtested Returns
Upland Software appears to be very risky, given 3 months investment horizon. Upland Software owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. By inspecting Upland Software's technical indicators, you can evaluate if the expected return of 0.75% is justified by implied risk. Please review Upland Software's Risk Adjusted Performance of 0.1231, semi deviation of 2.61, and Coefficient Of Variation of 665.56 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Upland Software holds a performance score of 11. The entity has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Upland Software's returns are expected to increase less than the market. However, during the bear market, the loss of holding Upland Software is expected to be smaller as well. Please check Upland Software's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Upland Software's existing price patterns will revert.
Auto-correlation | -0.62 |
Very good reverse predictability
Upland Software has very good reverse predictability. Overlapping area represents the amount of predictability between Upland Software time series from 23rd of September 2024 to 23rd of October 2024 and 23rd of October 2024 to 22nd 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 Upland Software price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Upland Software price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Upland Software lagged returns against current returns
Autocorrelation, which is Upland Software 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 Upland Software's stock expected returns. We can calculate the autocorrelation of Upland Software returns to help us make a trade decision. For example, suppose you find that Upland Software 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 |
Upland Software 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 Upland Software stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Upland Software stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Upland Software stock over time.
Current vs Lagged Prices |
| Timeline |
Upland Software Lagged Returns
When evaluating Upland Software's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Upland Software stock have on its future price. Upland Software 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, Upland Software autocorrelation shows the relationship between Upland Software stock current value and its past values and can show if there is a momentum factor associated with investing in Upland Software.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Upland Stock
When determining whether Upland Software is a strong investment it is important to analyze Upland Software's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Upland Software's future performance. For an informed investment choice regarding Upland Stock, refer to the following important reports:Check out Upland Software Correlation, Upland Software Volatility and Upland Software Alpha and Beta module to complement your research on Upland Software. For more detail on how to invest in Upland Stock please use our How to Invest in Upland Software guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Upland Software technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.