UBS Property (Switzerland) Market Value
| SREA Fund | CHF 70.40 0.80 1.12% |
| Symbol | UBS |
Please note, there is a significant difference between UBS Property's value and its price as these two are different measures arrived at by different means. Investors typically determine if UBS Property is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UBS Property'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 Property '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 Property'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 Property.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in UBS Property on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding UBS Property or generate 0.0% return on investment in UBS Property over 720 days. More
UBS Property 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 Property'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 Property upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.0607 | |||
| Maximum Drawdown | 6.28 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.13 |
UBS Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBS Property's standard deviation. In reality, there are many statistical measures that can use UBS Property historical prices to predict the future UBS Property's volatility.| Risk Adjusted Performance | 0.0831 | |||
| Jensen Alpha | 0.1164 | |||
| Total Risk Alpha | 0.0542 | |||
| Sortino Ratio | 0.0624 | |||
| Treynor Ratio | (0.28) |
UBS Property Backtested Returns
At this stage we consider UBS Fund to be very steady. UBS Property owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0555, which indicates the fund had a 0.0555% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for UBS Property, which you can use to evaluate the volatility of the entity. Please validate UBS Property's Risk Adjusted Performance of 0.0831, downside deviation of 1.1, and Market Risk Adjusted Performance of (0.27) to confirm if the risk estimate we provide is consistent with the expected return of 0.06%. The entity has a beta of -0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning UBS Property are expected to decrease at a much lower rate. During the bear market, UBS Property is likely to outperform the market.
Auto-correlation | -0.21 |
Weak reverse predictability
UBS Property has weak reverse predictability. Overlapping area represents the amount of predictability between UBS Property time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Property price movement. The serial correlation of -0.21 indicates that over 21.0% of current UBS Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 4.29 |
UBS Property lagged returns against current returns
Autocorrelation, which is UBS Property 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 Property's fund expected returns. We can calculate the autocorrelation of UBS Property returns to help us make a trade decision. For example, suppose you find that UBS Property 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 Property 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 Property fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UBS Property fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UBS Property fund over time.
Current vs Lagged Prices |
| Timeline |
UBS Property Lagged Returns
When evaluating UBS Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UBS Property fund have on its future price. UBS Property 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 Property autocorrelation shows the relationship between UBS Property fund current value and its past values and can show if there is a momentum factor associated with investing in UBS Property.
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 Property 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 Property security.
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