U Blox (Switzerland) Market Value

UBXN Stock  CHF 69.20  1.90  2.82%   
U Blox's market value is the price at which a share of U Blox trades on a public exchange. It measures the collective expectations of U Blox Holding investors about its performance. U Blox is selling for under 69.20 as of the 30th of November 2024; that is 2.82 percent increase since the beginning of the trading day. The stock's lowest day price was 67.0.
With this module, you can estimate the performance of a buy and hold strategy of U Blox Holding and determine expected loss or profit from investing in U Blox over a given investment horizon. Check out U Blox Correlation, U Blox Volatility and U Blox Alpha and Beta module to complement your research on U Blox.
Symbol

Please note, there is a significant difference between U Blox's value and its price as these two are different measures arrived at by different means. Investors typically determine if U Blox is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, U Blox'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.

U Blox '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 U Blox'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 U Blox.
0.00
11/06/2023
No Change 0.00  0.0 
In 1 year and 26 days
11/30/2024
0.00
If you would invest  0.00  in U Blox on November 6, 2023 and sell it all today you would earn a total of 0.00 from holding U Blox Holding or generate 0.0% return on investment in U Blox over 390 days. U Blox is related to or competes with Jungfraubahn Holding, Amsterdam Commodities, Flow Traders, ForFarmers, and Emmi AG. u-blox Holding AG provides positioning and wireless communication solutions for the automotive, industrial, and consumer... More

U Blox 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 U Blox'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 U Blox Holding upside and downside potential and time the market with a certain degree of confidence.

U Blox Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for U Blox's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as U Blox's standard deviation. In reality, there are many statistical measures that can use U Blox historical prices to predict the future U Blox's volatility.
Hype
Prediction
LowEstimatedHigh
66.5669.2071.84
Details
Intrinsic
Valuation
LowRealHigh
68.1970.8373.47
Details
Naive
Forecast
LowNextHigh
63.3365.9768.60
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
65.3667.4869.60
Details

U Blox Holding Backtested Returns

U Blox Holding retains Efficiency (Sharpe Ratio) of -0.0626, which indicates the company had a -0.0626% return per unit of volatility over the last 3 months. U Blox exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate U Blox's Mean Deviation of 1.82, information ratio of (0.12), and Market Risk Adjusted Performance of (0.47) to confirm the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, U Blox's returns are expected to increase less than the market. However, during the bear market, the loss of holding U Blox is expected to be smaller as well. At this point, U Blox Holding has a negative expected return of -0.16%. Please make sure to validate U Blox's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if U Blox Holding performance from the past will be repeated sooner or later.

Auto-correlation

    
  0.59  

Modest predictability

U Blox Holding has modest predictability. Overlapping area represents the amount of predictability between U Blox time series from 6th of November 2023 to 19th of May 2024 and 19th of May 2024 to 30th 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 U Blox Holding price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current U Blox price fluctuation can be explain by its past prices.
Correlation Coefficient0.59
Spearman Rank Test0.45
Residual Average0.0
Price Variance107.05

U Blox Holding lagged returns against current returns

Autocorrelation, which is U Blox 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 U Blox's stock expected returns. We can calculate the autocorrelation of U Blox returns to help us make a trade decision. For example, suppose you find that U Blox 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  

U Blox 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 U Blox stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if U Blox stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in U Blox stock over time.
   Current vs Lagged Prices   
       Timeline  

U Blox Lagged Returns

When evaluating U Blox's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of U Blox stock have on its future price. U Blox 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, U Blox autocorrelation shows the relationship between U Blox stock current value and its past values and can show if there is a momentum factor associated with investing in U Blox Holding.
   Regressed Prices   
       Timeline  

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Additional Tools for UBXN Stock Analysis

When running U Blox's price analysis, check to measure U Blox'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 U Blox is operating at the current time. Most of U Blox's value examination focuses on studying past and present price action to predict the probability of U Blox's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move U Blox's price. Additionally, you may evaluate how the addition of U Blox to your portfolios can decrease your overall portfolio volatility.