United Overseas (Germany) Market Value
| UOB Stock | EUR 25.91 0.11 0.43% |
| Symbol | United |
United Overseas '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 United Overseas' 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 United Overseas.
| 02/21/2025 |
| 03/23/2025 |
If you would invest 0.00 in United Overseas on February 21, 2025 and sell it all today you would earn a total of 0.00 from holding United Overseas Bank or generate 0.0% return on investment in United Overseas over 30 days. United Overseas is related to or competes with Alfa Financial, NH HOTEL, PSI Software, MIRAMAR HOTEL, Check Point, Sqs Software, and Take-Two Interactive. United Overseas Bank Limited provides financial products and services More
United Overseas 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 United Overseas' 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 United Overseas Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.0754 | |||
| Maximum Drawdown | 6.1 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 1.96 |
United Overseas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for United Overseas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as United Overseas' standard deviation. In reality, there are many statistical measures that can use United Overseas historical prices to predict the future United Overseas' volatility.| Risk Adjusted Performance | 0.0341 | |||
| Jensen Alpha | 0.0643 | |||
| Total Risk Alpha | 0.1442 | |||
| Sortino Ratio | 0.066 | |||
| Treynor Ratio | 0.0977 |
United Overseas Bank Backtested Returns
At this point, United Overseas is very steady. United Overseas Bank owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0344, which indicates the firm had a 0.0344 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for United Overseas Bank, which you can use to evaluate the volatility of the company. Please validate United Overseas' Coefficient Of Variation of 2908.73, risk adjusted performance of 0.0341, and Semi Deviation of 1.41 to confirm if the risk estimate we provide is consistent with the expected return of 0.0481%. United Overseas has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, United Overseas' returns are expected to increase less than the market. However, during the bear market, the loss of holding United Overseas is expected to be smaller as well. United Overseas Bank right now has a risk of 1.4%. Please validate United Overseas maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if United Overseas will be following its existing price patterns.
Auto-correlation | -0.17 |
Insignificant reverse predictability
United Overseas Bank has insignificant reverse predictability. Overlapping area represents the amount of predictability between United Overseas time series from 21st of February 2025 to 8th of March 2025 and 8th of March 2025 to 23rd of March 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 United Overseas Bank price movement. The serial correlation of -0.17 indicates that over 17.0% of current United Overseas price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
United Overseas Bank lagged returns against current returns
Autocorrelation, which is United Overseas 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 United Overseas' stock expected returns. We can calculate the autocorrelation of United Overseas returns to help us make a trade decision. For example, suppose you find that United Overseas 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 |
United Overseas 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 United Overseas stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if United Overseas stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in United Overseas stock over time.
Current vs Lagged Prices |
| Timeline |
United Overseas Lagged Returns
When evaluating United Overseas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of United Overseas stock have on its future price. United Overseas 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, United Overseas autocorrelation shows the relationship between United Overseas stock current value and its past values and can show if there is a momentum factor associated with investing in United Overseas Bank.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in United Stock
United Overseas financial ratios help investors to determine whether United 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 United with respect to the benefits of owning United Overseas security.