US Physical (Germany) Market Value
| UPH Stock | EUR 85.50 0.50 0.58% |
| Symbol | UPH |
US Physical '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 US Physical'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 US Physical.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in US Physical on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding US Physical Therapy or generate 0.0% return on investment in US Physical over 60 days. US Physical is related to or competes with Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, NorAm Drilling, and Identiv. Physical Therapy, Inc., through its subsidiaries, operates outpatient physical therapy clinics that provide pre-and post... More
US Physical 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 US Physical'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 US Physical Therapy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | 0.0886 | |||
| Maximum Drawdown | 18.48 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 3.58 |
US Physical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for US Physical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as US Physical's standard deviation. In reality, there are many statistical measures that can use US Physical historical prices to predict the future US Physical's volatility.| Risk Adjusted Performance | 0.0859 | |||
| Jensen Alpha | 0.2359 | |||
| Total Risk Alpha | 0.1964 | |||
| Sortino Ratio | 0.1425 | |||
| Treynor Ratio | (2.19) |
US Physical Therapy Backtested Returns
US Physical appears to be very steady, given 3 months investment horizon. US Physical Therapy retains Efficiency (Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for US Physical, which you can use to evaluate the volatility of the company. Please review US Physical's Downside Deviation of 1.56, risk adjusted performance of 0.0859, and Mean Deviation of 1.51 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, US Physical holds a performance score of 9. The entity owns a Beta (Systematic Risk) of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning US Physical are expected to decrease at a much lower rate. During the bear market, US Physical is likely to outperform the market. Please check US Physical's information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to make a quick decision on whether US Physical's current price history will revert.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
US Physical Therapy has almost perfect reverse predictability. Overlapping area represents the amount of predictability between US Physical time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 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 US Physical Therapy price movement. The serial correlation of -0.75 indicates that around 75.0% of current US Physical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 2.34 |
US Physical Therapy lagged returns against current returns
Autocorrelation, which is US Physical 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 US Physical's stock expected returns. We can calculate the autocorrelation of US Physical returns to help us make a trade decision. For example, suppose you find that US Physical 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 |
US Physical 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 US Physical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if US Physical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in US Physical stock over time.
Current vs Lagged Prices |
| Timeline |
US Physical Lagged Returns
When evaluating US Physical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of US Physical stock have on its future price. US Physical 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, US Physical autocorrelation shows the relationship between US Physical stock current value and its past values and can show if there is a momentum factor associated with investing in US Physical Therapy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in UPH Stock
US Physical financial ratios help investors to determine whether UPH Stock 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 UPH with respect to the benefits of owning US Physical security.