United Utilities (UK) Market Value
| UU Stock | 972.00 1.80 0.18% |
| Symbol | United |
United Utilities '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 Utilities' 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 Utilities.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in United Utilities on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding United Utilities Group or generate 0.0% return on investment in United Utilities over 30 days. United Utilities is related to or competes with Central Asia, Beowulf Mining, Ecclesiastical Insurance, Critical Metals, Wheaton Precious, BE Semiconductor, and Silvercorp Metals. United Utilities is entity of United Kingdom More
United Utilities 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 Utilities' 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 Utilities Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 7.18 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 1.96 |
United Utilities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for United Utilities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as United Utilities' standard deviation. In reality, there are many statistical measures that can use United Utilities historical prices to predict the future United Utilities' volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (1.90) |
United Utilities Backtested Returns
United Utilities owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the firm had a -0.14 % return per unit of risk over the last 3 months. United Utilities Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate United Utilities' Risk Adjusted Performance of (0.09), variance of 1.88, and Coefficient Of Variation of (793.14) to confirm the risk estimate we provide. The entity has a beta of 0.0963, which indicates not very significant fluctuations relative to the market. As returns on the market increase, United Utilities' returns are expected to increase less than the market. However, during the bear market, the loss of holding United Utilities is expected to be smaller as well. At this point, United Utilities has a negative expected return of -0.19%. Please make sure to validate United Utilities' potential upside, as well as the relationship between the rate of daily change and relative strength index , to decide if United Utilities performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.30 |
Below average predictability
United Utilities Group has below average predictability. Overlapping area represents the amount of predictability between United Utilities time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Utilities price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current United Utilities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 100.87 |
United Utilities lagged returns against current returns
Autocorrelation, which is United Utilities 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 Utilities' stock expected returns. We can calculate the autocorrelation of United Utilities returns to help us make a trade decision. For example, suppose you find that United Utilities 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 Utilities 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 Utilities stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if United Utilities stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in United Utilities stock over time.
Current vs Lagged Prices |
| Timeline |
United Utilities Lagged Returns
When evaluating United Utilities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of United Utilities stock have on its future price. United Utilities 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 Utilities autocorrelation shows the relationship between United Utilities stock current value and its past values and can show if there is a momentum factor associated with investing in United Utilities Group.
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.Other Information on Investing in United Stock
United Utilities financial ratios help investors to determine whether United 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 United with respect to the benefits of owning United Utilities security.