Union Pacific (Germany) Market Value
| UNP Stock | 227.50 0.10 0.04% |
| 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.
| 12/01/2023 |
| 11/25/2024 |
If you would invest 0.00 in Union Pacific on December 1, 2023 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 360 days. Union Pacific is related to or competes with Apple, Apple, Apple, Microsoft, and Microsoft. 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 | 1.57 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 7.17 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 1.97 |
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 | 0.0494 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0918 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Union Pacific'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.
Union Pacific Backtested Returns
Currently, Union Pacific is very steady. Union Pacific owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0352, which indicates the firm had a 0.0352% return per unit of risk over the last 3 months. We have found twenty-eight 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 1694.8, risk adjusted performance of 0.0494, and Semi Deviation of 1.49 to confirm if the risk estimate we provide is consistent with the expected return of 0.0463%. Union Pacific has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.74, 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 1.31%. Please validate Union Pacific sortino ratio, skewness, relative strength index, as well as the relationship between the potential upside and day median price , to decide if Union Pacific will be following its existing price patterns.
Auto-correlation | 0.40 |
Average predictability
Union Pacific has average predictability. Overlapping area represents the amount of predictability between Union Pacific time series from 1st of December 2023 to 29th of May 2024 and 29th of May 2024 to 25th 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 0.4 indicates that just about 40.0% of current Union Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 51.25 |
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 |
Thematic Opportunities
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Additional Tools for Union Stock Analysis
When running Union Pacific's price analysis, check to measure Union Pacific'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 Union Pacific is operating at the current time. Most of Union Pacific's value examination focuses on studying past and present price action to predict the probability of Union Pacific's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Union Pacific's price. Additionally, you may evaluate how the addition of Union Pacific to your portfolios can decrease your overall portfolio volatility.