USU Software (Germany) Market Value
| OSP2 Stock | EUR 22.10 0.50 2.21% |
| Symbol | USU |
USU 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 USU 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 USU Software.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in USU Software on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding USU Software AG or generate 0.0% return on investment in USU Software over 180 days. USU Software is related to or competes with International Business, FUJITSU, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, and Talanx AG. USU Software AG, together with its subsidiaries, provides information technology and knowledge management software solut... More
USU 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 USU 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 USU Software AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | 0.1039 | |||
| Maximum Drawdown | 17.07 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 4.37 |
USU Software Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for USU Software's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as USU Software's standard deviation. In reality, there are many statistical measures that can use USU Software historical prices to predict the future USU Software's volatility.| Risk Adjusted Performance | 0.1304 | |||
| Jensen Alpha | 0.4434 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.2066 | |||
| Treynor Ratio | (0.70) |
USU Software AG Backtested Returns
USU Software appears to be not too volatile, given 3 months investment horizon. USU Software AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for USU Software AG, which you can use to evaluate the volatility of the company. Please review USU Software's Semi Deviation of 0.74, risk adjusted performance of 0.1304, and Coefficient Of Variation of 618.26 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, USU Software holds a performance score of 12. The entity has a beta of -0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning USU Software are expected to decrease at a much lower rate. During the bear market, USU Software is likely to outperform the market. Please check USU Software's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether USU Software's existing price patterns will revert.
Auto-correlation | -0.58 |
Good reverse predictability
USU Software AG has good reverse predictability. Overlapping area represents the amount of predictability between USU Software time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 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 USU Software AG price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current USU Software price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 4.99 |
USU Software AG lagged returns against current returns
Autocorrelation, which is USU 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 USU Software's stock expected returns. We can calculate the autocorrelation of USU Software returns to help us make a trade decision. For example, suppose you find that USU 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 |
USU 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 USU Software stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if USU Software stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in USU Software stock over time.
Current vs Lagged Prices |
| Timeline |
USU Software Lagged Returns
When evaluating USU Software's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of USU Software stock have on its future price. USU 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, USU Software autocorrelation shows the relationship between USU Software stock current value and its past values and can show if there is a momentum factor associated with investing in USU Software AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in USU Stock
USU Software financial ratios help investors to determine whether USU 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 USU with respect to the benefits of owning USU Software security.