UR ENERGY (Germany) Market Value
| U9T Stock | EUR 1.21 0.11 10.00% |
| Symbol | U9T |
UR ENERGY '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 UR ENERGY'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 UR ENERGY.
| 04/11/2024 |
| 01/06/2025 |
If you would invest 0.00 in UR ENERGY on April 11, 2024 and sell it all today you would earn a total of 0.00 from holding UR ENERGY or generate 0.0% return on investment in UR ENERGY over 270 days. UR ENERGY is related to or competes with ANGANG STEEL, Mount Gibson, Burlington Stores, QURATE RETAIL, COSTCO WHOLESALE, RELIANCE STEEL, and Tianjin Capital. More
UR ENERGY 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 UR ENERGY'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 UR ENERGY upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | 0.0685 | |||
| Maximum Drawdown | 14.53 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 2.75 |
UR ENERGY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UR ENERGY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UR ENERGY's standard deviation. In reality, there are many statistical measures that can use UR ENERGY historical prices to predict the future UR ENERGY's volatility.| Risk Adjusted Performance | 0.0698 | |||
| Jensen Alpha | 0.1778 | |||
| Total Risk Alpha | 0.1396 | |||
| Sortino Ratio | 0.0763 | |||
| Treynor Ratio | (1.15) |
UR ENERGY Backtested Returns
Currently, UR ENERGY is dangerous. UR ENERGY retains Efficiency (Sharpe Ratio) of 0.0779, which indicates the firm had a 0.0779% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for UR ENERGY, which you can use to evaluate the volatility of the company. Please validate UR ENERGY's Mean Deviation of 1.27, risk adjusted performance of 0.0698, and Downside Deviation of 2.14 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. UR ENERGY has a performance score of 6 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of -0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UR ENERGY are expected to decrease at a much lower rate. During the bear market, UR ENERGY is likely to outperform the market. UR ENERGY at this moment owns a risk of 2.39%. Please validate UR ENERGY sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if UR ENERGY will be following its current price history.
Auto-correlation | -0.51 |
Good reverse predictability
UR ENERGY has good reverse predictability. Overlapping area represents the amount of predictability between UR ENERGY time series from 11th of April 2024 to 24th of August 2024 and 24th of August 2024 to 6th of January 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 UR ENERGY price movement. The serial correlation of -0.51 indicates that about 51.0% of current UR ENERGY price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
UR ENERGY lagged returns against current returns
Autocorrelation, which is UR ENERGY 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 UR ENERGY's stock expected returns. We can calculate the autocorrelation of UR ENERGY returns to help us make a trade decision. For example, suppose you find that UR ENERGY 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 |
UR ENERGY 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 UR ENERGY stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UR ENERGY stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UR ENERGY stock over time.
Current vs Lagged Prices |
| Timeline |
UR ENERGY Lagged Returns
When evaluating UR ENERGY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UR ENERGY stock have on its future price. UR ENERGY 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, UR ENERGY autocorrelation shows the relationship between UR ENERGY stock current value and its past values and can show if there is a momentum factor associated with investing in UR ENERGY.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for U9T Stock Analysis
When running UR ENERGY's price analysis, check to measure UR ENERGY's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy UR ENERGY is operating at the current time. Most of UR ENERGY's value examination focuses on studying past and present price action to predict the probability of UR ENERGY's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UR ENERGY's price. Additionally, you may evaluate how the addition of UR ENERGY to your portfolios can decrease your overall portfolio volatility.