UBS PF (Switzerland) Market Value
| SIMA Fund | CHF 153.00 1.00 0.66% |
| Symbol | UBS |
Please note, there is a significant difference between UBS PF's value and its price as these two are different measures arrived at by different means. Investors typically determine if UBS PF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UBS PF'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 PF '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 PF'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 PF.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in UBS PF on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding UBS PF Swiss or generate 0.0% return on investment in UBS PF over 90 days. More
UBS PF 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 PF'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 PF Swiss upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.105 | |||
| Maximum Drawdown | 6.12 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 1.85 |
UBS PF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS PF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBS PF's standard deviation. In reality, there are many statistical measures that can use UBS PF historical prices to predict the future UBS PF's volatility.| Risk Adjusted Performance | (0.0001) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.165 | |||
| Treynor Ratio | 0.1397 |
UBS PF Swiss Backtested Returns
UBS PF Swiss owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.029, which indicates the fund had a -0.029 % return per unit of standard deviation over the last 3 months. UBS PF Swiss exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate UBS PF's Risk Adjusted Performance of (0.0001), market risk adjusted performance of 0.1497, and Standard Deviation of 1.13 to confirm the risk estimate we provide. The entity has a beta of -0.0979, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UBS PF are expected to decrease at a much lower rate. During the bear market, UBS PF is likely to outperform the market.
Auto-correlation | 0.28 |
Poor predictability
UBS PF Swiss has poor predictability. Overlapping area represents the amount of predictability between UBS PF time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 PF Swiss price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current UBS PF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 6.34 |
UBS PF Swiss lagged returns against current returns
Autocorrelation, which is UBS PF 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 PF's fund expected returns. We can calculate the autocorrelation of UBS PF returns to help us make a trade decision. For example, suppose you find that UBS PF 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 PF 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 PF fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UBS PF fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UBS PF fund over time.
Current vs Lagged Prices |
| Timeline |
UBS PF Lagged Returns
When evaluating UBS PF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UBS PF fund have on its future price. UBS PF 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 PF autocorrelation shows the relationship between UBS PF fund current value and its past values and can show if there is a momentum factor associated with investing in UBS PF Swiss.
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.Other Information on Investing in UBS Fund
UBS PF 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 PF security.
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