Utg Inc Stock Market Value
| UTGN Stock | USD 57.50 1.50 2.54% |
| Symbol | UTG |
UTG '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 UTG'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 UTG.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in UTG on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding UTG Inc or generate 0.0% return on investment in UTG over 30 days. UTG is related to or competes with Provident Financial, Pekin Life, Plains Acquisition, Saxon Capital, Tri City, FNB Bancorp, and United Bancorporation. UTG, Inc., an insurance holding company, provides individual life insurance products and services in the United States More
UTG 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 UTG'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 UTG Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.12 | |||
| Information Ratio | 0.146 | |||
| Maximum Drawdown | 21.47 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 4.59 |
UTG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UTG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UTG's standard deviation. In reality, there are many statistical measures that can use UTG historical prices to predict the future UTG's volatility.| Risk Adjusted Performance | 0.1428 | |||
| Jensen Alpha | 0.4228 | |||
| Total Risk Alpha | 0.1686 | |||
| Sortino Ratio | 0.0915 | |||
| Treynor Ratio | 1.01 |
UTG Inc Backtested Returns
UTG appears to be very steady, given 3 months investment horizon. UTG Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for UTG Inc, which you can use to evaluate the volatility of the company. Please review UTG's coefficient of variation of 548.07, and Risk Adjusted Performance of 0.1428 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, UTG holds a performance score of 14. The entity has a beta of 0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, UTG's returns are expected to increase less than the market. However, during the bear market, the loss of holding UTG is expected to be smaller as well. Please check UTG's downside variance, and the relationship between the sortino ratio and daily balance of power , to make a quick decision on whether UTG's existing price patterns will revert.
Auto-correlation | -0.47 |
Modest reverse predictability
UTG Inc has modest reverse predictability. Overlapping area represents the amount of predictability between UTG time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of UTG Inc price movement. The serial correlation of -0.47 indicates that about 47.0% of current UTG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 2.42 |
UTG Inc lagged returns against current returns
Autocorrelation, which is UTG 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 UTG's pink sheet expected returns. We can calculate the autocorrelation of UTG returns to help us make a trade decision. For example, suppose you find that UTG 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 |
UTG 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 UTG pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UTG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UTG pink sheet over time.
Current vs Lagged Prices |
| Timeline |
UTG Lagged Returns
When evaluating UTG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UTG pink sheet have on its future price. UTG 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, UTG autocorrelation shows the relationship between UTG pink sheet current value and its past values and can show if there is a momentum factor associated with investing in UTG Inc.
Regressed Prices |
| Timeline |
Other Information on Investing in UTG Pink Sheet
UTG financial ratios help investors to determine whether UTG 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 UTG with respect to the benefits of owning UTG security.