UCB SA's market value is the price at which a share of UCB SA trades on a public exchange. It measures the collective expectations of UCB SA investors about its performance. UCB SA is trading at 195.25 as of the 1st of February 2025. This is a 2.76% up since the beginning of the trading day. The stock's lowest day price was 195.25. With this module, you can estimate the performance of a buy and hold strategy of UCB SA and determine expected loss or profit from investing in UCB SA over a given investment horizon. Check out UCB SA Correlation, UCB SA Volatility and UCB SA Alpha and Beta module to complement your research on UCB SA.
Please note, there is a significant difference between UCB SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if UCB SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UCB SA'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.
UCB SA '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 UCB SA's pink sheet 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 UCB SA.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure UCB SA's pink sheet 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 UCB SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for UCB SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UCB SA's standard deviation. In reality, there are many statistical measures that can use UCB SA historical prices to predict the future UCB SA's volatility.
At this point, UCB SA is very steady. UCB SA retains Efficiency (Sharpe Ratio) of 0.0538, which indicates the company had a 0.0538 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for UCB SA, which you can use to evaluate the volatility of the entity. Please validate UCB SA's Mean Deviation of 0.7289, standard deviation of 2.21, and Market Risk Adjusted Performance of 0.2282 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. UCB SA has a performance score of 4 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, UCB SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding UCB SA is expected to be smaller as well. UCB SA now owns a risk of 2.32%. Please validate UCB SA coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to decide if UCB SA will be following its current price history.
Auto-correlation
0.09
Virtually no predictability
UCB SA has virtually no predictability. Overlapping area represents the amount of predictability between UCB SA time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 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 UCB SA price movement. The serial correlation of 0.09 indicates that less than 9.0% of current UCB SA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.09
Spearman Rank Test
0.47
Residual Average
0.0
Price Variance
103.52
UCB SA lagged returns against current returns
Autocorrelation, which is UCB SA pink sheet'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 UCB SA's pink sheet expected returns. We can calculate the autocorrelation of UCB SA returns to help us make a trade decision. For example, suppose you find that UCB SA has exhibited high autocorrelation historically, and you observe that the pink sheet 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
UCB SA 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 UCB SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UCB SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UCB SA pink sheet over time.
Current vs Lagged Prices
Timeline
UCB SA Lagged Returns
When evaluating UCB SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UCB SA pink sheet have on its future price. UCB SA 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, UCB SA autocorrelation shows the relationship between UCB SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in UCB SA.
UCB SA financial ratios help investors to determine whether UCB Pink Sheet 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 UCB with respect to the benefits of owning UCB SA security.