USU SOFTWARE (Germany) Market Value
| OSP2 Stock | EUR 8.80 0.06 0.69% |
| 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.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in USU SOFTWARE on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding USU SOFTWARE or generate 0.0% return on investment in USU SOFTWARE over 30 days. USU SOFTWARE is related to or competes with Japan Tobacco, CARDINAL HEALTH, SOLSTAD OFFSHORE, Planet Fitness, Eidesvik Offshore, and SBM OFFSHORE. 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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 8.88 | |||
| Value At Risk | (3.64) | |||
| Potential Upside | 3.95 |
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 | (0.03) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (0.15) |
USU SOFTWARE Backtested Returns
USU SOFTWARE owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0191, which indicates the firm had a -0.0191 % return per unit of risk over the last 3 months. USU SOFTWARE exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate USU SOFTWARE's Coefficient Of Variation of (2,040), variance of 4.08, and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 0.73, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, USU SOFTWARE's returns are expected to increase less than the market. However, during the bear market, the loss of holding USU SOFTWARE is expected to be smaller as well. At this point, USU SOFTWARE has a negative expected return of -0.0377%. Please make sure to validate USU SOFTWARE's potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if USU SOFTWARE performance from the past will be repeated at some future point.
Auto-correlation | 0.17 |
Very weak predictability
USU SOFTWARE has very weak predictability. Overlapping area represents the amount of predictability between USU SOFTWARE time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 2026. 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 price movement. The serial correlation of 0.17 indicates that over 17.0% of current USU SOFTWARE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
USU SOFTWARE 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.
Regressed Prices |
| Timeline |
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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.