Unilever PLC (Netherlands) Market Value
| UNA Stock | EUR 56.06 0.38 0.67% |
| Symbol | Unilever |
Unilever PLC '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 Unilever PLC'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 Unilever PLC.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Unilever PLC on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Unilever PLC or generate 0.0% return on investment in Unilever PLC over 720 days. Unilever PLC is related to or competes with Koninklijke Philips, Koninklijke Ahold, ING Groep, Heineken, and Danone SA. Unilever PLC operates as a fast-moving consumer goods company in Asia, Africa, the Middle East, Turkey, Russia, Ukraine,... More
Unilever PLC 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 Unilever PLC'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 Unilever PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8744 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 4.81 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.12 |
Unilever PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Unilever PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Unilever PLC's standard deviation. In reality, there are many statistical measures that can use Unilever PLC historical prices to predict the future Unilever PLC's volatility.| Risk Adjusted Performance | 0.0067 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | (0.04) |
Unilever PLC Backtested Returns
Unilever PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0312, which indicates the firm had a -0.0312% return per unit of risk over the last 3 months. Unilever PLC exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Unilever PLC's Risk Adjusted Performance of 0.0067, coefficient of variation of 15281.8, and Semi Deviation of 0.8565 to confirm the risk estimate we provide. The entity has a beta of 0.0908, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Unilever PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Unilever PLC is expected to be smaller as well. At this point, Unilever PLC has a negative expected return of -0.0289%. Please make sure to validate Unilever PLC's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Unilever PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.08 |
Very weak reverse predictability
Unilever PLC has very weak reverse predictability. Overlapping area represents the amount of predictability between Unilever PLC time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 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 Unilever PLC price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Unilever PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 31.79 |
Unilever PLC lagged returns against current returns
Autocorrelation, which is Unilever PLC 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 Unilever PLC's stock expected returns. We can calculate the autocorrelation of Unilever PLC returns to help us make a trade decision. For example, suppose you find that Unilever PLC 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 |
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Unilever PLC 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 Unilever PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Unilever PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Unilever PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Unilever PLC Lagged Returns
When evaluating Unilever PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Unilever PLC stock have on its future price. Unilever PLC 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, Unilever PLC autocorrelation shows the relationship between Unilever PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Unilever PLC.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Unilever Stock Analysis
When running Unilever PLC's price analysis, check to measure Unilever PLC'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 Unilever PLC is operating at the current time. Most of Unilever PLC's value examination focuses on studying past and present price action to predict the probability of Unilever PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Unilever PLC's price. Additionally, you may evaluate how the addition of Unilever PLC to your portfolios can decrease your overall portfolio volatility.