United Therapeutics (Germany) Market Value
UTH Stock | EUR 346.20 7.90 2.23% |
Symbol | United |
United Therapeutics '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 Therapeutics' 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 Therapeutics.
02/01/2023 |
| 01/21/2025 |
If you would invest 0.00 in United Therapeutics on February 1, 2023 and sell it all today you would earn a total of 0.00 from holding United Therapeutics or generate 0.0% return on investment in United Therapeutics over 720 days. United Therapeutics is related to or competes with Novo Nordisk, CSL, CSL, Mercedes-Benz Group, Vertex Pharmaceuticals, Moderna, and WUXI BIOLOGICS. United Therapeutics Corporation, a biotechnology company, develops and commercializes products to address the unmet medi... More
United Therapeutics 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 Therapeutics' 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 Therapeutics upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 2.45 | |||
Information Ratio | 0.0358 | |||
Maximum Drawdown | 15.19 | |||
Value At Risk | (3.72) | |||
Potential Upside | 4.24 |
United Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for United Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as United Therapeutics' standard deviation. In reality, there are many statistical measures that can use United Therapeutics historical prices to predict the future United Therapeutics' volatility.Risk Adjusted Performance | 0.0472 | |||
Jensen Alpha | 0.0984 | |||
Total Risk Alpha | 0.0473 | |||
Sortino Ratio | 0.033 | |||
Treynor Ratio | 0.9557 |
United Therapeutics Backtested Returns
At this point, United Therapeutics is very steady. United Therapeutics owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.045, which indicates the firm had a 0.045 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for United Therapeutics, which you can use to evaluate the volatility of the company. Please validate United Therapeutics' Semi Deviation of 2.27, risk adjusted performance of 0.0472, and Coefficient Of Variation of 2043.03 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. United Therapeutics has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, United Therapeutics' returns are expected to increase less than the market. However, during the bear market, the loss of holding United Therapeutics is expected to be smaller as well. United Therapeutics right now has a risk of 2.22%. Please validate United Therapeutics maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if United Therapeutics will be following its existing price patterns.
Auto-correlation | -0.16 |
Insignificant reverse predictability
United Therapeutics has insignificant reverse predictability. Overlapping area represents the amount of predictability between United Therapeutics time series from 1st of February 2023 to 27th of January 2024 and 27th of January 2024 to 21st 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 United Therapeutics price movement. The serial correlation of -0.16 indicates that over 16.0% of current United Therapeutics price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.16 | |
Spearman Rank Test | 0.0 | |
Residual Average | 0.0 | |
Price Variance | 2880.4 |
United Therapeutics lagged returns against current returns
Autocorrelation, which is United Therapeutics 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 Therapeutics' stock expected returns. We can calculate the autocorrelation of United Therapeutics returns to help us make a trade decision. For example, suppose you find that United Therapeutics 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 Therapeutics 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 Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if United Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in United Therapeutics stock over time.
Current vs Lagged Prices |
Timeline |
United Therapeutics Lagged Returns
When evaluating United Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of United Therapeutics stock have on its future price. United Therapeutics 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 Therapeutics autocorrelation shows the relationship between United Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in United Therapeutics.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in United Stock
When determining whether United Therapeutics is a strong investment it is important to analyze United Therapeutics' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact United Therapeutics' future performance. For an informed investment choice regarding United Stock, refer to the following important reports:Check out United Therapeutics Correlation, United Therapeutics Volatility and United Therapeutics Alpha and Beta module to complement your research on United Therapeutics. For more detail on how to invest in United Stock please use our How to Invest in United Therapeutics guide.You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
United Therapeutics 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.