Universal Health (Germany) Market Value
| WY8 Stock | EUR 37.96 0.91 2.46% |
| Symbol | Universal |
Universal Health '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 Health'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 Health.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Universal Health on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Universal Health Realty or generate 0.0% return on investment in Universal Health over 90 days. Universal Health is related to or competes with Moneysupermarket, SOEDER SPORTFISKE, COFCO Joycome, Maple Leaf, Ebro Foods, Fukuyama Transporting, and BG Foods. Universal Health Realty Income Trust, a real estate investment trust, invests in healthcare and human service related fa... More
Universal Health 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 Health'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 Health Realty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | 0.1048 | |||
| Maximum Drawdown | 6.34 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 2.54 |
Universal Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Universal Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Universal Health's standard deviation. In reality, there are many statistical measures that can use Universal Health historical prices to predict the future Universal Health's volatility.| Risk Adjusted Performance | 0.0327 | |||
| Jensen Alpha | 0.0227 | |||
| Total Risk Alpha | 0.2098 | |||
| Sortino Ratio | 0.125 | |||
| Treynor Ratio | (0.29) |
Universal Health Realty Backtested Returns
At this point, Universal Health is very steady. Universal Health Realty owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0565, which indicates the firm had a 0.0565 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Universal Health Realty, which you can use to evaluate the volatility of the company. Please validate Universal Health's Semi Deviation of 1.08, risk adjusted performance of 0.0327, and Coefficient Of Variation of 3002.18 to confirm if the risk estimate we provide is consistent with the expected return of 0.0712%. Universal Health has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Universal Health are expected to decrease at a much lower rate. During the bear market, Universal Health is likely to outperform the market. Universal Health Realty right now has a risk of 1.26%. Please validate Universal Health total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Universal Health will be following its existing price patterns.
Auto-correlation | 0.59 |
Modest predictability
Universal Health Realty has modest predictability. Overlapping area represents the amount of predictability between Universal Health time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Health Realty price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Universal Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Universal Health Realty lagged returns against current returns
Autocorrelation, which is Universal Health 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 Health's stock expected returns. We can calculate the autocorrelation of Universal Health returns to help us make a trade decision. For example, suppose you find that Universal Health 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 Health 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 Health stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Universal Health stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Universal Health stock over time.
Current vs Lagged Prices |
| Timeline |
Universal Health Lagged Returns
When evaluating Universal Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Universal Health stock have on its future price. Universal Health 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 Health autocorrelation shows the relationship between Universal Health stock current value and its past values and can show if there is a momentum factor associated with investing in Universal Health Realty.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Universal Stock
When determining whether Universal Health Realty is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Universal Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Universal Health Realty Stock. Highlighted below are key reports to facilitate an investment decision about Universal Health Realty Stock:Check out Universal Health Correlation, Universal Health Volatility and Universal Health Alpha and Beta module to complement your research on Universal Health. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Universal Health 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.