U Blox Holding Ag Stock Market Value
| UBLXF Stock | USD 82.14 0.00 0.00% |
| Symbol | U-blox |
U-blox Holding '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 U-blox Holding's pink sheet 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 U-blox Holding.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in U-blox Holding on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding u blox Holding AG or generate 0.0% return on investment in U-blox Holding over 90 days. U-blox Holding is related to or competes with Zhihu, NH Foods, WK Kellogg, BCE, and Marfrig Global. u-blox Holding AG develops, manufactures, and markets products and services supporting GPSGNSS satellite positioning sys... More
U-blox Holding 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 U-blox Holding's pink sheet 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 u blox Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1128 | |||
| Maximum Drawdown | 14.41 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 4.18 |
U-blox Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for U-blox Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as U-blox Holding's standard deviation. In reality, there are many statistical measures that can use U-blox Holding historical prices to predict the future U-blox Holding's volatility.| Risk Adjusted Performance | 0.0757 | |||
| Jensen Alpha | 0.2137 | |||
| Total Risk Alpha | 0.5862 | |||
| Treynor Ratio | (3.60) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of U-blox Holding's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
u blox Holding Backtested Returns
U-blox Holding appears to be very steady, given 3 months investment horizon. u blox Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0789, which indicates the company had a 0.0789 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for u blox Holding AG, which you can use to evaluate the volatility of the entity. Please review U-blox Holding's standard deviation of 2.92, and Market Risk Adjusted Performance of (3.59) to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, U-blox Holding holds a performance score of 6. The firm has a beta of -0.0612, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning U-blox Holding are expected to decrease at a much lower rate. During the bear market, U-blox Holding is likely to outperform the market. Please check U-blox Holding's mean deviation, jensen alpha, as well as the relationship between the Jensen Alpha and kurtosis , to make a quick decision on whether U-blox Holding's existing price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
u blox Holding AG has good predictability. Overlapping area represents the amount of predictability between U-blox Holding time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 u blox Holding price movement. The serial correlation of 0.72 indicates that around 72.0% of current U-blox Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
u blox Holding lagged returns against current returns
Autocorrelation, which is U-blox Holding pink sheet'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 U-blox Holding's pink sheet expected returns. We can calculate the autocorrelation of U-blox Holding returns to help us make a trade decision. For example, suppose you find that U-blox Holding has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
U-blox Holding 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 U-blox Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if U-blox Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in U-blox Holding pink sheet over time.
Current vs Lagged Prices |
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U-blox Holding Lagged Returns
When evaluating U-blox Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of U-blox Holding pink sheet have on its future price. U-blox Holding 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, U-blox Holding autocorrelation shows the relationship between U-blox Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in u blox Holding AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in U-blox Pink Sheet
U-blox Holding financial ratios help investors to determine whether U-blox Pink Sheet 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 U-blox with respect to the benefits of owning U-blox Holding security.