Ubs Group Ag Stock Market Value
| UBS Stock | USD 34.04 0.89 2.68% |
| Symbol | UBS |
UBS Group AG Price To Book Ratio
Is Diversified Capital Markets space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of UBS Group. If investors know UBS will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about UBS Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.96) | Dividend Share 0.7 | Earnings Share 1.28 | Revenue Per Share | Quarterly Revenue Growth 0.067 |
The market value of UBS Group AG is measured differently than its book value, which is the value of UBS that is recorded on the company's balance sheet. Investors also form their own opinion of UBS Group's value that differs from its market value or its book value, called intrinsic value, which is UBS Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because UBS Group's market value can be influenced by many factors that don't directly affect UBS Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between UBS Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if UBS Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UBS Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
UBS Group '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 Group'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 UBS Group.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in UBS Group on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding UBS Group AG or generate 0.0% return on investment in UBS Group over 30 days. UBS Group is related to or competes with Citigroup, Barclays PLC, HSBC Holdings, Nu Holdings, ING Group, Natwest Group, and Banco Santander. UBS Group AG provides financial advice and solutions to private, institutional, and corporate clients worldwide More
UBS Group 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 Group'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 UBS Group AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | 0.0423 | |||
| Maximum Drawdown | 8.46 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 2.68 |
UBS Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBS Group's standard deviation. In reality, there are many statistical measures that can use UBS Group historical prices to predict the future UBS Group's volatility.| Risk Adjusted Performance | 0.0557 | |||
| Jensen Alpha | 0.0794 | |||
| Total Risk Alpha | 0.0497 | |||
| Sortino Ratio | 0.0411 | |||
| Treynor Ratio | 0.2165 |
UBS Group AG Backtested Returns
Currently, UBS Group AG is very steady. UBS Group AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0594, which indicates the company had a 0.0594% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for UBS Group AG, which you can use to evaluate the volatility of the entity. Please validate UBS Group's Downside Deviation of 1.64, market risk adjusted performance of 0.2265, and Risk Adjusted Performance of 0.0557 to confirm if the risk estimate we provide is consistent with the expected return of 0.0961%. UBS Group has a performance score of 4 on a scale of 0 to 100. The firm has a beta of 0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, UBS Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding UBS Group is expected to be smaller as well. UBS Group AG currently has a risk of 1.62%. Please validate UBS Group downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to decide if UBS Group will be following its existing price patterns.
Auto-correlation | 0.69 |
Good predictability
UBS Group AG has good predictability. Overlapping area represents the amount of predictability between UBS Group time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 Group AG price movement. The serial correlation of 0.69 indicates that around 69.0% of current UBS Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
UBS Group AG lagged returns against current returns
Autocorrelation, which is UBS Group 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 UBS Group's stock expected returns. We can calculate the autocorrelation of UBS Group returns to help us make a trade decision. For example, suppose you find that UBS Group 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 |
UBS Group 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 Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UBS Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UBS Group stock over time.
Current vs Lagged Prices |
| Timeline |
UBS Group Lagged Returns
When evaluating UBS Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UBS Group stock have on its future price. UBS Group 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 Group autocorrelation shows the relationship between UBS Group stock current value and its past values and can show if there is a momentum factor associated with investing in UBS Group AG.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for UBS Stock Analysis
When running UBS Group's price analysis, check to measure UBS Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy UBS Group is operating at the current time. Most of UBS Group's value examination focuses on studying past and present price action to predict the probability of UBS Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UBS Group's price. Additionally, you may evaluate how the addition of UBS Group to your portfolios can decrease your overall portfolio volatility.