Ubs Etf Performance
| ESUS Etf | USD 35.29 0.00 0.00% |
The entity has a beta of 26.19, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, UBS will likely underperform.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in UBS are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively weak basic indicators, UBS unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
| In Threey Sharp Ratio | 0.37 |
UBS |
UBS Relative Risk vs. Return Landscape
If you would invest 3,337 in UBS on October 27, 2024 and sell it today you would earn a total of 192.00 from holding UBS or generate 5.75% return on investment over 90 days. UBS is currently generating 26.7718% in daily expected returns and assumes 172.8196% risk (volatility on return distribution) over the 90 days horizon. In different words, most equities are less risky than UBS, and most traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
UBS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as UBS, and traders can use it to determine the average amount a UBS's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1549
| Best Portfolio | Best Equity | ESUS | ||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 172.82 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.15 actual daily | 12 88% of assets perform better |
Based on monthly moving average UBS is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of UBS by adding it to a well-diversified portfolio.
UBS Fundamentals Growth
UBS Etf prices reflect investors' perceptions of the future prospects and financial health of UBS, and UBS fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on UBS Etf performance.
About UBS Performance
Assessing UBS's fundamental ratios provides investors with valuable insights into UBS's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the UBS is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
| UBS is not yet fully synchronised with the market data | |
| UBS is way too risky over 90 days horizon | |
| UBS appears to be risky and price may revert if volatility continues |
Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
The market value of UBS is measured differently than its book value, which is the value of UBS that is recorded on the company's balance sheet. Investors also form their own opinion of UBS's value that differs from its market value or its book value, called intrinsic value, which is UBS's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because UBS's market value can be influenced by many factors that don't directly affect UBS's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between UBS's value and its price as these two are different measures arrived at by different means. Investors typically determine if UBS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UBS's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.