Unibios Holdings (Greece) Market Value
| BIOSK Stock | EUR 1.49 0.01 0.68% |
| Symbol | Unibios |
Unibios Holdings '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 Unibios Holdings' 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 Unibios Holdings.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Unibios Holdings on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Unibios Holdings SA or generate 0.0% return on investment in Unibios Holdings over 30 days. Unibios Holdings is related to or competes with Hellenic Telecommunicatio, CPI Computer, National Bank, Performance Technologies, Marfin Investment, Thrace Plastics, and Foodlink. Unibios Holdings S.A., through its subsidiaries, develops and installs water treatment systems in Europe More
Unibios Holdings 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 Unibios Holdings' 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 Unibios Holdings SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.1019 | |||
| Maximum Drawdown | 9.18 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 2.14 |
Unibios Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Unibios Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Unibios Holdings' standard deviation. In reality, there are many statistical measures that can use Unibios Holdings historical prices to predict the future Unibios Holdings' volatility.| Risk Adjusted Performance | 0.0736 | |||
| Jensen Alpha | 0.1312 | |||
| Total Risk Alpha | 0.1745 | |||
| Sortino Ratio | 0.0886 | |||
| Treynor Ratio | 0.9782 |
Unibios Holdings Backtested Returns
At this point, Unibios Holdings is relatively risky. Unibios Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0793, which indicates the firm had a 0.0793 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Unibios Holdings SA, which you can use to evaluate the volatility of the company. Please validate Unibios Holdings' Risk Adjusted Performance of 0.0736, semi deviation of 1.26, and Coefficient Of Variation of 1074.06 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Unibios Holdings has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Unibios Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Unibios Holdings is expected to be smaller as well. Unibios Holdings right now has a risk of 1.44%. Please validate Unibios Holdings potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Unibios Holdings will be following its existing price patterns.
Auto-correlation | -0.45 |
Modest reverse predictability
Unibios Holdings SA has modest reverse predictability. Overlapping area represents the amount of predictability between Unibios Holdings time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st of March 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 Unibios Holdings price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Unibios Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Unibios Holdings lagged returns against current returns
Autocorrelation, which is Unibios Holdings 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 Unibios Holdings' stock expected returns. We can calculate the autocorrelation of Unibios Holdings returns to help us make a trade decision. For example, suppose you find that Unibios Holdings 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 |
Unibios Holdings 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 Unibios Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Unibios Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Unibios Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Unibios Holdings Lagged Returns
When evaluating Unibios Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Unibios Holdings stock have on its future price. Unibios Holdings 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, Unibios Holdings autocorrelation shows the relationship between Unibios Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Unibios Holdings SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Unibios Stock
Unibios Holdings financial ratios help investors to determine whether Unibios 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 Unibios with respect to the benefits of owning Unibios Holdings security.