Urban One (Germany) Market Value
| UA1 Stock | EUR 1.33 0.01 0.76% |
| Symbol | Urban |
Urban One '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 Urban One'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 Urban One.
| 12/29/2024 |
| 03/29/2025 |
If you would invest 0.00 in Urban One on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding Urban One or generate 0.0% return on investment in Urban One over 90 days. Urban One is related to or competes with Townsquare Media, BYD Company, Johnson Johnson, STANDARD CHARTERED, BASF SE, and Anthem. Urban One, Inc., together with its subsidiaries, operates as an urban-oriented multi-media company in the United States More
Urban One 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 Urban One'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 Urban One upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 18.74 | |||
| Value At Risk | (5.11) | |||
| Potential Upside | 4.07 |
Urban One Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Urban One's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Urban One's standard deviation. In reality, there are many statistical measures that can use Urban One historical prices to predict the future Urban One's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | 0.0646 | |||
| Treynor Ratio | (0.60) |
Urban One Backtested Returns
Urban One owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0169, which indicates the firm had a -0.0169 % return per unit of risk over the last 3 months. Urban One exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Urban One's Variance of 10.64, risk adjusted performance of (0.03), and Coefficient Of Variation of (2,510) to confirm the risk estimate we provide. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Urban One's returns are expected to increase less than the market. However, during the bear market, the loss of holding Urban One is expected to be smaller as well. At this point, Urban One has a negative expected return of -0.0535%. Please make sure to validate Urban One's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Urban One performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.67 |
Good predictability
Urban One has good predictability. Overlapping area represents the amount of predictability between Urban One time series from 29th of December 2024 to 12th of February 2025 and 12th of February 2025 to 29th 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 Urban One price movement. The serial correlation of 0.67 indicates that around 67.0% of current Urban One price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Urban One lagged returns against current returns
Autocorrelation, which is Urban One 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 Urban One's stock expected returns. We can calculate the autocorrelation of Urban One returns to help us make a trade decision. For example, suppose you find that Urban One 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 |
Urban One 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 Urban One stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Urban One stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Urban One stock over time.
Current vs Lagged Prices |
| Timeline |
Urban One Lagged Returns
When evaluating Urban One's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Urban One stock have on its future price. Urban One 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, Urban One autocorrelation shows the relationship between Urban One stock current value and its past values and can show if there is a momentum factor associated with investing in Urban One.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Urban Stock
When determining whether Urban One is a strong investment it is important to analyze Urban One's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Urban One's future performance. For an informed investment choice regarding Urban Stock, refer to the following important reports:Check out Urban One Correlation, Urban One Volatility and Urban One Alpha and Beta module to complement your research on Urban One. For more detail on how to invest in Urban Stock please use our How to Invest in Urban One guide.You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Urban One technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.