UBS Plc (Germany) Performance
| UBU9 Etf | 93.78 0.54 0.58% |
The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UBS Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding UBS Plc is expected to be smaller as well.
Risk-Adjusted Performance
21 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in UBS plc are ranked lower than 21 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile basic indicators, UBS Plc exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
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UBS Plc Relative Risk vs. Return Landscape
If you would invest 8,193 in UBS plc on September 13, 2024 and sell it today you would earn a total of 1,185 from holding UBS plc or generate 14.46% return on investment over 90 days. UBS plc is generating 0.2142% of daily returns and assumes 0.7784% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than UBS, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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UBS Plc Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS Plc's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as UBS plc , and traders can use it to determine the average amount a UBS Plc'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 = 0.2752
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Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.28 actual daily | 21 79% of assets perform better |
Based on monthly moving average UBS Plc is performing at about 21% 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 Plc by adding it to a well-diversified portfolio.