Uniper SE (UK) Market Value
| 0RJ4 Stock | 43.19 1.36 3.05% |
| Symbol | Uniper |
Uniper SE '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 Uniper SE's stock 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 Uniper SE.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Uniper SE on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Uniper SE or generate 0.0% return on investment in Uniper SE over 30 days. Uniper SE is related to or competes with Zoom Video, Iron Mountain, BE Semiconductor, Cairo Communication, Aeorema Communications, Charter Communications, and Veolia Environnement. Uniper SE is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Uniper SE 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 Uniper SE's stock 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 Uniper SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 17.6 | |||
| Value At Risk | (4.30) | |||
| Potential Upside | 5.35 |
Uniper SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Uniper SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Uniper SE's standard deviation. In reality, there are many statistical measures that can use Uniper SE historical prices to predict the future Uniper SE's volatility.| Risk Adjusted Performance | 0.0174 | |||
| Jensen Alpha | 0.0931 | |||
| Total Risk Alpha | (0.45) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.05) |
Uniper SE Backtested Returns
Currently, Uniper SE is very steady. Uniper SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0221, which indicates the firm had a 0.0221% return per unit of risk over the last 3 months. We have found thirty technical indicators for Uniper SE, which you can use to evaluate the volatility of the company. Please validate Uniper SE's Coefficient Of Variation of 7609.66, risk adjusted performance of 0.0174, and Semi Deviation of 2.14 to confirm if the risk estimate we provide is consistent with the expected return of 0.0633%. Uniper SE has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Uniper SE are expected to decrease at a much lower rate. During the bear market, Uniper SE is likely to outperform the market. Uniper SE right now has a risk of 2.87%. Please validate Uniper SE market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Uniper SE will be following its existing price patterns.
Auto-correlation | -0.67 |
Very good reverse predictability
Uniper SE has very good reverse predictability. Overlapping area represents the amount of predictability between Uniper SE time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Uniper SE price movement. The serial correlation of -0.67 indicates that around 67.0% of current Uniper SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.93 |
Uniper SE lagged returns against current returns
Autocorrelation, which is Uniper SE stock'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 Uniper SE's stock expected returns. We can calculate the autocorrelation of Uniper SE returns to help us make a trade decision. For example, suppose you find that Uniper SE has exhibited high autocorrelation historically, and you observe that the stock 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 |
Uniper SE 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 Uniper SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Uniper SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Uniper SE stock over time.
Current vs Lagged Prices |
| Timeline |
Uniper SE Lagged Returns
When evaluating Uniper SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Uniper SE stock have on its future price. Uniper SE 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, Uniper SE autocorrelation shows the relationship between Uniper SE stock current value and its past values and can show if there is a momentum factor associated with investing in Uniper SE.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Uniper Stock Analysis
When running Uniper SE's price analysis, check to measure Uniper SE's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Uniper SE is operating at the current time. Most of Uniper SE's value examination focuses on studying past and present price action to predict the probability of Uniper SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Uniper SE's price. Additionally, you may evaluate how the addition of Uniper SE to your portfolios can decrease your overall portfolio volatility.