UBS Plc (Germany) Performance
| UBU9 Etf | 92.44 0.27 0.29% |
The entity has a beta of 0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UBS Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding UBS Plc is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in UBS plc are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady basic indicators, UBS Plc may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
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UBS Plc Relative Risk vs. Return Landscape
If you would invest 8,233 in UBS plc on September 1, 2024 and sell it today you would earn a total of 1,011 from holding UBS plc or generate 12.28% return on investment over 90 days. UBS plc is generating 0.1821% of daily returns and assumes 0.8742% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than UBS, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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UBS Plc Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS Plc's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as UBS plc , and traders can use it to determine the average amount a UBS Plc's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2083
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Estimated Market Risk
| 0.87 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average UBS Plc is performing at about 16% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of UBS Plc by adding it to a well-diversified portfolio.