UCB SA (Germany) Market Value
| UNC Stock | EUR 251.20 2.10 0.83% |
| Symbol | UCB |
UCB 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 UCB 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 UCB SA.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in UCB SA on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding UCB SA or generate 0.0% return on investment in UCB SA over 90 days. UCB SA is related to or competes with Merit Medical, Canadian Utilities, Natus Medical, Nicola Mining, Pembina Pipeline, PRECISION DRILLING, and Major Drilling. UCB SA, a biopharmaceutical company, develops therapies and solutions for people with neurology and immunology diseases More
UCB 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 UCB 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 UCB SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | 0.0554 | |||
| Maximum Drawdown | 12.42 | |||
| Value At Risk | (3.25) | |||
| Potential Upside | 3.66 |
UCB SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UCB SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UCB SA's standard deviation. In reality, there are many statistical measures that can use UCB SA historical prices to predict the future UCB SA's volatility.| Risk Adjusted Performance | 0.0652 | |||
| Jensen Alpha | 0.1584 | |||
| Total Risk Alpha | 0.0296 | |||
| Sortino Ratio | 0.0613 | |||
| Treynor Ratio | 0.5246 |
UCB SA February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0652 | |||
| Market Risk Adjusted Performance | 0.5346 | |||
| Mean Deviation | 1.5 | |||
| Semi Deviation | 1.85 | |||
| Downside Deviation | 2.08 | |||
| Coefficient Of Variation | 1256.12 | |||
| Standard Deviation | 2.31 | |||
| Variance | 5.32 | |||
| Information Ratio | 0.0554 | |||
| Jensen Alpha | 0.1584 | |||
| Total Risk Alpha | 0.0296 | |||
| Sortino Ratio | 0.0613 | |||
| Treynor Ratio | 0.5246 | |||
| Maximum Drawdown | 12.42 | |||
| Value At Risk | (3.25) | |||
| Potential Upside | 3.66 | |||
| Downside Variance | 4.35 | |||
| Semi Variance | 3.44 | |||
| Expected Short fall | (1.64) | |||
| Skewness | 0.6075 | |||
| Kurtosis | 3.35 |
UCB SA Backtested Returns
UCB SA appears to be very steady, given 3 months investment horizon. UCB SA retains Efficiency (Sharpe Ratio) of 0.14, which indicates the company had a 0.14 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for UCB SA, which you can use to evaluate the volatility of the entity. Please review UCB SA's Mean Deviation of 1.5, standard deviation of 2.31, and Market Risk Adjusted Performance of 0.5346 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, UCB SA holds a performance score of 11. The firm owns a Beta (Systematic Risk) of 0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, UCB SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding UCB SA is expected to be smaller as well. Please check UCB SA's downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to make a quick decision on whether UCB SA's current price history will revert.
Auto-correlation | 0.66 |
Good predictability
UCB SA has good predictability. Overlapping area represents the amount of predictability between UCB SA time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of UCB SA price movement. The serial correlation of 0.66 indicates that around 66.0% of current UCB SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 86.54 |
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Other Information on Investing in UCB Stock
UCB SA financial ratios help investors to determine whether UCB 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 UCB with respect to the benefits of owning UCB SA security.