URW (STAPLSHS (Germany) Market Value
| UBLB Stock | EUR 3.64 0.02 0.55% |
| Symbol | URW |
URW (STAPLSHS '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 URW (STAPLSHS'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 URW (STAPLSHS.
| 08/02/2023 |
| 11/24/2024 |
If you would invest 0.00 in URW (STAPLSHS on August 2, 2023 and sell it all today you would earn a total of 0.00 from holding URW EO 05 or generate 0.0% return on investment in URW (STAPLSHS over 480 days. URW (STAPLSHS is related to or competes with Gaztransport Technigaz, Grupo Carso, PARKEN Sport, NTG Nordic, Commercial Vehicle, and INTER CARS. Unibail-Rodamco-Westfield is the premier global developer and operator of Flagship Destinations, with a portfolio valued... More
URW (STAPLSHS 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 URW (STAPLSHS'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 URW EO 05 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.87 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.99 | |||
| Value At Risk | (2.20) | |||
| Potential Upside | 2.29 |
URW (STAPLSHS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for URW (STAPLSHS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as URW (STAPLSHS's standard deviation. In reality, there are many statistical measures that can use URW (STAPLSHS historical prices to predict the future URW (STAPLSHS's volatility.| Risk Adjusted Performance | 0.0511 | |||
| Jensen Alpha | 0.1308 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.26) |
URW (STAPLSHS Backtested Returns
At this point, URW (STAPLSHS is slightly risky. URW (STAPLSHS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0491, which indicates the firm had a 0.0491% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for URW EO 05, which you can use to evaluate the volatility of the company. Please validate URW (STAPLSHS's Risk Adjusted Performance of 0.0511, coefficient of variation of 1679.18, and Semi Deviation of 1.59 to confirm if the risk estimate we provide is consistent with the expected return of 0.0817%.URW (STAPLSHS has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning URW (STAPLSHS are expected to decrease at a much lower rate. During the bear market, URW (STAPLSHS is likely to outperform the market. URW (STAPLSHS presently has a risk of 1.66%. Please validate URW (STAPLSHS maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to decide if URW (STAPLSHS will be following its existing price patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
URW EO 05 has insignificant reverse predictability. Overlapping area represents the amount of predictability between URW (STAPLSHS time series from 2nd of August 2023 to 29th of March 2024 and 29th of March 2024 to 24th of November 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 URW (STAPLSHS price movement. The serial correlation of -0.12 indicates that less than 12.0% of current URW (STAPLSHS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
URW (STAPLSHS lagged returns against current returns
Autocorrelation, which is URW (STAPLSHS 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 URW (STAPLSHS's stock expected returns. We can calculate the autocorrelation of URW (STAPLSHS returns to help us make a trade decision. For example, suppose you find that URW (STAPLSHS 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 |
URW (STAPLSHS 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 URW (STAPLSHS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if URW (STAPLSHS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in URW (STAPLSHS stock over time.
Current vs Lagged Prices |
| Timeline |
URW (STAPLSHS Lagged Returns
When evaluating URW (STAPLSHS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of URW (STAPLSHS stock have on its future price. URW (STAPLSHS 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, URW (STAPLSHS autocorrelation shows the relationship between URW (STAPLSHS stock current value and its past values and can show if there is a momentum factor associated with investing in URW EO 05.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in URW Stock
URW (STAPLSHS financial ratios help investors to determine whether URW 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 URW with respect to the benefits of owning URW (STAPLSHS security.