Umeworld Limited Stock Market Value
| UMEWF Stock | USD 0.36 0.00 0.00% |
| Symbol | UMeWorld |
UMeWorld '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 UMeWorld'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 UMeWorld.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in UMeWorld on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding UMeWorld Limited or generate 0.0% return on investment in UMeWorld over 30 days. UMeWorld is related to or competes with Zhong Yuan, Reeds,, and Organto Foods. UMeWorld Limited, together with its subsidiaries, operates as an educational technology company with a focus on the K-12... More
UMeWorld 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 UMeWorld'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 UMeWorld Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 17.2 |
UMeWorld Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UMeWorld's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UMeWorld's standard deviation. In reality, there are many statistical measures that can use UMeWorld historical prices to predict the future UMeWorld's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.35) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of UMeWorld's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
UMeWorld Limited Backtested Returns
UMeWorld Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.089, which indicates the firm had a -0.089 % return per unit of risk over the last 3 months. UMeWorld Limited exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate UMeWorld's Variance of 2.74, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,141) to confirm the risk estimate we provide. The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, UMeWorld's returns are expected to increase less than the market. However, during the bear market, the loss of holding UMeWorld is expected to be smaller as well. At this point, UMeWorld Limited has a negative expected return of -0.15%. Please make sure to validate UMeWorld's standard deviation and skewness , to decide if UMeWorld Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
UMeWorld Limited has perfect predictability. Overlapping area represents the amount of predictability between UMeWorld time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 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 UMeWorld Limited price movement. The serial correlation of 1.0 indicates that 100.0% of current UMeWorld price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
UMeWorld Limited lagged returns against current returns
Autocorrelation, which is UMeWorld 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 UMeWorld's pink sheet expected returns. We can calculate the autocorrelation of UMeWorld returns to help us make a trade decision. For example, suppose you find that UMeWorld 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 |
UMeWorld 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 UMeWorld pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UMeWorld pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UMeWorld pink sheet over time.
Current vs Lagged Prices |
| Timeline |
UMeWorld Lagged Returns
When evaluating UMeWorld's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UMeWorld pink sheet have on its future price. UMeWorld 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, UMeWorld autocorrelation shows the relationship between UMeWorld pink sheet current value and its past values and can show if there is a momentum factor associated with investing in UMeWorld Limited.
Regressed Prices |
| Timeline |
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Other Information on Investing in UMeWorld Pink Sheet
UMeWorld financial ratios help investors to determine whether UMeWorld 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 UMeWorld with respect to the benefits of owning UMeWorld security.