Urbanfund Corp Stock Market Value
| UFC Stock | CAD 0.89 0.03 3.49% |
| Symbol | Urbanfund |
Urbanfund Corp Price To Book Ratio
Urbanfund Corp '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 Urbanfund Corp'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 Urbanfund Corp.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Urbanfund Corp on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Urbanfund Corp or generate 0.0% return on investment in Urbanfund Corp over 30 days. Urbanfund Corp is related to or competes with Westbond Enterprises, Imperial Equities, Findev, and Canadian Net. Urbanfund Corp. owns, develops, manages, and operates a real estate portfolio for residential and commercial properties ... More
Urbanfund Corp 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 Urbanfund Corp'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 Urbanfund Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.03 | |||
| Information Ratio | 0.016 | |||
| Maximum Drawdown | 14.15 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 3.75 |
Urbanfund Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Urbanfund Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Urbanfund Corp's standard deviation. In reality, there are many statistical measures that can use Urbanfund Corp historical prices to predict the future Urbanfund Corp's volatility.| Risk Adjusted Performance | 0.0686 | |||
| Jensen Alpha | 0.1495 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0079 | |||
| Treynor Ratio | 5.58 |
Urbanfund Corp Backtested Returns
At this stage we consider Urbanfund Stock to be dangerous. Urbanfund Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0739, which indicates the firm had a 0.0739% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Urbanfund Corp, which you can use to evaluate the volatility of the company. Please validate Urbanfund Corp's Coefficient Of Variation of 1229.0, semi deviation of 1.53, and Risk Adjusted Performance of 0.0686 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Urbanfund Corp has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 0.0274, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Urbanfund Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Urbanfund Corp is expected to be smaller as well. Urbanfund Corp right now has a risk of 2.04%. Please validate Urbanfund Corp information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to decide if Urbanfund Corp will be following its existing price patterns.
Auto-correlation | 0.62 |
Good predictability
Urbanfund Corp has good predictability. Overlapping area represents the amount of predictability between Urbanfund Corp time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Urbanfund Corp price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Urbanfund Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Urbanfund Corp lagged returns against current returns
Autocorrelation, which is Urbanfund Corp 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 Urbanfund Corp's stock expected returns. We can calculate the autocorrelation of Urbanfund Corp returns to help us make a trade decision. For example, suppose you find that Urbanfund Corp 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 |
Urbanfund Corp 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 Urbanfund Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Urbanfund Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Urbanfund Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Urbanfund Corp Lagged Returns
When evaluating Urbanfund Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Urbanfund Corp stock have on its future price. Urbanfund Corp 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, Urbanfund Corp autocorrelation shows the relationship between Urbanfund Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Urbanfund Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Urbanfund Stock Analysis
When running Urbanfund Corp's price analysis, check to measure Urbanfund Corp'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 Urbanfund Corp is operating at the current time. Most of Urbanfund Corp's value examination focuses on studying past and present price action to predict the probability of Urbanfund Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Urbanfund Corp's price. Additionally, you may evaluate how the addition of Urbanfund Corp to your portfolios can decrease your overall portfolio volatility.