UBSFund Solutions (Switzerland) Market Value
| WSRUSA Etf | CHF 134.68 0.88 0.66% |
| Symbol | UBSFund |
UBSFund Solutions '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 UBSFund Solutions' etf 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 UBSFund Solutions.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in UBSFund Solutions on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding UBSFund Solutions MSCI or generate 0.0% return on investment in UBSFund Solutions over 30 days. UBSFund Solutions is related to or competes with UBSFund Solutions, UBSFund Solutions, UBSFund Solutions, UBSFund Solutions, and UBSFund Solutions. The sub-fund will take proportionate exposure on the components of the MSCI World Socially Responsible 5 percent Issuer ... More
UBSFund Solutions 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 UBSFund Solutions' etf 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 UBSFund Solutions MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.832 | |||
| Information Ratio | 0.0284 | |||
| Maximum Drawdown | 4.53 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.1 |
UBSFund Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBSFund Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBSFund Solutions' standard deviation. In reality, there are many statistical measures that can use UBSFund Solutions historical prices to predict the future UBSFund Solutions' volatility.| Risk Adjusted Performance | 0.0899 | |||
| Jensen Alpha | 0.0416 | |||
| Total Risk Alpha | 8.0E-4 | |||
| Sortino Ratio | 0.0267 | |||
| Treynor Ratio | 0.1343 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of UBSFund Solutions' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
UBSFund Solutions MSCI Backtested Returns
We consider UBSFund Solutions very steady. UBSFund Solutions MSCI owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the etf had a 0.13% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for UBSFund Solutions MSCI, which you can use to evaluate the volatility of the entity. Please validate UBSFund Solutions' Downside Deviation of 0.832, risk adjusted performance of 0.0899, and Market Risk Adjusted Performance of 0.1443 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. The entity has a beta of 0.76, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, UBSFund Solutions' returns are expected to increase less than the market. However, during the bear market, the loss of holding UBSFund Solutions is expected to be smaller as well.
Auto-correlation | 0.63 |
Good predictability
UBSFund Solutions MSCI has good predictability. Overlapping area represents the amount of predictability between UBSFund Solutions time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of UBSFund Solutions MSCI price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current UBSFund Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 4.36 |
UBSFund Solutions MSCI lagged returns against current returns
Autocorrelation, which is UBSFund Solutions etf'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 UBSFund Solutions' etf expected returns. We can calculate the autocorrelation of UBSFund Solutions returns to help us make a trade decision. For example, suppose you find that UBSFund Solutions has exhibited high autocorrelation historically, and you observe that the etf 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 |
UBSFund Solutions 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 UBSFund Solutions etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UBSFund Solutions etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UBSFund Solutions etf over time.
Current vs Lagged Prices |
| Timeline |
UBSFund Solutions Lagged Returns
When evaluating UBSFund Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UBSFund Solutions etf have on its future price. UBSFund Solutions 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, UBSFund Solutions autocorrelation shows the relationship between UBSFund Solutions etf current value and its past values and can show if there is a momentum factor associated with investing in UBSFund Solutions MSCI.
Regressed Prices |
| Timeline |
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UBSFund Solutions technical etf 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, etf market cycles, or different charting patterns.