Unb Corp Stock Market Value
| UNPA Stock | USD 110.00 0.00 0.00% |
| Symbol | UNB |
UNB Corp '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 UNB Corp's pink sheet 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 UNB Corp.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in UNB Corp on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding UNB Corp or generate 0.0% return on investment in UNB Corp over 360 days. UNB Corp is related to or competes with Central Bancompany, Permanent TSB, Permanent TSB, SpareBank, SpareBank, BDO Unibank, and Menora Mivtachim. UNB Corp. operates as the bank holding company for UNB Bank that provides various banking products and services More
UNB Corp 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 UNB Corp's pink sheet 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 UNB Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.101 | |||
| Maximum Drawdown | 79.74 |
UNB Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UNB Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UNB Corp's standard deviation. In reality, there are many statistical measures that can use UNB Corp historical prices to predict the future UNB Corp's volatility.| Risk Adjusted Performance | 0.0866 | |||
| Jensen Alpha | 0.9869 | |||
| Total Risk Alpha | 0.0182 | |||
| Treynor Ratio | 16.66 |
UNB Corp Backtested Returns
UNB Corp is very steady given 3 months investment horizon. UNB Corp retains Efficiency (Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of volatility over the last 3 months. We were able to interpolate data for sixteen different technical indicators, which can help you to evaluate if expected returns of 1.0% are justified by taking the suggested risk. Use UNB Corp risk adjusted performance of 0.0866, and Standard Deviation of 9.08 to evaluate company specific risk that cannot be diversified away. UNB Corp holds a performance score of 8 on a scale of zero to a hundred. The entity owns a Beta (Systematic Risk) of 0.0595, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UNB Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding UNB Corp is expected to be smaller as well. Use UNB Corp mean deviation, information ratio, as well as the relationship between the Information Ratio and kurtosis , to analyze future returns on UNB Corp.
Auto-correlation | 0.69 |
Good predictability
UNB Corp has good predictability. Overlapping area represents the amount of predictability between UNB Corp time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of UNB Corp price movement. The serial correlation of 0.69 indicates that around 69.0% of current UNB Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 455.8 |
UNB Corp lagged returns against current returns
Autocorrelation, which is UNB Corp pink sheet'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 UNB Corp's pink sheet expected returns. We can calculate the autocorrelation of UNB Corp returns to help us make a trade decision. For example, suppose you find that UNB Corp has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
UNB Corp 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 UNB Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UNB Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UNB Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
UNB Corp Lagged Returns
When evaluating UNB Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UNB Corp pink sheet have on its future price. UNB Corp 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, UNB Corp autocorrelation shows the relationship between UNB Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in UNB Corp.
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.Other Information on Investing in UNB Pink Sheet
UNB Corp financial ratios help investors to determine whether UNB Pink Sheet 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 UNB with respect to the benefits of owning UNB Corp security.