Urbana's market value is the price at which a share of Urbana trades on a public exchange. It measures the collective expectations of Urbana investors about its performance. Urbana is trading at 4.18 as of the 31st of January 2025. This is a 2.11% down since the beginning of the trading day. The stock's lowest day price was 4.18. With this module, you can estimate the performance of a buy and hold strategy of Urbana and determine expected loss or profit from investing in Urbana over a given investment horizon. Check out Urbana Correlation, Urbana Volatility and Urbana Alpha and Beta module to complement your research on Urbana.
Please note, there is a significant difference between Urbana's value and its price as these two are different measures arrived at by different means. Investors typically determine if Urbana is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Urbana's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Urbana '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 Urbana'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 Urbana.
0.00
02/11/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/31/2025
0.00
If you would invest 0.00 in Urbana on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding Urbana or generate 0.0% return on investment in Urbana over 720 days. Urbana is related to or competes with Princeton Capital, Clarke, and Guardian Capital. Urbana Corporation is an investment fund launched and managed by Caldwell Investment Management Ltd More
Urbana 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 Urbana'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 Urbana upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Urbana's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Urbana's standard deviation. In reality, there are many statistical measures that can use Urbana historical prices to predict the future Urbana's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Urbana. Your research has to be compared to or analyzed against Urbana's peers to derive any actionable benefits. When done correctly, Urbana's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Urbana.
Urbana Backtested Returns
At this point, Urbana is moderately volatile. Urbana owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0662, which indicates the firm had a 0.0662 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Urbana, which you can use to evaluate the volatility of the company. Please validate Urbana's Coefficient Of Variation of 1596.08, risk adjusted performance of 0.0586, and Semi Deviation of 0.9976 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Urbana has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Urbana's returns are expected to increase less than the market. However, during the bear market, the loss of holding Urbana is expected to be smaller as well. Urbana right now has a risk of 2.37%. Please validate Urbana coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to decide if Urbana will be following its existing price patterns.
Auto-correlation
-0.06
Very weak reverse predictability
Urbana has very weak reverse predictability. Overlapping area represents the amount of predictability between Urbana time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st of January 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 Urbana price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Urbana price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.06
Spearman Rank Test
0.04
Residual Average
0.0
Price Variance
0.01
Urbana lagged returns against current returns
Autocorrelation, which is Urbana 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 Urbana's pink sheet expected returns. We can calculate the autocorrelation of Urbana returns to help us make a trade decision. For example, suppose you find that Urbana 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
Urbana 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 Urbana pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Urbana pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Urbana pink sheet over time.
Current vs Lagged Prices
Timeline
Urbana Lagged Returns
When evaluating Urbana's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Urbana pink sheet have on its future price. Urbana 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, Urbana autocorrelation shows the relationship between Urbana pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Urbana.
Other Information on Investing in Urbana Pink Sheet
Urbana financial ratios help investors to determine whether Urbana 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 Urbana with respect to the benefits of owning Urbana security.