Uniphar Group's market value is the price at which a share of Uniphar Group trades on a public exchange. It measures the collective expectations of Uniphar Group PLC investors about its performance. Uniphar Group is trading at 226.00 as of the 28th of March 2025, a 1.74 percent decrease since the beginning of the trading day. The stock's lowest day price was 217.83.
With this module, you can estimate the performance of a buy and hold strategy of Uniphar Group PLC and determine expected loss or profit from investing in Uniphar Group over a given investment horizon. Check out Uniphar Group Correlation, Uniphar Group Volatility and Uniphar Group Alpha and Beta module to complement your research on Uniphar Group.
Please note, there is a significant difference between Uniphar Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Uniphar Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Uniphar 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.
Uniphar 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 Uniphar 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 Uniphar Group.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Uniphar 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 Uniphar Group PLC upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Uniphar Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Uniphar Group's standard deviation. In reality, there are many statistical measures that can use Uniphar Group historical prices to predict the future Uniphar Group's volatility.
Uniphar Group appears to be very steady, given 3 months investment horizon. Uniphar Group PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the firm had a 0.22 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Uniphar Group PLC, which you can use to evaluate the volatility of the company. Please review Uniphar Group's Risk Adjusted Performance of 0.1877, coefficient of variation of 458.96, and Semi Deviation of 1.06 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Uniphar Group holds a performance score of 17. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Uniphar Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Uniphar Group is expected to be smaller as well. Please check Uniphar Group's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Uniphar Group's existing price patterns will revert.
Auto-correlation
0.55
Modest predictability
Uniphar Group PLC has modest predictability. Overlapping area represents the amount of predictability between Uniphar Group time series from 28th of December 2024 to 11th of February 2025 and 11th of February 2025 to 28th 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 Uniphar Group PLC price movement. The serial correlation of 0.55 indicates that about 55.0% of current Uniphar Group price fluctuation can be explain by its past prices.
Correlation Coefficient
0.55
Spearman Rank Test
0.6
Residual Average
0.0
Price Variance
113.07
Uniphar Group PLC lagged returns against current returns
Autocorrelation, which is Uniphar 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 Uniphar Group's stock expected returns. We can calculate the autocorrelation of Uniphar Group returns to help us make a trade decision. For example, suppose you find that Uniphar 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
Uniphar 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 Uniphar Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Uniphar Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Uniphar Group stock over time.
Current vs Lagged Prices
Timeline
Uniphar Group Lagged Returns
When evaluating Uniphar Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Uniphar Group stock have on its future price. Uniphar 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, Uniphar Group autocorrelation shows the relationship between Uniphar Group stock current value and its past values and can show if there is a momentum factor associated with investing in Uniphar Group PLC.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Uniphar Group financial ratios help investors to determine whether Uniphar 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 Uniphar with respect to the benefits of owning Uniphar Group security.