Union Pacific (Germany) Market Value
| UNP Stock | EUR 233.10 1.40 0.60% |
| Symbol | Union |
Union Pacific '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 Union Pacific'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 Union Pacific.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Union Pacific on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Union Pacific or generate 0.0% return on investment in Union Pacific over 30 days. Union Pacific is related to or competes with Singapore Telecommunicatio, Highlight Communications, National Beverage, SBA Communications, Ribbon Communications, COMBA TELECOM, and Entravision Communications. Union Pacific Corporation, through its subsidiary, Union Pacific Railroad Company, engages in the railroad business in t... More
Union Pacific 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 Union Pacific'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 Union Pacific upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 9.01 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 2.7 |
Union Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Union Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Union Pacific's standard deviation. In reality, there are many statistical measures that can use Union Pacific historical prices to predict the future Union Pacific's volatility.| Risk Adjusted Performance | 0.0365 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1113 |
Union Pacific Backtested Returns
At this point, Union Pacific is very steady. Union Pacific owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0145, which indicates the firm had a 0.0145% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Union Pacific, which you can use to evaluate the volatility of the company. Please validate Union Pacific's Coefficient Of Variation of 2440.75, semi deviation of 1.38, and Risk Adjusted Performance of 0.0365 to confirm if the risk estimate we provide is consistent with the expected return of 0.0228%. Union Pacific has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Union Pacific's returns are expected to increase less than the market. However, during the bear market, the loss of holding Union Pacific is expected to be smaller as well. Union Pacific right now has a risk of 1.57%. Please validate Union Pacific maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if Union Pacific will be following its existing price patterns.
Auto-correlation | 0.81 |
Very good predictability
Union Pacific has very good predictability. Overlapping area represents the amount of predictability between Union Pacific time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Union Pacific price movement. The serial correlation of 0.81 indicates that around 81.0% of current Union Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 24.02 |
Union Pacific lagged returns against current returns
Autocorrelation, which is Union Pacific 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 Union Pacific's stock expected returns. We can calculate the autocorrelation of Union Pacific returns to help us make a trade decision. For example, suppose you find that Union Pacific 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 |
Union Pacific 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 Union Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Union Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Union Pacific stock over time.
Current vs Lagged Prices |
| Timeline |
Union Pacific Lagged Returns
When evaluating Union Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Union Pacific stock have on its future price. Union Pacific 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, Union Pacific autocorrelation shows the relationship between Union Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in Union Pacific.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Union Stock
When determining whether Union Pacific is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Union Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Union Pacific Stock. Highlighted below are key reports to facilitate an investment decision about Union Pacific Stock:Check out Union Pacific Correlation, Union Pacific Volatility and Union Pacific Alpha and Beta module to complement your research on Union Pacific. For more detail on how to invest in Union Stock please use our How to Invest in Union Pacific guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Union Pacific technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.