UCHUMI SUPERMARKET's market value is the price at which a share of UCHUMI SUPERMARKET trades on a public exchange. It measures the collective expectations of UCHUMI SUPERMARKET PLC investors about its performance. UCHUMI SUPERMARKET is trading at 0.3 as of the 16th of February 2025, a 9.09 percent decrease since the beginning of the trading day. The stock's open price was 0.33. With this module, you can estimate the performance of a buy and hold strategy of UCHUMI SUPERMARKET PLC and determine expected loss or profit from investing in UCHUMI SUPERMARKET over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population.
Symbol
UCHUMI
UCHUMI SUPERMARKET '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 UCHUMI SUPERMARKET'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 UCHUMI SUPERMARKET.
0.00
01/17/2025
No Change 0.00
0.0
In 31 days
02/16/2025
0.00
If you would invest 0.00 in UCHUMI SUPERMARKET on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding UCHUMI SUPERMARKET PLC or generate 0.0% return on investment in UCHUMI SUPERMARKET over 30 days.
UCHUMI SUPERMARKET 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 UCHUMI SUPERMARKET'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 UCHUMI SUPERMARKET PLC 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 UCHUMI SUPERMARKET's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UCHUMI SUPERMARKET's standard deviation. In reality, there are many statistical measures that can use UCHUMI SUPERMARKET historical prices to predict the future UCHUMI SUPERMARKET's volatility.
UCHUMI SUPERMARKET appears to be out of control, given 3 months investment horizon. UCHUMI SUPERMARKET PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the company had a 0.16 % return per unit of volatility over the last 3 months. By analyzing UCHUMI SUPERMARKET's technical indicators, you can evaluate if the expected return of 0.78% is justified by implied risk. Please review UCHUMI SUPERMARKET's Risk Adjusted Performance of 0.1148, downside deviation of 7.0, and Market Risk Adjusted Performance of (2.43) to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, UCHUMI SUPERMARKET holds a performance score of 12. The firm has a beta of -0.3, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UCHUMI SUPERMARKET are expected to decrease at a much lower rate. During the bear market, UCHUMI SUPERMARKET is likely to outperform the market. Please check UCHUMI SUPERMARKET's treynor ratio and the relationship between the semi variance and price action indicator , to make a quick decision on whether UCHUMI SUPERMARKET's existing price patterns will revert.
Auto-correlation
-0.03
Very weak reverse predictability
UCHUMI SUPERMARKET PLC has very weak reverse predictability. Overlapping area represents the amount of predictability between UCHUMI SUPERMARKET time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th 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 UCHUMI SUPERMARKET PLC price movement. The serial correlation of -0.03 indicates that only 3.0% of current UCHUMI SUPERMARKET price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.03
Spearman Rank Test
0.13
Residual Average
0.0
Price Variance
0.0
UCHUMI SUPERMARKET PLC lagged returns against current returns
Autocorrelation, which is UCHUMI SUPERMARKET 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 UCHUMI SUPERMARKET's stock expected returns. We can calculate the autocorrelation of UCHUMI SUPERMARKET returns to help us make a trade decision. For example, suppose you find that UCHUMI SUPERMARKET 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
UCHUMI SUPERMARKET 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 UCHUMI SUPERMARKET stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UCHUMI SUPERMARKET stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UCHUMI SUPERMARKET stock over time.
Current vs Lagged Prices
Timeline
UCHUMI SUPERMARKET Lagged Returns
When evaluating UCHUMI SUPERMARKET's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UCHUMI SUPERMARKET stock have on its future price. UCHUMI SUPERMARKET 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, UCHUMI SUPERMARKET autocorrelation shows the relationship between UCHUMI SUPERMARKET stock current value and its past values and can show if there is a momentum factor associated with investing in UCHUMI SUPERMARKET PLC.