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 17  0.05  0.29%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding UniCredit S p A is 'Strong Sell'.
For the selected time horizon UniCredit S p A has a mean deviation of 0.8025, semi deviation of 0.0, standard deviation of 1.16, variance of 1.34, downside variance of 0.0 and semi variance of 0.0
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 Return-0.2Value At Risk-1.7367
Potential Upside1.8814Standard Deviation1.1579
 Return Density 
      Distribution 

UniCredit S Greeks

α
Alpha over DOW
=(0.14) 
βBeta against DOW=(0.56) 
σ
Overall volatility
= 1.15 
 IrInformation ratio =(0.29) 

UniCredit S Volatility Alert

UniCredit S p A exhibits very low volatility with skewness of -0.56 and kurtosis of 2.01. However, we advise investors to further study UniCredit S p A technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare UniCredit S to competition
FundamentalsUniCredit SPeer Average
Number of Employees5910.67 K
SellBuy
Strong Sell

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance(0.031949)
Market Risk Adjusted Performance0.3889
Mean Deviation0.8025
Coefficient Of Variation(572.19)
Standard Deviation1.16
Variance1.34
Information Ratio(0.29)
Jensen Alpha(0.14)
Total Risk Alpha(0.84)
Treynor Ratio0.3789
Maximum Drawdown5.44
Value At Risk(1.74)
Potential Upside1.88
Skewness(0.56)
Kurtosis2.01