Ubs Allocation Fund Market Value
| PWTYX Fund | USD 51.18 0.29 0.57% |
| Symbol | Ubs |
Ubs Allocation '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 Ubs Allocation's mutual fund 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 Ubs Allocation.
| 01/30/2023 |
| 01/19/2025 |
If you would invest 0.00 in Ubs Allocation on January 30, 2023 and sell it all today you would earn a total of 0.00 from holding Ubs Allocation Fund or generate 0.0% return on investment in Ubs Allocation over 720 days. Ubs Allocation is related to or competes with Franklin Lifesmart, Dimensional Retirement, American Funds, Voya Target, and Jp Morgan. The fund invests at least 80 percent of its net assets in U.S More
Ubs Allocation 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 Ubs Allocation's mutual fund 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 Ubs Allocation Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 8.0 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 0.9259 |
Ubs Allocation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ubs Allocation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ubs Allocation's standard deviation. In reality, there are many statistical measures that can use Ubs Allocation historical prices to predict the future Ubs Allocation's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ubs Allocation'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.
Ubs Allocation Backtested Returns
Ubs Allocation owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0727, which indicates the fund had a -0.0727% return per unit of risk over the last 3 months. Ubs Allocation Fund exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Ubs Allocation's Variance of 1.08, coefficient of variation of (1,375), and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of 0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Ubs Allocation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ubs Allocation is expected to be smaller as well.
Auto-correlation | 0.44 |
Average predictability
Ubs Allocation Fund has average predictability. Overlapping area represents the amount of predictability between Ubs Allocation time series from 30th of January 2023 to 25th of January 2024 and 25th of January 2024 to 19th of January 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 Ubs Allocation price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Ubs Allocation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 4.73 |
Ubs Allocation lagged returns against current returns
Autocorrelation, which is Ubs Allocation mutual fund'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 Ubs Allocation's mutual fund expected returns. We can calculate the autocorrelation of Ubs Allocation returns to help us make a trade decision. For example, suppose you find that Ubs Allocation has exhibited high autocorrelation historically, and you observe that the mutual fund 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 |
Ubs Allocation 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 Ubs Allocation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ubs Allocation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ubs Allocation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ubs Allocation Lagged Returns
When evaluating Ubs Allocation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ubs Allocation mutual fund have on its future price. Ubs Allocation 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, Ubs Allocation autocorrelation shows the relationship between Ubs Allocation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ubs Allocation Fund.
Regressed Prices |
| Timeline |
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Other Information on Investing in Ubs Mutual Fund
Ubs Allocation financial ratios help investors to determine whether Ubs Mutual Fund 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 Ubs with respect to the benefits of owning Ubs Allocation security.
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