Uniti SA (France) Market Value
| ALUNT Stock | EUR 1.65 0.13 8.55% |
| Symbol | Uniti |
Uniti SA '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 Uniti SA'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 Uniti SA.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Uniti SA on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Uniti SA or generate 0.0% return on investment in Uniti SA over 570 days. Uniti SA is related to or competes with Plastiques, Hydrogen Refueling, Damartex, Hotelim Socit, Lexibook Linguistic, Hunyvers, and SRP Groupe. It provides managed residences, and serviced residences for seniors and students More
Uniti SA 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 Uniti SA'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 Uniti SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.85 | |||
| Information Ratio | 0.0735 | |||
| Maximum Drawdown | 16.72 | |||
| Value At Risk | (5.59) | |||
| Potential Upside | 6.25 |
Uniti SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Uniti SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Uniti SA's standard deviation. In reality, there are many statistical measures that can use Uniti SA historical prices to predict the future Uniti SA's volatility.| Risk Adjusted Performance | 0.0742 | |||
| Jensen Alpha | 0.3215 | |||
| Total Risk Alpha | 0.0181 | |||
| Sortino Ratio | 0.0636 | |||
| Treynor Ratio | (1.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Uniti SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Uniti SA Backtested Returns
Uniti SA appears to be dangerous, given 3 months investment horizon. Uniti SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0838, which indicates the firm had a 0.0838 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Uniti SA, which you can use to evaluate the volatility of the company. Please review Uniti SA's Coefficient Of Variation of 1056.96, semi deviation of 2.76, and Risk Adjusted Performance of 0.0742 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Uniti SA holds a performance score of 6. The entity has a beta of -0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Uniti SA are expected to decrease at a much lower rate. During the bear market, Uniti SA is likely to outperform the market. Please check Uniti SA's semi variance, and the relationship between the sortino ratio and rate of daily change , to make a quick decision on whether Uniti SA's existing price patterns will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
Uniti SA has weak reverse predictability. Overlapping area represents the amount of predictability between Uniti SA time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Uniti SA price movement. The serial correlation of -0.24 indicates that over 24.0% of current Uniti SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Uniti SA lagged returns against current returns
Autocorrelation, which is Uniti SA 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 Uniti SA's stock expected returns. We can calculate the autocorrelation of Uniti SA returns to help us make a trade decision. For example, suppose you find that Uniti SA 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 |
Uniti SA 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 Uniti SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Uniti SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Uniti SA stock over time.
Current vs Lagged Prices |
| Timeline |
Uniti SA Lagged Returns
When evaluating Uniti SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Uniti SA stock have on its future price. Uniti SA 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, Uniti SA autocorrelation shows the relationship between Uniti SA stock current value and its past values and can show if there is a momentum factor associated with investing in Uniti SA.
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 Uniti Stock Analysis
When running Uniti SA's price analysis, check to measure Uniti SA'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 Uniti SA is operating at the current time. Most of Uniti SA's value examination focuses on studying past and present price action to predict the probability of Uniti SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Uniti SA's price. Additionally, you may evaluate how the addition of Uniti SA to your portfolios can decrease your overall portfolio volatility.