Ubs International Sustainable Fund Market Value

BNUEX Fund  USD 10.57  0.19  1.77%   
Ubs International's market value is the price at which a share of Ubs International trades on a public exchange. It measures the collective expectations of Ubs International Sustainable investors about its performance. Ubs International is trading at 10.57 as of the 16th of March 2025; that is 1.77% down since the beginning of the trading day. The fund's open price was 10.76.
With this module, you can estimate the performance of a buy and hold strategy of Ubs International Sustainable and determine expected loss or profit from investing in Ubs International over a given investment horizon. Check out Ubs International Correlation, Ubs International Volatility and Ubs International Alpha and Beta module to complement your research on Ubs International.
Symbol

Please note, there is a significant difference between Ubs International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ubs International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ubs International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
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.

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.
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.
Hype
Prediction
LowEstimatedHigh
9.5710.5711.57
Details
Intrinsic
Valuation
LowRealHigh
8.859.8510.85
Details
Naive
Forecast
LowNextHigh
9.5710.5711.57
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.8810.5111.14
Details

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, coefficient of variation of 3664.68, and Semi Deviation of 0.9723 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 Test0.06
Residual Average0.0
Price Variance0.02

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.
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