Ubiquiti Networks Stock Market Value
| UI Stock | USD 319.08 15.23 5.01% |
| Symbol | Ubiquiti |
Ubiquiti Networks Price To Book Ratio
Is Communications Equipment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Ubiquiti Networks. If investors know Ubiquiti will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Ubiquiti Networks listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.664 | Dividend Share 2.4 | Earnings Share 7.35 | Revenue Per Share | Quarterly Revenue Growth 0.29 |
The market value of Ubiquiti Networks is measured differently than its book value, which is the value of Ubiquiti that is recorded on the company's balance sheet. Investors also form their own opinion of Ubiquiti Networks' value that differs from its market value or its book value, called intrinsic value, which is Ubiquiti Networks' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Ubiquiti Networks' market value can be influenced by many factors that don't directly affect Ubiquiti Networks' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Ubiquiti Networks' value and its price as these two are different measures arrived at by different means. Investors typically determine if Ubiquiti Networks is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ubiquiti Networks' 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.
Ubiquiti Networks '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 Ubiquiti Networks' 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 Ubiquiti Networks.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Ubiquiti Networks on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Ubiquiti Networks or generate 0.0% return on investment in Ubiquiti Networks over 90 days. Ubiquiti Networks is related to or competes with Credo Technology, Zebra Technologies, Ciena Corp, Clearfield, Impinj, Motorola Solutions, and Lumentum Holdings. Ubiquiti Inc. develops networking technology for service providers, enterprises, and consumers More
Ubiquiti Networks 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 Ubiquiti Networks' 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 Ubiquiti Networks upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0033 | |||
| Maximum Drawdown | 17.55 | |||
| Value At Risk | (5.89) | |||
| Potential Upside | 4.43 |
Ubiquiti Networks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ubiquiti Networks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ubiquiti Networks' standard deviation. In reality, there are many statistical measures that can use Ubiquiti Networks historical prices to predict the future Ubiquiti Networks' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 0.1126 | |||
| Total Risk Alpha | 0.4086 | |||
| Treynor Ratio | (0.08) |
Ubiquiti Networks Backtested Returns
Ubiquiti Networks owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0535, which indicates the firm had a -0.0535 % return per unit of risk over the last 3 months. Ubiquiti Networks exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Ubiquiti Networks' Risk Adjusted Performance of (0.02), coefficient of variation of (2,637), and Variance of 10.27 to confirm the risk estimate we provide. The entity has a beta of 1.72, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ubiquiti Networks will likely underperform. At this point, Ubiquiti Networks has a negative expected return of -0.18%. Please make sure to validate Ubiquiti Networks' potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Ubiquiti Networks performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.62 |
Very good reverse predictability
Ubiquiti Networks has very good reverse predictability. Overlapping area represents the amount of predictability between Ubiquiti Networks time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Ubiquiti Networks price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Ubiquiti Networks price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 1251.14 |
Ubiquiti Networks lagged returns against current returns
Autocorrelation, which is Ubiquiti Networks 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 Ubiquiti Networks' stock expected returns. We can calculate the autocorrelation of Ubiquiti Networks returns to help us make a trade decision. For example, suppose you find that Ubiquiti Networks 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 |
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Ubiquiti Networks 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 Ubiquiti Networks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ubiquiti Networks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ubiquiti Networks stock over time.
Current vs Lagged Prices |
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Ubiquiti Networks Lagged Returns
When evaluating Ubiquiti Networks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ubiquiti Networks stock have on its future price. Ubiquiti Networks 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, Ubiquiti Networks autocorrelation shows the relationship between Ubiquiti Networks stock current value and its past values and can show if there is a momentum factor associated with investing in Ubiquiti Networks.
Regressed Prices |
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Currently Active Assets on Macroaxis
Check out Ubiquiti Networks Correlation, Ubiquiti Networks Volatility and Ubiquiti Networks Alpha and Beta module to complement your research on Ubiquiti Networks. For more detail on how to invest in Ubiquiti Stock please use our How to Invest in Ubiquiti Networks guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Ubiquiti Networks 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.