Unibel SA's market value is the price at which a share of Unibel SA trades on a public exchange. It measures the collective expectations of Unibel SA investors about its performance. Unibel SA is trading at 970.00 as of the 5th of February 2025, a No Change since the beginning of the trading day. The stock's open price was 970.0. With this module, you can estimate the performance of a buy and hold strategy of Unibel SA and determine expected loss or profit from investing in Unibel SA over a given investment horizon. Check out Unibel SA Correlation, Unibel SA Volatility and Unibel SA Alpha and Beta module to complement your research on Unibel SA.
Please note, there is a significant difference between Unibel SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Unibel SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Unibel SA'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.
Unibel SA '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 Unibel SA'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 Unibel SA.
0.00
01/06/2025
No Change 0.00
0.0
In 31 days
02/05/2025
0.00
If you would invest 0.00 in Unibel SA on January 6, 2025 and sell it all today you would earn a total of 0.00 from holding Unibel SA or generate 0.0% return on investment in Unibel SA over 30 days. Unibel SA is related to or competes with Savencia, Societe LDC, Robertet, and Malteries Franco. Unibel S.A., through its subsidiary, produces and sells cheese products More
Unibel SA 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 Unibel SA'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 Unibel SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Unibel SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Unibel SA's standard deviation. In reality, there are many statistical measures that can use Unibel SA historical prices to predict the future Unibel SA's volatility.
Unibel SA appears to be very steady, given 3 months investment horizon. Unibel SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Unibel SA, which you can use to evaluate the volatility of the company. Please review Unibel SA's Downside Deviation of 1.12, risk adjusted performance of 0.1269, and Standard Deviation of 2.18 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Unibel SA holds a performance score of 12. The entity has a beta of -0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Unibel SA are expected to decrease at a much lower rate. During the bear market, Unibel SA is likely to outperform the market. Please check Unibel SA's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Unibel SA's existing price patterns will revert.
Correlation Coefficient
0.0
Spearman Rank Test
0.78
Residual Average
0.0
Price Variance
11.0
Unibel SA lagged returns against current returns
Autocorrelation, which is Unibel SA 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 Unibel SA's stock expected returns. We can calculate the autocorrelation of Unibel SA returns to help us make a trade decision. For example, suppose you find that Unibel SA 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
Unibel SA 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 Unibel SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Unibel SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Unibel SA stock over time.
Current vs Lagged Prices
Timeline
Unibel SA Lagged Returns
When evaluating Unibel SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Unibel SA stock have on its future price. Unibel SA 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, Unibel SA autocorrelation shows the relationship between Unibel SA stock current value and its past values and can show if there is a momentum factor associated with investing in Unibel SA.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Unibel SA financial ratios help investors to determine whether Unibel Stock 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 Unibel with respect to the benefits of owning Unibel SA security.