Universal Robina Stock Market Value
| UVRBF Stock | USD 1.31 0.00 0.00% |
| Symbol | Universal |
Universal Robina '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 Universal Robina'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 Universal Robina.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in Universal Robina on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding Universal Robina or generate 0.0% return on investment in Universal Robina over 30 days. Universal Robina is related to or competes with Coty, Dave Busters, MYT Netherlands, Norfolk Southern, and BCE. Universal Robina Corporation operates as a branded food product company in the Philippines and internationally More
Universal Robina 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 Universal Robina'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 Universal Robina upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 19.63 |
Universal Robina Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Universal Robina's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Universal Robina's standard deviation. In reality, there are many statistical measures that can use Universal Robina historical prices to predict the future Universal Robina's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (0.38) |
Universal Robina Backtested Returns
Universal Robina owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13 % return per unit of risk over the last 3 months. Universal Robina exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Universal Robina's Coefficient Of Variation of (768.11), variance of 6.53, and Risk Adjusted Performance of (0.10) to confirm the risk estimate we provide. The entity has a beta of 0.89, which indicates possible diversification benefits within a given portfolio. Universal Robina returns are very sensitive to returns on the market. As the market goes up or down, Universal Robina is expected to follow. At this point, Universal Robina has a negative expected return of -0.33%. Please make sure to validate Universal Robina's variance, skewness, as well as the relationship between the Skewness and day typical price , to decide if Universal Robina performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Universal Robina has no correlation between past and present. Overlapping area represents the amount of predictability between Universal Robina time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd 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 Universal Robina price movement. The serial correlation of 0.0 indicates that just 0.0% of current Universal Robina price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Universal Robina lagged returns against current returns
Autocorrelation, which is Universal Robina 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 Universal Robina's pink sheet expected returns. We can calculate the autocorrelation of Universal Robina returns to help us make a trade decision. For example, suppose you find that Universal Robina 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 |
Universal Robina 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 Universal Robina pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Universal Robina pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Universal Robina pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Universal Robina Lagged Returns
When evaluating Universal Robina's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Universal Robina pink sheet have on its future price. Universal Robina 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, Universal Robina autocorrelation shows the relationship between Universal Robina pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Universal Robina.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Universal Pink Sheet
Universal Robina financial ratios help investors to determine whether Universal 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 Universal with respect to the benefits of owning Universal Robina security.