Union Pacific Stock Market Value
| UNP Stock | USD 233.94 0.46 0.20% |
| Symbol | Union |
Union Pacific Price To Book Ratio
Is Union Pacific'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 Union Pacific. If investors know Union 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 Union Pacific 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 0.012 | Dividend Share 5.2 | Earnings Share 10.45 | Revenue Per Share 39.591 | Quarterly Revenue Growth (0) |
The market value of Union Pacific is measured differently than its book value, which is the value of Union that is recorded on the company's balance sheet. Investors also form their own opinion of Union Pacific's value that differs from its market value or its book value, called intrinsic value, which is Union Pacific'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 Union Pacific's market value can be influenced by many factors that don't directly affect Union Pacific'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 Union Pacific's value and its price as these two are different measures arrived at by different means. Investors typically determine if Union Pacific is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Union Pacific'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.
Union Pacific '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 Union Pacific'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 Union Pacific.
| 04/26/2022 |
| 04/15/2024 |
If you would invest 0.00 in Union Pacific on April 26, 2022 and sell it all today you would earn a total of 0.00 from holding Union Pacific or generate 0.0% return on investment in Union Pacific over 720 days. Union Pacific is related to or competes with Norfolk Southern, CSX, United Parcel, Canadian National, and Honeywell International. Union Pacific Corporation, through its subsidiary, Union Pacific Railroad Company, operates in the railroad business in ... More
Union Pacific 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 Union Pacific'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 Union Pacific upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 3.85 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.69 |
Union Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Union Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Union Pacific's standard deviation. In reality, there are many statistical measures that can use Union Pacific historical prices to predict the future Union Pacific's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Union Pacific'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.
Union Pacific Backtested Returns
We consider Union Pacific very steady. Union Pacific owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0119, which indicates the firm had a 0.0119% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Union Pacific, which you can use to evaluate the volatility of the company. Please validate Union Pacific's Variance of 0.8704, risk adjusted performance of (0), and Coefficient Of Variation of (12,869) to confirm if the risk estimate we provide is consistent with the expected return of 0.0111%. The entity has a beta of 0.9, which indicates possible diversification benefits within a given portfolio. Union Pacific returns are very sensitive to returns on the market. As the market goes up or down, Union Pacific is expected to follow. Union Pacific right now has a risk of 0.94%. Please validate Union Pacific jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Union Pacific will be following its existing price patterns.
Auto-correlation | -0.27 |
Weak reverse predictability
Union Pacific has weak reverse predictability. Overlapping area represents the amount of predictability between Union Pacific time series from 26th of April 2022 to 21st of April 2023 and 21st of April 2023 to 15th 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 Union Pacific price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Union Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 394.47 |
Union Pacific lagged returns against current returns
Autocorrelation, which is Union Pacific 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 Union Pacific's stock expected returns. We can calculate the autocorrelation of Union Pacific returns to help us make a trade decision. For example, suppose you find that Union Pacific 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 |
Union Pacific 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 Union Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Union Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Union Pacific stock over time.
Current vs Lagged Prices |
| Timeline |
Union Pacific Lagged Returns
When evaluating Union Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Union Pacific stock have on its future price. Union Pacific 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, Union Pacific autocorrelation shows the relationship between Union Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in Union Pacific.
Regressed Prices |
| Timeline |
Union Pacific Investors Sentiment
The influence of Union Pacific'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 Union. 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 Union Pacific's public news can be used to forecast risks associated with an investment in Union. The trend in average sentiment can be used to explain how an investor holding Union can time the market purely based on public headlines and social activities around Union Pacific. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Union Pacific'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 Union Pacific'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 Union Pacific's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Union Pacific.
Union Pacific Implied Volatility | 25.22 |
Union Pacific's implied volatility exposes the market's sentiment of Union Pacific stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Union Pacific'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 Union Pacific stock will not fluctuate a lot when Union Pacific'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 Union Pacific 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, Union Pacific's short interest history, or implied volatility extrapolated from Union Pacific 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.| LTC | Litecoin | |
| STETH | Staked Ether | |
| LINK | Chainlink |
Check out Union Pacific Correlation, Union Pacific Volatility and Union Pacific Alpha and Beta module to complement your research on Union Pacific. To learn how to invest in Union Stock, please use our How to Invest in Union Pacific guide.You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Complementary Tools for Union Stock analysis
When running Union Pacific's price analysis, check to measure Union Pacific'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 Union Pacific is operating at the current time. Most of Union Pacific's value examination focuses on studying past and present price action to predict the probability of Union Pacific's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Union Pacific's price. Additionally, you may evaluate how the addition of Union Pacific to your portfolios can decrease your overall portfolio volatility.
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Bonds Directory Find actively traded corporate debentures issued by US companies |
Union Pacific 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.