UBS Group (Mexico) Market Value

UBSN Stock  MXN 660.00  0.00  0.00%   
UBS Group's market value is the price at which a share of UBS Group trades on a public exchange. It measures the collective expectations of UBS Group AG investors about its performance. UBS Group is trading at 660.00 as of the 17th of December 2024; that is No Change since the beginning of the trading day. The stock's open price was 660.0.
With this module, you can estimate the performance of a buy and hold strategy of UBS Group AG and determine expected loss or profit from investing in UBS Group over a given investment horizon. Check out UBS Group Correlation, UBS Group Volatility and UBS Group Alpha and Beta module to complement your research on UBS Group.
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Please note, there is a significant difference between UBS Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if UBS Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UBS Group'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.

UBS Group '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 UBS Group'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 UBS Group.
0.00
11/17/2024
No Change 0.00  0.0 
In 31 days
12/17/2024
0.00
If you would invest  0.00  in UBS Group on November 17, 2024 and sell it all today you would earn a total of 0.00 from holding UBS Group AG or generate 0.0% return on investment in UBS Group over 30 days. UBS Group is related to or competes with McEwen Mining, Martin Marietta, Verizon Communications, Grupo Hotelero, GMxico Transportes, and Southwest Airlines. UBS Group AG, together with its subsidiaries, provides financial advice and solutions worldwide More

UBS Group 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 UBS Group'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 UBS Group AG upside and downside potential and time the market with a certain degree of confidence.

UBS Group Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBS Group's standard deviation. In reality, there are many statistical measures that can use UBS Group historical prices to predict the future UBS Group's volatility.
Hype
Prediction
LowEstimatedHigh
659.08660.00660.92
Details
Intrinsic
Valuation
LowRealHigh
594.00689.45690.37
Details

UBS Group AG Backtested Returns

UBS Group appears to be very steady, given 3 months investment horizon. UBS Group AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the company had a 0.25% return per unit of standard deviation over the last 3 months. We have found seventeen technical indicators for UBS Group AG, which you can use to evaluate the volatility of the entity. Please review UBS Group's Risk Adjusted Performance of 0.1332, market risk adjusted performance of 0.9848, and Standard Deviation of 0.9627 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, UBS Group holds a performance score of 20. The firm has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UBS Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding UBS Group is expected to be smaller as well. Please check UBS Group's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to make a quick decision on whether UBS Group's existing price patterns will revert.

Auto-correlation

    
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No correlation between past and present

UBS Group AG has no correlation between past and present. Overlapping area represents the amount of predictability between UBS Group time series from 17th of November 2024 to 2nd of December 2024 and 2nd of December 2024 to 17th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of UBS Group AG price movement. The serial correlation of 0.0 indicates that just 0.0% of current UBS Group price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance14.1

UBS Group AG lagged returns against current returns

Autocorrelation, which is UBS Group 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 UBS Group's stock expected returns. We can calculate the autocorrelation of UBS Group returns to help us make a trade decision. For example, suppose you find that UBS Group 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  

UBS Group 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 UBS Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UBS Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UBS Group stock over time.
   Current vs Lagged Prices   
       Timeline  

UBS Group Lagged Returns

When evaluating UBS Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UBS Group stock have on its future price. UBS Group 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, UBS Group autocorrelation shows the relationship between UBS Group stock current value and its past values and can show if there is a momentum factor associated with investing in UBS Group AG.
   Regressed Prices   
       Timeline  

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Additional Tools for UBS Stock Analysis

When running UBS Group's price analysis, check to measure UBS Group'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 UBS Group is operating at the current time. Most of UBS Group's value examination focuses on studying past and present price action to predict the probability of UBS Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UBS Group's price. Additionally, you may evaluate how the addition of UBS Group to your portfolios can decrease your overall portfolio volatility.