Uni President (Taiwan) Market Value
| 1216 Stock | TWD 85.40 0.40 0.47% |
| Symbol | Uni |
Uni President '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 Uni President'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 Uni President.
| 08/19/2023 |
| 12/11/2024 |
If you would invest 0.00 in Uni President on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding Uni President Enterprises Corp or generate 0.0% return on investment in Uni President over 480 days. Uni President is related to or competes with Standard Foods, Great Wall, Ruentex Development, WiseChip Semiconductor, Novatek Microelectronics, and Leader Electronics. Uni-President Enterprises Corp. manufactures, processes, and sells soft drinks, foods, animal feeds, and flour in Taiwan... More
Uni President 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 Uni President'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 Uni President Enterprises Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 5.71 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 1.93 |
Uni President Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Uni President's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Uni President's standard deviation. In reality, there are many statistical measures that can use Uni President historical prices to predict the future Uni President's volatility.| Risk Adjusted Performance | 0.0236 | |||
| Jensen Alpha | 0.0306 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.28) |
Uni President Enterp Backtested Returns
Uni President Enterp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0389, which indicates the firm had a -0.0389% return per unit of risk over the last 3 months. Uni President Enterprises Corp exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Uni President's Risk Adjusted Performance of 0.0236, semi deviation of 0.9636, and Coefficient Of Variation of 3622.45 to confirm the risk estimate we provide. The entity has a beta of -0.0784, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Uni President are expected to decrease at a much lower rate. During the bear market, Uni President is likely to outperform the market. At this point, Uni President Enterp has a negative expected return of -0.0412%. Please make sure to validate Uni President's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Uni President Enterp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.59 |
Modest predictability
Uni President Enterprises Corp has modest predictability. Overlapping area represents the amount of predictability between Uni President time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th of December 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 Uni President Enterp price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Uni President price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 18.07 |
Uni President Enterp lagged returns against current returns
Autocorrelation, which is Uni President 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 Uni President's stock expected returns. We can calculate the autocorrelation of Uni President returns to help us make a trade decision. For example, suppose you find that Uni President 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 |
Uni President 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 Uni President stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Uni President stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Uni President stock over time.
Current vs Lagged Prices |
| Timeline |
Uni President Lagged Returns
When evaluating Uni President's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Uni President stock have on its future price. Uni President 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, Uni President autocorrelation shows the relationship between Uni President stock current value and its past values and can show if there is a momentum factor associated with investing in Uni President Enterprises Corp.
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 Uni Stock Analysis
When running Uni President's price analysis, check to measure Uni President'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 Uni President is operating at the current time. Most of Uni President's value examination focuses on studying past and present price action to predict the probability of Uni President's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Uni President's price. Additionally, you may evaluate how the addition of Uni President to your portfolios can decrease your overall portfolio volatility.