Ubs International Sustainable Fund Market Value
| BNUEX Fund | USD 10.57 0.19 1.77% |
| Symbol | Ubs |
Ubs International '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 International's mutual 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 International.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Ubs International on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Ubs International Sustainable or generate 0.0% return on investment in Ubs International over 90 days. Ubs International is related to or competes with Dodge Cox, Mondrian Emerging, Shelton Emerging, Eagle Mlp, Angel Oak, and Transamerica Emerging. The fund invests at least 80 percent of its net assets in equity securities More
Ubs International 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 International's mutual 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 International Sustainable upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.1304 | |||
| Maximum Drawdown | 5.81 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.34 |
Ubs International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ubs International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ubs International's standard deviation. In reality, there are many statistical measures that can use Ubs International historical prices to predict the future Ubs International's volatility.| Risk Adjusted Performance | 0.0247 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.1366 | |||
| Sortino Ratio | 0.1211 | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ubs International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Ubs International Backtested Returns
At this stage we consider Ubs Mutual Fund to be very steady. Ubs International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0581, which indicates the fund had a 0.0581 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ubs International Sustainable, which you can use to evaluate the volatility of the fund. Please validate Ubs International's Risk Adjusted Performance of 0.0247, semi deviation of 0.9723, and Coefficient Of Variation of 3664.68 to confirm if the risk estimate we provide is consistent with the expected return of 0.0606%. The entity has a beta of -0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ubs International are expected to decrease at a much lower rate. During the bear market, Ubs International is likely to outperform the market.
Auto-correlation | -0.09 |
Very weak reverse predictability
Ubs International Sustainable has very weak reverse predictability. Overlapping area represents the amount of predictability between Ubs International time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 International price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Ubs International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Ubs International lagged returns against current returns
Autocorrelation, which is Ubs International mutual 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 International's mutual fund expected returns. We can calculate the autocorrelation of Ubs International returns to help us make a trade decision. For example, suppose you find that Ubs International has exhibited high autocorrelation historically, and you observe that the mutual 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 International 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 International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ubs International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ubs International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ubs International Lagged Returns
When evaluating Ubs International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ubs International mutual fund have on its future price. Ubs International 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 International autocorrelation shows the relationship between Ubs International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ubs International Sustainable.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Ubs Mutual Fund
Ubs International financial ratios help investors to determine whether Ubs Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ubs with respect to the benefits of owning Ubs International security.
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |