Universal Corp (Germany) Market Value
| UVV Stock | 50.80 0.98 1.97% |
| Symbol | Universal |
Universal Corp '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 Universal Corp'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 Universal Corp.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Universal Corp on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Universal Corp or generate 0.0% return on investment in Universal Corp over 90 days. Universal Corp is related to or competes with CREDIT AGRICOLE, UNIQA INSURANCE, Perdoceo Education, EMBARK EDUCATION, S E, UNICREDIT SPA, and CAREER EDUCATION. More
Universal Corp 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 Universal Corp'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 Universal Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0542 | |||
| Maximum Drawdown | 10.63 | |||
| Value At Risk | (2.26) | |||
| Potential Upside | 1.77 |
Universal Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Universal Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Universal Corp's standard deviation. In reality, there are many statistical measures that can use Universal Corp historical prices to predict the future Universal Corp's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.2076 | |||
| Treynor Ratio | (0.68) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Universal Corp's 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.
Universal Corp Backtested Returns
Universal Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0465, which indicates the firm had a -0.0465 % return per unit of risk over the last 3 months. Universal Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Universal Corp's Risk Adjusted Performance of (0.02), variance of 2.47, and Coefficient Of Variation of (3,335) to confirm the risk estimate we provide. The entity has a beta of 0.0839, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Universal Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Universal Corp is expected to be smaller as well. At this point, Universal Corp has a negative expected return of -0.0752%. Please make sure to validate Universal Corp's value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Universal Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.29 |
Poor predictability
Universal Corp has poor predictability. Overlapping area represents the amount of predictability between Universal Corp time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Universal Corp price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Universal Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Universal Corp lagged returns against current returns
Autocorrelation, which is Universal Corp 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 Universal Corp's stock expected returns. We can calculate the autocorrelation of Universal Corp returns to help us make a trade decision. For example, suppose you find that Universal Corp 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 |
Universal Corp 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 Universal Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Universal Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Universal Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Universal Corp Lagged Returns
When evaluating Universal Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Universal Corp stock have on its future price. Universal Corp 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, Universal Corp autocorrelation shows the relationship between Universal Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Universal Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Universal Stock Analysis
When running Universal Corp's price analysis, check to measure Universal Corp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Universal Corp is operating at the current time. Most of Universal Corp's value examination focuses on studying past and present price action to predict the probability of Universal Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Universal Corp's price. Additionally, you may evaluate how the addition of Universal Corp to your portfolios can decrease your overall portfolio volatility.