UBS 100 (Switzerland) Market Value
| 0P00013BS3 | 155.55 0.00 0.00% |
| Symbol | UBS |
UBS 100 '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 UBS 100's fund 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 UBS 100.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in UBS 100 on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding UBS 100 Index Fund or generate 0.0% return on investment in UBS 100 over 90 days.
UBS 100 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 UBS 100's fund 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 UBS 100 Index Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7781 | |||
| Information Ratio | 0.4388 | |||
| Maximum Drawdown | 2.83 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.18 |
UBS 100 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS 100's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBS 100's standard deviation. In reality, there are many statistical measures that can use UBS 100 historical prices to predict the future UBS 100's volatility.| Risk Adjusted Performance | 0.2137 | |||
| Jensen Alpha | 0.1706 | |||
| Total Risk Alpha | 0.2596 | |||
| Sortino Ratio | 0.3686 | |||
| Treynor Ratio | 1.92 |
UBS 100 Index Backtested Returns
At this point, UBS 100 is very steady. UBS 100 Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.26, which indicates the fund had a 0.26 % return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for UBS 100 Index Fund, which you can use to evaluate the volatility of the entity. Please validate UBS 100's Downside Deviation of 0.7781, risk adjusted performance of 0.2137, and Market Risk Adjusted Performance of 1.93 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. The entity has a beta of 0.0835, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UBS 100's returns are expected to increase less than the market. However, during the bear market, the loss of holding UBS 100 is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
UBS 100 Index Fund has very good predictability. Overlapping area represents the amount of predictability between UBS 100 time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th of March 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 UBS 100 Index price movement. The serial correlation of 0.81 indicates that around 81.0% of current UBS 100 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 4.74 |
UBS 100 Index lagged returns against current returns
Autocorrelation, which is UBS 100 fund'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 UBS 100's fund expected returns. We can calculate the autocorrelation of UBS 100 returns to help us make a trade decision. For example, suppose you find that UBS 100 has exhibited high autocorrelation historically, and you observe that the fund 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 |
UBS 100 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 UBS 100 fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UBS 100 fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UBS 100 fund over time.
Current vs Lagged Prices |
| Timeline |
UBS 100 Lagged Returns
When evaluating UBS 100's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UBS 100 fund have on its future price. UBS 100 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, UBS 100 autocorrelation shows the relationship between UBS 100 fund current value and its past values and can show if there is a momentum factor associated with investing in UBS 100 Index Fund.
Regressed Prices |
| Timeline |
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