Ubisoft Entertainment Stock Market Value
| UBSFF Stock | USD 14.32 0.70 5.14% |
| Symbol | Ubisoft |
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 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 Ubisoft Entertainment.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Ubisoft Entertainment on December 16, 2024 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 90 days. Ubisoft Entertainment is related to or competes with Capcom Co, CD Projekt, Sega Sammy, Playtika Holding, Square Enix, Nexon Co, and Square Enix. 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 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 Ubisoft Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.53 | |||
| Information Ratio | 0.0393 | |||
| Maximum Drawdown | 21.82 | |||
| Value At Risk | (5.09) | |||
| Potential Upside | 5.69 |
Ubisoft Entertainment Market Risk Indicators
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.| Risk Adjusted Performance | 0.017 | |||
| Jensen Alpha | 0.1505 | |||
| Total Risk Alpha | 0.4656 | |||
| Sortino Ratio | 0.0389 | |||
| Treynor Ratio | 0.0252 |
Ubisoft Entertainment Backtested Returns
At this point, Ubisoft Entertainment is somewhat reliable. Ubisoft Entertainment owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.056, which indicates the firm had a 0.056 % return per unit of risk over the last 3 months. We have found twenty-eight 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 0.017, semi deviation of 2.57, and Coefficient Of Variation of 9131.84 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Ubisoft Entertainment has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 1.12, which indicates a somewhat significant risk relative to the market. Ubisoft Entertainment returns are very sensitive to returns on the market. As the market goes up or down, Ubisoft Entertainment is expected to follow. Ubisoft Entertainment right now has a risk of 3.47%. Please validate Ubisoft Entertainment sortino ratio, skewness, relative strength index, as well as the relationship between the potential upside and day median price , to decide if Ubisoft Entertainment will be following its existing price patterns.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Ubisoft Entertainment has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Ubisoft Entertainment time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Ubisoft Entertainment price movement. The serial correlation of -0.72 indicates that around 72.0% of current Ubisoft Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.95 |
Ubisoft Entertainment lagged returns against current returns
Autocorrelation, which is Ubisoft Entertainment 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 Ubisoft Entertainment's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ubisoft Entertainment pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ubisoft Entertainment pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ubisoft Entertainment.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ubisoft Pink Sheet
Ubisoft Entertainment financial ratios help investors to determine whether Ubisoft 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 Ubisoft with respect to the benefits of owning Ubisoft Entertainment security.