UniCredit S (Germany) Buy or Sell Recommendation

Macroaxis provides UniCredit S p A buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding UniCredit S positions. The advice algorithm takes into account all of UniCredit S p A available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from UniCredit S buy-and-hold prospective. Check also UniCredit S Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
UniCredit S p A -- Germany Stock  

EUR 16.76  0.73  4.17%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding UniCredit S p A is 'Sell'.
For the selected time horizon UniCredit S p A has a mean deviation of 0.9712, semi deviation of 1.61, standard deviation of 1.57, variance of 2.46, downside variance of 3.38 and semi variance of 2.58
This advice tool can be used to cross verify current analyst consensus on UniCredit S and to analyze the corporation potential to grow in the current economic cycle. Please be advised to validate UniCredit S Number of Employees to validate our buy or sell recommendation.

Returns Distribution Density

Mean Return0.044375Value At Risk1.67
Potential Upside1.37Standard Deviation1.57
 Return Density 
      Distribution 

UniCredit S Greeks

α
Alpha over DOW
=0.088351
βBeta against DOW=0.26
σ
Overall volatility
=1.53
 IrInformation ratio =0.11

UniCredit S Volatility Alert

UniCredit S p A has relatively low volatility with skewness of 0.37 and kurtosis of 5.29. However, we advise all investors to independently investigate UniCredit S p A to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare UniCredit S to competition
FundamentalsUniCredit SPeer Average
Number of Employees5910.67 K
SellBuy
Sell

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0208
Market Risk Adjusted Performance(0.12)
Mean Deviation0.9712
Semi Deviation1.61
Downside Deviation1.84
Coefficient Of Variation3535.2
Standard Deviation1.57
Variance2.46
Information Ratio(0.11)
Jensen Alpha0.0884
Total Risk Alpha(0.63)
Sortino Ratio(0.094618)
Treynor Ratio(0.13)
Maximum Drawdown6.45
Value At Risk(1.67)
Potential Upside1.37
Downside Variance3.38
Semi Variance2.58
Expected Short fall(0.93)
Skewness0.3733
Kurtosis5.29