Ubs Total Return Fund Market Value
| UTBAX Fund | USD 13.45 0.02 0.15% |
| Symbol | Ubs |
Ubs Total '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 Ubs Total's mutual fund 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 Ubs Total.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Ubs Total on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Ubs Total Return or generate 0.0% return on investment in Ubs Total over 540 days. Ubs Total is related to or competes with Pace Large, T Rowe, Principal Lifetime, Legg Mason, Goldman Sachs, and Victory Strategic. The fund invests at least 80 percent of its net assets in bonds andor instruments that provide exposure to bond markets More
Ubs Total 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 Ubs Total's mutual fund 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 Ubs Total Return upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.51) | |||
| Maximum Drawdown | 1.25 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.3757 |
Ubs Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ubs Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ubs Total's standard deviation. In reality, there are many statistical measures that can use Ubs Total historical prices to predict the future Ubs Total's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.4882 |
Ubs Total Return Backtested Returns
Ubs Total Return owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0412, which indicates the fund had a -0.0412% return per unit of risk over the last 3 months. Ubs Total Return exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Ubs Total's Coefficient Of Variation of (1,799), risk adjusted performance of (0.06), and Variance of 0.0761 to confirm the risk estimate we provide. The entity has a beta of -0.0519, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ubs Total are expected to decrease at a much lower rate. During the bear market, Ubs Total is likely to outperform the market.
Auto-correlation | 0.47 |
Average predictability
Ubs Total Return has average predictability. Overlapping area represents the amount of predictability between Ubs Total time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Ubs Total Return price movement. The serial correlation of 0.47 indicates that about 47.0% of current Ubs Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Ubs Total Return lagged returns against current returns
Autocorrelation, which is Ubs Total mutual fund'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 Ubs Total's mutual fund expected returns. We can calculate the autocorrelation of Ubs Total returns to help us make a trade decision. For example, suppose you find that Ubs Total has exhibited high autocorrelation historically, and you observe that the mutual fund 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 |
Ubs Total 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 Ubs Total mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ubs Total mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ubs Total mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ubs Total Lagged Returns
When evaluating Ubs Total's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ubs Total mutual fund have on its future price. Ubs Total 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, Ubs Total autocorrelation shows the relationship between Ubs Total mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ubs Total Return.
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 Ubs Mutual Fund
Ubs Total financial ratios help investors to determine whether Ubs Mutual Fund 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 Ubs with respect to the benefits of owning Ubs Total security.
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