UniCredit SpA (Germany) Market Value
| CRIN Stock | EUR 52.00 2.18 4.38% |
| Symbol | UniCredit |
UniCredit SpA '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 UniCredit SpA'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 UniCredit SpA.
| 01/04/2025 |
| 03/05/2025 |
If you would invest 0.00 in UniCredit SpA on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding UniCredit SpA or generate 0.0% return on investment in UniCredit SpA over 60 days. UniCredit SpA is related to or competes with ARDAGH METAL, Perseus Mining, ULTRA CLEAN, PennyMac Mortgage, Calibre Mining, and GOLDQUEST MINING. The company operates through Commercial Banking Italy, Commercial Banking Germany, Commercial Banking Austria, Corporate... More
UniCredit SpA 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 UniCredit SpA'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 UniCredit SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | 0.4186 | |||
| Maximum Drawdown | 8.03 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 3.35 |
UniCredit SpA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UniCredit SpA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UniCredit SpA's standard deviation. In reality, there are many statistical measures that can use UniCredit SpA historical prices to predict the future UniCredit SpA's volatility.| Risk Adjusted Performance | 0.2875 | |||
| Jensen Alpha | 0.5516 | |||
| Total Risk Alpha | 0.7287 | |||
| Sortino Ratio | 0.5248 | |||
| Treynor Ratio | (36.38) |
UniCredit SpA Backtested Returns
UniCredit SpA appears to be very steady, given 3 months investment horizon. UniCredit SpA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.33, which indicates the firm had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for UniCredit SpA, which you can use to evaluate the volatility of the company. Please review UniCredit SpA's Risk Adjusted Performance of 0.2875, coefficient of variation of 272.05, and Semi Deviation of 0.6785 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, UniCredit SpA holds a performance score of 26. The entity has a beta of -0.0152, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UniCredit SpA are expected to decrease at a much lower rate. During the bear market, UniCredit SpA is likely to outperform the market. Please check UniCredit SpA's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether UniCredit SpA's existing price patterns will revert.
Auto-correlation | 0.85 |
Very good predictability
UniCredit SpA has very good predictability. Overlapping area represents the amount of predictability between UniCredit SpA time series from 4th of January 2025 to 3rd of February 2025 and 3rd of February 2025 to 5th 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 UniCredit SpA price movement. The serial correlation of 0.85 indicates that around 85.0% of current UniCredit SpA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 4.16 |
UniCredit SpA lagged returns against current returns
Autocorrelation, which is UniCredit SpA 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 UniCredit SpA's stock expected returns. We can calculate the autocorrelation of UniCredit SpA returns to help us make a trade decision. For example, suppose you find that UniCredit SpA 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 |
UniCredit SpA 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 UniCredit SpA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UniCredit SpA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UniCredit SpA stock over time.
Current vs Lagged Prices |
| Timeline |
UniCredit SpA Lagged Returns
When evaluating UniCredit SpA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UniCredit SpA stock have on its future price. UniCredit SpA 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, UniCredit SpA autocorrelation shows the relationship between UniCredit SpA stock current value and its past values and can show if there is a momentum factor associated with investing in UniCredit SpA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in UniCredit Stock
UniCredit SpA financial ratios help investors to determine whether UniCredit Stock 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 UniCredit with respect to the benefits of owning UniCredit SpA security.