Ugi Corporation Stock Market Value
| UGI Stock | USD 29.33 0.83 2.91% |
| Symbol | UGI |
UGI Corporation Price To Book Ratio
Is Gas Utilities 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 UGI. If investors know UGI 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 UGI 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 3.51 | Earnings Share 1.29 | Revenue Per Share 35.102 | Quarterly Revenue Growth (0.17) | Return On Assets 0.0536 |
The market value of UGI Corporation is measured differently than its book value, which is the value of UGI that is recorded on the company's balance sheet. Investors also form their own opinion of UGI's value that differs from its market value or its book value, called intrinsic value, which is UGI'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 UGI's market value can be influenced by many factors that don't directly affect UGI'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 UGI's value and its price as these two are different measures arrived at by different means. Investors typically determine if UGI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UGI'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.
UGI '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 UGI'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 UGI.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in UGI on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding UGI Corporation or generate 0.0% return on investment in UGI over 30 days. UGI is related to or competes with NewJersey Resources, and NorthWestern. UGI Corporation distributes, stores, transports, and markets energy products and related services in the United States a... More
UGI 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 UGI'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 UGI Corporation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | 0.0819 | |||
| Maximum Drawdown | 4.72 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 2.84 |
UGI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UGI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UGI's standard deviation. In reality, there are many statistical measures that can use UGI historical prices to predict the future UGI's volatility.| Risk Adjusted Performance | 0.1127 | |||
| Jensen Alpha | 0.1878 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.1659 | |||
| Treynor Ratio | 0.3099 |
UGI Corporation Backtested Returns
UGI appears to be very steady, given 3 months investment horizon. UGI Corporation owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for UGI Corporation, which you can use to evaluate the volatility of the company. Please review UGI's coefficient of variation of 720.73, and Risk Adjusted Performance of 0.1127 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, UGI holds a performance score of 11. The entity has a beta of 0.98, which indicates possible diversification benefits within a given portfolio. UGI returns are very sensitive to returns on the market. As the market goes up or down, UGI is expected to follow. Please check UGI's semi variance, and the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether UGI's existing price patterns will revert.
Auto-correlation | -0.15 |
Insignificant reverse predictability
UGI Corporation has insignificant reverse predictability. Overlapping area represents the amount of predictability between UGI time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 UGI Corporation price movement. The serial correlation of -0.15 indicates that less than 15.0% of current UGI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 3.74 |
UGI Corporation lagged returns against current returns
Autocorrelation, which is UGI 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 UGI's stock expected returns. We can calculate the autocorrelation of UGI returns to help us make a trade decision. For example, suppose you find that UGI 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 |
UGI 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 UGI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UGI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UGI stock over time.
Current vs Lagged Prices |
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UGI Lagged Returns
When evaluating UGI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UGI stock have on its future price. UGI 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, UGI autocorrelation shows the relationship between UGI stock current value and its past values and can show if there is a momentum factor associated with investing in UGI Corporation.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether UGI Corporation offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of UGI's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ugi Corporation Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ugi Corporation Stock:Check out UGI Correlation, UGI Volatility and UGI Alpha and Beta module to complement your research on UGI. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
UGI technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.