UBS CH (Switzerland) Market Value
| DUPF Fund | CHF 13.70 0.00 0.00% |
| Symbol | UBS |
Please note, there is a significant difference between UBS CH's value and its price as these two are different measures arrived at by different means. Investors typically determine if UBS CH is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UBS CH'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 CH '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 CH's 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 CH.
| 11/27/2024 |
| 12/27/2024 |
If you would invest 0.00 in UBS CH on November 27, 2024 and sell it all today you would earn a total of 0.00 from holding UBS CH Property or generate 0.0% return on investment in UBS CH over 30 days. UBS CH is related to or competes with Baloise Holding, Banque Cantonale, LG Clean, IShares Global, UBSFund Solutions, and IShares Corp. More
UBS CH 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 CH's 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 CH Property upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 10.78 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 2.18 |
UBS CH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS CH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBS CH's standard deviation. In reality, there are many statistical measures that can use UBS CH historical prices to predict the future UBS CH's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.31) |
UBS CH Property Backtested Returns
UBS CH Property owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0211, which indicates the fund had a -0.0211% return per unit of standard deviation over the last 3 months. UBS CH Property exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate UBS CH's Standard Deviation of 1.7, risk adjusted performance of (0.01), and Market Risk Adjusted Performance of (0.30) to confirm the risk estimate we provide. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UBS CH's returns are expected to increase less than the market. However, during the bear market, the loss of holding UBS CH is expected to be smaller as well.
Auto-correlation | 0.44 |
Average predictability
UBS CH Property has average predictability. Overlapping area represents the amount of predictability between UBS CH time series from 27th of November 2024 to 12th of December 2024 and 12th of December 2024 to 27th 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 UBS CH Property price movement. The serial correlation of 0.44 indicates that just about 44.0% of current UBS CH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
UBS CH Property lagged returns against current returns
Autocorrelation, which is UBS CH 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 CH's fund expected returns. We can calculate the autocorrelation of UBS CH returns to help us make a trade decision. For example, suppose you find that UBS CH has exhibited high autocorrelation historically, and you observe that the 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 CH 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 CH fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UBS CH fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UBS CH fund over time.
Current vs Lagged Prices |
| Timeline |
UBS CH Lagged Returns
When evaluating UBS CH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UBS CH fund have on its future price. UBS CH 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 CH autocorrelation shows the relationship between UBS CH fund current value and its past values and can show if there is a momentum factor associated with investing in UBS CH Property.
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 Fund
UBS CH financial ratios help investors to determine whether UBS 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 CH security.
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