Ubs Group Ag Stock Market Value
| UBS Stock | USD 28.06 0.06 0.21% |
| Symbol | UBS |
UBS Group AG Price To Book Ratio
Is UBS Group's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of UBS Group. If investors know UBS will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about UBS Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 13.673 | Earnings Share 8.45 | Revenue Per Share 12.565 | Quarterly Revenue Growth 0.363 | Return On Assets 0.0198 |
The market value of UBS Group AG 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 Group's value that differs from its market value or its book value, called intrinsic value, which is UBS Group'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 Group's market value can be influenced by many factors that don't directly affect UBS Group'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 Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if UBS Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UBS Group'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.
UBS Group '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 UBS Group's stock 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 UBS Group.
| 12/21/2023 |
| 04/19/2024 |
If you would invest 0.00 in UBS Group on December 21, 2023 and sell it all today you would earn a total of 0.00 from holding UBS Group AG or generate 0.0% return on investment in UBS Group over 120 days. UBS Group is related to or competes with Citigroup, Barclays PLC, HSBC Holdings, Nu Holdings, ING Group, Natwest Group, and Banco Santander. UBS Group AG provides financial advice and solutions to private, institutional, and corporate clients worldwide More
UBS Group 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 UBS Group's stock 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 UBS Group AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 7.87 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 1.98 |
UBS Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBS Group's standard deviation. In reality, there are many statistical measures that can use UBS Group historical prices to predict the future UBS Group's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of UBS Group's 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.
UBS Group AG Backtested Returns
UBS Group AG owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.032, which indicates the company had a -0.032% return per unit of standard deviation over the last 3 months. UBS Group AG exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate UBS Group's Market Risk Adjusted Performance of (0.08), standard deviation of 1.46, and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The firm has a beta of 0.78, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, UBS Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding UBS Group is expected to be smaller as well. UBS Group AG has an expected return of -0.0474%. Please make sure to validate UBS Group maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if UBS Group AG performance from the past will be repeated at future time.
Auto-correlation | -0.26 |
Weak reverse predictability
UBS Group AG has weak reverse predictability. Overlapping area represents the amount of predictability between UBS Group time series from 21st of December 2023 to 19th of February 2024 and 19th of February 2024 to 19th 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 UBS Group AG price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current UBS Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 1.86 |
UBS Group AG lagged returns against current returns
Autocorrelation, which is UBS Group stock'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 UBS Group's stock expected returns. We can calculate the autocorrelation of UBS Group returns to help us make a trade decision. For example, suppose you find that UBS Group has exhibited high autocorrelation historically, and you observe that the stock 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 |
UBS Group 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 UBS Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UBS Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UBS Group stock over time.
Current vs Lagged Prices |
| Timeline |
UBS Group Lagged Returns
When evaluating UBS Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UBS Group stock have on its future price. UBS Group 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, UBS Group autocorrelation shows the relationship between UBS Group stock current value and its past values and can show if there is a momentum factor associated with investing in UBS Group AG.
Regressed Prices |
| Timeline |
UBS Group Investors Sentiment
The influence of UBS Group's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in UBS. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to UBS Group's public news can be used to forecast risks associated with an investment in UBS. The trend in average sentiment can be used to explain how an investor holding UBS can time the market purely based on public headlines and social activities around UBS Group AG. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
UBS Group's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for UBS Group's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average UBS Group's news discussions. The higher the estimated score, the more favorable is the investor's outlook on UBS Group.
UBS Group Implied Volatility | 108.46 |
UBS Group's implied volatility exposes the market's sentiment of UBS Group AG stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if UBS Group's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that UBS Group stock will not fluctuate a lot when UBS Group's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards UBS Group in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, UBS Group's short interest history, or implied volatility extrapolated from UBS Group options trading.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether UBS Group AG is a strong investment it is important to analyze UBS Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact UBS Group's future performance. For an informed investment choice regarding UBS Stock, refer to the following important reports:Check out UBS Group Correlation, UBS Group Volatility and UBS Group Alpha and Beta module to complement your research on UBS Group. Note that the UBS Group AG information on this page should be used as a complementary analysis to other UBS Group's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Complementary Tools for UBS Stock analysis
When running UBS Group's price analysis, check to measure UBS Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy UBS Group is operating at the current time. Most of UBS Group's value examination focuses on studying past and present price action to predict the probability of UBS Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UBS Group's price. Additionally, you may evaluate how the addition of UBS Group to your portfolios can decrease your overall portfolio volatility.
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities |
UBS Group technical stock 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, stock market cycles, or different charting patterns.