Ubisoft Entertainment's market value is the price at which a share of Ubisoft Entertainment trades on a public exchange. It measures the collective expectations of Ubisoft Entertainment investors about its performance. Ubisoft Entertainment is trading at 12.91 as of the 7th of January 2025, a 1.97 percent up since the beginning of the trading day. The stock's open price was 12.66. With this module, you can estimate the performance of a buy and hold strategy of Ubisoft Entertainment and determine expected loss or profit from investing in Ubisoft Entertainment over a given investment horizon. Check out Ubisoft Entertainment Correlation, Ubisoft Entertainment Volatility and Ubisoft Entertainment Alpha and Beta module to complement your research on Ubisoft Entertainment.
Please note, there is a significant difference between Ubisoft Entertainment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ubisoft Entertainment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ubisoft Entertainment'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.
Ubisoft Entertainment '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 Ubisoft Entertainment'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 Ubisoft Entertainment.
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01/23/2022
No Change 0.00
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In 2 years 11 months and 16 days
01/07/2025
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If you would invest 0.00 in Ubisoft Entertainment on January 23, 2022 and sell it all today you would earn a total of 0.00 from holding Ubisoft Entertainment or generate 0.0% return on investment in Ubisoft Entertainment over 1080 days. Ubisoft Entertainment is related to or competes with Dassault Systemes, Vivendi SA, Alstom SA, and Thales SA. Ubisoft Entertainment SA produce, publishes, and distributes video games for consoles, PC, smartphones, and tablets in b... More
Ubisoft Entertainment 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 Ubisoft Entertainment'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 Ubisoft Entertainment upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ubisoft Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ubisoft Entertainment's standard deviation. In reality, there are many statistical measures that can use Ubisoft Entertainment historical prices to predict the future Ubisoft Entertainment's volatility.
At this point, Ubisoft Entertainment is somewhat reliable. Ubisoft Entertainment owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0077, which indicates the firm had a 0.0077% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ubisoft Entertainment, which you can use to evaluate the volatility of the company. Please validate Ubisoft Entertainment's Risk Adjusted Performance of 0.0135, coefficient of variation of 12992.47, and Semi Deviation of 2.57 to confirm if the risk estimate we provide is consistent with the expected return of 0.0226%. The entity has a beta of -0.69, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ubisoft Entertainment are expected to decrease at a much lower rate. During the bear market, Ubisoft Entertainment is likely to outperform the market. Ubisoft Entertainment right now has a risk of 2.94%. Please validate Ubisoft Entertainment total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Ubisoft Entertainment will be following its existing price patterns.
Auto-correlation
-0.39
Poor reverse predictability
Ubisoft Entertainment has poor reverse predictability. Overlapping area represents the amount of predictability between Ubisoft Entertainment time series from 23rd of January 2022 to 17th of July 2023 and 17th of July 2023 to 7th 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 Ubisoft Entertainment price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Ubisoft Entertainment price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.39
Spearman Rank Test
-0.49
Residual Average
0.0
Price Variance
9.53
Ubisoft Entertainment lagged returns against current returns
Autocorrelation, which is Ubisoft Entertainment 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 Ubisoft Entertainment's stock expected returns. We can calculate the autocorrelation of Ubisoft Entertainment returns to help us make a trade decision. For example, suppose you find that Ubisoft Entertainment 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
Ubisoft Entertainment 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 Ubisoft Entertainment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ubisoft Entertainment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ubisoft Entertainment stock over time.
Current vs Lagged Prices
Timeline
Ubisoft Entertainment Lagged Returns
When evaluating Ubisoft Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ubisoft Entertainment stock have on its future price. Ubisoft Entertainment 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, Ubisoft Entertainment autocorrelation shows the relationship between Ubisoft Entertainment stock current value and its past values and can show if there is a momentum factor associated with investing in Ubisoft Entertainment.
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.
Ubisoft Entertainment financial ratios help investors to determine whether Ubisoft Stock 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 Ubisoft with respect to the benefits of owning Ubisoft Entertainment security.