United Natural (Germany) Market Value
| UN3 Stock | EUR 25.03 0.97 4.03% |
| Symbol | United |
United Natural '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 United Natural'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 United Natural.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in United Natural on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding United Natural Foods or generate 0.0% return on investment in United Natural over 90 days. United Natural is related to or competes with China Railway, Australian Agricultural, REVO INSURANCE, S E, AGRICULTBK HADR25, Nufarm, and TITAN MACHINERY. United Natural Foods, Inc., together with its subsidiaries, distributes natural, organic, and specialty foods and non-fo... More
United Natural 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 United Natural'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 United Natural Foods upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.19 | |||
| Information Ratio | 0.0707 | |||
| Maximum Drawdown | 35.5 | |||
| Value At Risk | (4.87) | |||
| Potential Upside | 6.55 |
United Natural Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for United Natural's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as United Natural's standard deviation. In reality, there are many statistical measures that can use United Natural historical prices to predict the future United Natural's volatility.| Risk Adjusted Performance | 0.051 | |||
| Jensen Alpha | 0.2836 | |||
| Total Risk Alpha | 0.7952 | |||
| Sortino Ratio | 0.1024 | |||
| Treynor Ratio | 0.3568 |
United Natural Foods Backtested Returns
United Natural Foods owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0116, which indicates the firm had a -0.0116 % return per unit of risk over the last 3 months. United Natural Foods exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate United Natural's Coefficient Of Variation of 2030.94, risk adjusted performance of 0.051, and Semi Deviation of 3.01 to confirm the risk estimate we provide. The entity has a beta of 0.61, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, United Natural's returns are expected to increase less than the market. However, during the bear market, the loss of holding United Natural is expected to be smaller as well. At this point, United Natural Foods has a negative expected return of -0.0397%. Please make sure to validate United Natural's information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if United Natural Foods performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.01 |
Virtually no predictability
United Natural Foods has virtually no predictability. Overlapping area represents the amount of predictability between United Natural time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 United Natural Foods price movement. The serial correlation of 0.01 indicates that just 1.0% of current United Natural price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 3.31 |
United Natural Foods lagged returns against current returns
Autocorrelation, which is United Natural 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 United Natural's stock expected returns. We can calculate the autocorrelation of United Natural returns to help us make a trade decision. For example, suppose you find that United Natural 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 |
United Natural 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 United Natural stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if United Natural stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in United Natural stock over time.
Current vs Lagged Prices |
| Timeline |
United Natural Lagged Returns
When evaluating United Natural's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of United Natural stock have on its future price. United Natural 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, United Natural autocorrelation shows the relationship between United Natural stock current value and its past values and can show if there is a momentum factor associated with investing in United Natural Foods.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in United Stock
When determining whether United Natural Foods offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of United Natural's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of United Natural Foods Stock. Outlined below are crucial reports that will aid in making a well-informed decision on United Natural Foods Stock:Check out United Natural Correlation, United Natural Volatility and United Natural Alpha and Beta module to complement your research on United Natural. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
United Natural 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.