UNIQA INSURANCE (Germany) Market Value

UN9 Stock   7.61  0.04  0.52%   
UNIQA INSURANCE's market value is the price at which a share of UNIQA INSURANCE trades on a public exchange. It measures the collective expectations of UNIQA INSURANCE GR investors about its performance. UNIQA INSURANCE is selling for under 7.61 as of the 23rd of December 2024; that is 0.52% down since the beginning of the trading day. The stock's last reported lowest price was 7.61.
With this module, you can estimate the performance of a buy and hold strategy of UNIQA INSURANCE GR and determine expected loss or profit from investing in UNIQA INSURANCE over a given investment horizon. Check out UNIQA INSURANCE Correlation, UNIQA INSURANCE Volatility and UNIQA INSURANCE Alpha and Beta module to complement your research on UNIQA INSURANCE.
Symbol

Please note, there is a significant difference between UNIQA INSURANCE's value and its price as these two are different measures arrived at by different means. Investors typically determine if UNIQA INSURANCE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UNIQA INSURANCE'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.

UNIQA INSURANCE '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 UNIQA INSURANCE'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 UNIQA INSURANCE.
0.00
11/23/2024
No Change 0.00  0.0 
In 31 days
12/23/2024
0.00
If you would invest  0.00  in UNIQA INSURANCE on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding UNIQA INSURANCE GR or generate 0.0% return on investment in UNIQA INSURANCE over 30 days. UNIQA INSURANCE is related to or competes with Apple, Apple, Apple, Microsoft, Microsoft, Microsoft, and Microsoft. More

UNIQA INSURANCE 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 UNIQA INSURANCE'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 UNIQA INSURANCE GR upside and downside potential and time the market with a certain degree of confidence.

UNIQA INSURANCE Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for UNIQA INSURANCE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UNIQA INSURANCE's standard deviation. In reality, there are many statistical measures that can use UNIQA INSURANCE historical prices to predict the future UNIQA INSURANCE's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of UNIQA INSURANCE'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.
Hype
Prediction
LowEstimatedHigh
6.547.618.68
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Intrinsic
Valuation
LowRealHigh
6.407.478.54
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UNIQA INSURANCE GR Backtested Returns

Currently, UNIQA INSURANCE GR is not too volatile. UNIQA INSURANCE GR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0339, which indicates the firm had a 0.0339% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for UNIQA INSURANCE GR, which you can use to evaluate the volatility of the company. Please validate UNIQA INSURANCE's risk adjusted performance of 0.0307, and Coefficient Of Variation of 2814.43 to confirm if the risk estimate we provide is consistent with the expected return of 0.0363%. UNIQA INSURANCE has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.0929, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UNIQA INSURANCE's returns are expected to increase less than the market. However, during the bear market, the loss of holding UNIQA INSURANCE is expected to be smaller as well. UNIQA INSURANCE GR currently has a risk of 1.07%. Please validate UNIQA INSURANCE total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if UNIQA INSURANCE will be following its existing price patterns.

Auto-correlation

    
  -0.12  

Insignificant reverse predictability

UNIQA INSURANCE GR has insignificant reverse predictability. Overlapping area represents the amount of predictability between UNIQA INSURANCE time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd of December 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 UNIQA INSURANCE GR price movement. The serial correlation of -0.12 indicates that less than 12.0% of current UNIQA INSURANCE price fluctuation can be explain by its past prices.
Correlation Coefficient-0.12
Spearman Rank Test0.03
Residual Average0.0
Price Variance0.02

UNIQA INSURANCE GR lagged returns against current returns

Autocorrelation, which is UNIQA INSURANCE 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 UNIQA INSURANCE's stock expected returns. We can calculate the autocorrelation of UNIQA INSURANCE returns to help us make a trade decision. For example, suppose you find that UNIQA INSURANCE 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  

UNIQA INSURANCE 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 UNIQA INSURANCE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UNIQA INSURANCE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UNIQA INSURANCE stock over time.
   Current vs Lagged Prices   
       Timeline  

UNIQA INSURANCE Lagged Returns

When evaluating UNIQA INSURANCE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UNIQA INSURANCE stock have on its future price. UNIQA INSURANCE 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, UNIQA INSURANCE autocorrelation shows the relationship between UNIQA INSURANCE stock current value and its past values and can show if there is a momentum factor associated with investing in UNIQA INSURANCE GR.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

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Additional Tools for UNIQA Stock Analysis

When running UNIQA INSURANCE's price analysis, check to measure UNIQA INSURANCE'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 UNIQA INSURANCE is operating at the current time. Most of UNIQA INSURANCE's value examination focuses on studying past and present price action to predict the probability of UNIQA INSURANCE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UNIQA INSURANCE's price. Additionally, you may evaluate how the addition of UNIQA INSURANCE to your portfolios can decrease your overall portfolio volatility.