Uni President (Germany) Market Value
| 58U Stock | EUR 0.72 0.01 1.37% |
| Symbol | Uni |
Uni President '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 Uni President'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 Uni President.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Uni President on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Uni President China Holdings or generate 0.0% return on investment in Uni President over 30 days. Uni President is related to or competes with Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, NorAm Drilling, and Identiv. Uni-President China Holdings Ltd., an investment holding company, manufactures, sells, and trades in beverages and insta... More
Uni President 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 Uni President'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 Uni President China Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.14 | |||
| Information Ratio | 0.0434 | |||
| Maximum Drawdown | 36.89 | |||
| Value At Risk | (5.95) | |||
| Potential Upside | 5.71 |
Uni President Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Uni President's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Uni President's standard deviation. In reality, there are many statistical measures that can use Uni President historical prices to predict the future Uni President's volatility.| Risk Adjusted Performance | 0.0613 | |||
| Jensen Alpha | 0.2688 | |||
| Total Risk Alpha | (0.44) | |||
| Sortino Ratio | 0.0422 | |||
| Treynor Ratio | 0.5972 |
Uni President China Backtested Returns
Uni President appears to be abnormally volatile, given 3 months investment horizon. Uni President China owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. By inspecting Uni President's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please review Uni President's Risk Adjusted Performance of 0.0613, semi deviation of 3.92, and Coefficient Of Variation of 1445.38 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Uni President holds a performance score of 8. The entity has a beta of 0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Uni President's returns are expected to increase less than the market. However, during the bear market, the loss of holding Uni President is expected to be smaller as well. Please check Uni President's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Uni President's existing price patterns will revert.
Auto-correlation | 0.05 |
Virtually no predictability
Uni President China Holdings has virtually no predictability. Overlapping area represents the amount of predictability between Uni President time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Uni President China price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Uni President price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Uni President China lagged returns against current returns
Autocorrelation, which is Uni President 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 Uni President's stock expected returns. We can calculate the autocorrelation of Uni President returns to help us make a trade decision. For example, suppose you find that Uni President 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 |
Uni President 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 Uni President stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Uni President stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Uni President stock over time.
Current vs Lagged Prices |
| Timeline |
Uni President Lagged Returns
When evaluating Uni President's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Uni President stock have on its future price. Uni President 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, Uni President autocorrelation shows the relationship between Uni President stock current value and its past values and can show if there is a momentum factor associated with investing in Uni President China Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Uni Stock
Uni President financial ratios help investors to determine whether Uni Stock 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 Uni with respect to the benefits of owning Uni President security.