United Internet (Germany) Market Value
| UTDI Stock | EUR 15.66 0.11 0.70% |
| Symbol | United |
United Internet '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 Internet's 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 Internet.
| 05/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in United Internet on May 6, 2024 and sell it all today you would earn a total of 0.00 from holding United Internet AG or generate 0.0% return on investment in United Internet over 210 days. United Internet is related to or competes with T-Mobile, China Mobile, ATT, and Nippon Telegraph. United Internet AG, through its subsidiaries, operates as an Internet service provider More
United Internet 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 Internet's 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 Internet AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 19.18 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 2.63 |
United Internet Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for United Internet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as United Internet's standard deviation. In reality, there are many statistical measures that can use United Internet historical prices to predict the future United Internet's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.67) | |||
| Treynor Ratio | 4.74 |
United Internet AG Backtested Returns
United Internet AG 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. United Internet AG exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate United Internet's Coefficient Of Variation of (879.46), variance of 5.5, and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The entity has a beta of -0.0584, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning United Internet are expected to decrease at a much lower rate. During the bear market, United Internet is likely to outperform the market. At this point, United Internet AG has a negative expected return of -0.27%. Please make sure to validate United Internet's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if United Internet AG performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.73 |
Good predictability
United Internet AG has good predictability. Overlapping area represents the amount of predictability between United Internet time series from 6th of May 2024 to 19th of August 2024 and 19th of August 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 United Internet AG price movement. The serial correlation of 0.73 indicates that around 73.0% of current United Internet price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 1.81 |
United Internet AG lagged returns against current returns
Autocorrelation, which is United Internet 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 Internet's stock expected returns. We can calculate the autocorrelation of United Internet returns to help us make a trade decision. For example, suppose you find that United Internet 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 Internet 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 Internet stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if United Internet stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in United Internet stock over time.
Current vs Lagged Prices |
| Timeline |
United Internet Lagged Returns
When evaluating United Internet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of United Internet stock have on its future price. United Internet 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 Internet autocorrelation shows the relationship between United Internet stock current value and its past values and can show if there is a momentum factor associated with investing in United Internet AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in United Stock
United Internet 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 Internet security.