United Utilities Group Stock Market Value
| UUGWF Stock | USD 12.28 0.00 0.00% |
| 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' pink sheet 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.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in United Utilities on February 2, 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 Artesian Resources, Global Water, Essential Utilities, American Water, American States, California Water, and Consolidated Water. United Utilities Group PLC provides water and wastewater services in the 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' pink sheet 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 | (0.12) | |||
| Maximum Drawdown | 11.91 |
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 | (0.11) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.90) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of United Utilities' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
United Utilities Backtested Returns
United Utilities owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13 % return per unit of risk over the last 3 months. United Utilities Group exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate United Utilities' Risk Adjusted Performance of (0.11), coefficient of variation of (637.06), and Variance of 2.38 to confirm the risk estimate we provide. The entity has a beta of 0.28, 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 -0.2%. Please make sure to validate United Utilities' variance and kurtosis , to decide if United Utilities performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
United Utilities Group has no correlation between past and present. Overlapping area represents the amount of predictability between United Utilities time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 Utilities price movement. The serial correlation of 0.0 indicates that just 0.0% of current United Utilities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
United Utilities lagged returns against current returns
Autocorrelation, which is United Utilities pink sheet'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' pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if United Utilities pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in United Utilities pink sheet 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 pink sheet 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 pink sheet 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 |
Currently Active Assets on Macroaxis
Other Information on Investing in United Pink Sheet
United Utilities financial ratios help investors to determine whether United Pink Sheet 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.