Uni President China Holdings Stock Market Value
| UNPSF Stock | USD 0.89 0.00 0.00% |
| Symbol | Uni |
Uni President '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 Uni President'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 Uni President.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Uni President on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Uni President China Holdings or generate 0.0% return on investment in Uni President over 90 days. Uni President is related to or competes with Verde Clean, Herc Holdings, Willscot Mobile, Tootsie Roll, Capital Clean, HE Equipment, and AMCON Distributing. Uni-President China Holdings Ltd., an investment holding company, manufactures, sells, and trades in beverages and food ... More
Uni President 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 Uni President'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 Uni President China Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.36) | |||
| Maximum Drawdown | 2.3 |
Uni President Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Uni President's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Uni President's standard deviation. In reality, there are many statistical measures that can use Uni President historical prices to predict the future Uni President's volatility.| Risk Adjusted Performance | 0.0771 | |||
| Jensen Alpha | 0.0234 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 2.16 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Uni President'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.
Uni President China Backtested Returns
At this point, Uni President is somewhat reliable. Uni President China owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Uni President China Holdings, which you can use to evaluate the volatility of the company. Please validate Uni President's Risk Adjusted Performance of 0.0771, coefficient of variation of 812.4, and Variance of 0.0801 to confirm if the risk estimate we provide is consistent with the expected return of 0.0354%. Uni President has a performance score of 9 on a scale of 0 to 100. The entity has a beta of 0.0115, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Uni President's returns are expected to increase less than the market. However, during the bear market, the loss of holding Uni President is expected to be smaller as well. Uni President China right now has a risk of 0.29%. Please validate Uni President variance and kurtosis , to decide if Uni President will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Uni President China Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between Uni President time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd of December 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 Uni President China price movement. The serial correlation of 0.0 indicates that just 0.0% of current Uni President price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Uni President China lagged returns against current returns
Autocorrelation, which is Uni President 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 Uni President's pink sheet expected returns. We can calculate the autocorrelation of Uni President returns to help us make a trade decision. For example, suppose you find that Uni President 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 |
Uni President 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 Uni President pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Uni President pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Uni President pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Uni President Lagged Returns
When evaluating Uni President's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Uni President pink sheet have on its future price. Uni President 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, Uni President autocorrelation shows the relationship between Uni President pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Uni President China Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Uni Pink Sheet
Uni President financial ratios help investors to determine whether Uni 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 Uni with respect to the benefits of owning Uni President security.