UBS Group (Brazil) Probability of Future Stock Price Finishing Under 192.62
| UBSG34 Stock | BRL 193.99 0.44 0.23% |
UBS |
UBS Group Target Price Odds to finish below 192.62
The tendency of UBS Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to R$ 192.62 or more in 90 days |
| 193.99 | 90 days | 192.62 | about 87.34 |
Based on a normal probability distribution, the odds of UBS Group to drop to R$ 192.62 or more in 90 days from now is about 87.34 (This UBS Group AG probability density function shows the probability of UBS Stock to fall within a particular range of prices over 90 days) . Probability of UBS Group AG price to stay between R$ 192.62 and its current price of R$193.99 at the end of the 90-day period is roughly 2.47 .
Assuming the 90 days trading horizon UBS Group AG has a beta of -0.0237. This usually implies as returns on the benchmark increase, returns on holding UBS Group are expected to decrease at a much lower rate. During a bear market, however, UBS Group AG is likely to outperform the market. Additionally UBS Group AG has an alpha of 0.2832, implying that it can generate a 0.28 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). UBS Group Price Density |
| Price |
Predictive Modules for UBS Group
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as UBS Group AG. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.UBS Group Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. UBS Group is not an exception. The market had few large corrections towards the UBS Group's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold UBS Group AG, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of UBS Group within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.28 | |
β | Beta against Dow Jones | -0.02 | |
σ | Overall volatility | 10.61 | |
Ir | Information ratio | 0.14 |
UBS Group Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of UBS Stock often depends not only on the future outlook of the current and potential UBS Group's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. UBS Group's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 3.4 B |
UBS Group Technical Analysis
UBS Group's future price can be derived by breaking down and analyzing its technical indicators over time. UBS Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of UBS Group AG. In general, you should focus on analyzing UBS Stock price patterns and their correlations with different microeconomic environments and drivers.
UBS Group Predictive Forecast Models
UBS Group's time-series forecasting models is one of many UBS Group's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary UBS Group's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards UBS Group in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, UBS Group's short interest history, or implied volatility extrapolated from UBS Group options trading.
Additional Information and Resources on Investing in UBS Stock
When determining whether UBS Group AG is a strong investment it is important to analyze UBS Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact UBS Group's future performance. For an informed investment choice regarding UBS Stock, refer to the following important reports:Check out UBS Group Backtesting, UBS Group Valuation, UBS Group Correlation, UBS Group Hype Analysis, UBS Group Volatility, UBS Group History as well as UBS Group Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.