United Overseas Related Correlations
UOVEY Stock | USD 43.24 0.06 0.14% |
Correlations
MUFG | MBFJF | SMFG | SMFNF | KB | MFG | MZHOF | SHG | ABNB | ||
MUFG | 0.98 | 0.98 | 0.93 | 0.83 | 0.95 | 0.72 | 0.81 | 0.87 | MUFG | |
MBFJF | 0.98 | 0.96 | 0.9 | 0.82 | 0.92 | 0.71 | 0.81 | 0.87 | MBFJF | |
SMFG | 0.98 | 0.96 | 0.96 | 0.82 | 0.97 | 0.79 | 0.82 | 0.87 | SMFG | |
SMFNF | 0.93 | 0.9 | 0.96 | 0.76 | 0.92 | 0.81 | 0.77 | 0.84 | SMFNF | |
KB | 0.83 | 0.82 | 0.82 | 0.76 | 0.81 | 0.72 | 0.97 | 0.86 | KB | |
MFG | 0.95 | 0.92 | 0.97 | 0.92 | 0.81 | 0.72 | 0.82 | 0.83 | MFG | |
MZHOF | 0.72 | 0.71 | 0.79 | 0.81 | 0.72 | 0.72 | 0.75 | 0.74 | MZHOF | |
SHG | 0.81 | 0.81 | 0.82 | 0.77 | 0.97 | 0.82 | 0.75 | 0.87 | SHG | |
ABNB | 0.87 | 0.87 | 0.87 | 0.84 | 0.86 | 0.83 | 0.74 | 0.87 | ABNB | |
MUFG | MBFJF | SMFG | SMFNF | KB | MFG | MZHOF | SHG | ABNB |
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Risk-Adjusted Indicators
There is a big difference between United Pink Sheet performing well and United Overseas Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze United Overseas' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
MUFG | 1.13 | 0.21 | 0.08 | 0.62 | 1.37 | 2.51 | 9.77 | |||
MBFJF | 1.70 | 0.24 | 0.07 | 0.84 | 1.69 | 4.60 | 10.73 | |||
SMFG | 1.15 | 0.15 | 0.05 | 0.38 | 1.70 | 2.69 | 8.15 | |||
SMFNF | 2.48 | 0.29 | 0.05 | 1.98 | 2.90 | 5.67 | 15.98 | |||
KB | 1.87 | 0.35 | 0.21 | 0.38 | 1.48 | 6.77 | 15.32 | |||
MFG | 1.27 | 0.20 | 0.06 | 0.87 | 1.42 | 3.28 | 9.55 | |||
MZHOF | 0.82 | 0.30 | 0.00 | 1.63 | 0.00 | 2.35 | 12.17 | |||
SHG | 1.54 | 0.31 | 0.16 | 0.47 | 1.56 | 3.80 | 10.29 | |||
ABNB | 1.62 | (0.03) | 0.05 | 0.12 | 1.63 | 4.03 | 9.89 |