Unilever Plc Stock Market Value
| UNLYF Stock | USD 51.92 1.02 2.00% |
| Symbol | Unilever |
Unilever PLC '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 Unilever PLC's pink sheet 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 Unilever PLC.
| 03/29/2024 |
| 04/28/2024 |
If you would invest 0.00 in Unilever PLC on March 29, 2024 and sell it all today you would earn a total of 0.00 from holding Unilever PLC or generate 0.0% return on investment in Unilever PLC over 30 days. Unilever PLC is related to or competes with L’Oreal Co, Church Dwight, and Unilever PLC. Unilever PLC operates as a fast-moving consumer goods company More
Unilever PLC 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 Unilever PLC's pink sheet 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 Unilever PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.0 | |||
| Information Ratio | 0.0437 | |||
| Maximum Drawdown | 8.64 | |||
| Value At Risk | (2.30) | |||
| Potential Upside | 2.67 |
Unilever PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Unilever PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Unilever PLC's standard deviation. In reality, there are many statistical measures that can use Unilever PLC historical prices to predict the future Unilever PLC's volatility.| Risk Adjusted Performance | 0.0681 | |||
| Jensen Alpha | 0.1418 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0349 | |||
| Treynor Ratio | 1.62 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Unilever PLC'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.
Unilever PLC Backtested Returns
We consider Unilever PLC very steady. Unilever PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0905, which indicates the firm had a 0.0905% return per unit of risk over the last 3 months. We have found thirty technical indicators for Unilever PLC, which you can use to evaluate the volatility of the company. Please validate Unilever PLC's Risk Adjusted Performance of 0.0681, semi deviation of 1.51, and Coefficient Of Variation of 1006.05 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Unilever PLC has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.0919, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Unilever PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Unilever PLC is expected to be smaller as well. Unilever PLC right now has a risk of 1.62%. Please validate Unilever PLC semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Unilever PLC will be following its existing price patterns.
Auto-correlation | -0.7 |
Very good reverse predictability
Unilever PLC has very good reverse predictability. Overlapping area represents the amount of predictability between Unilever PLC time series from 29th of March 2024 to 13th of April 2024 and 13th of April 2024 to 28th 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 Unilever PLC price movement. The serial correlation of -0.7 indicates that around 70.0% of current Unilever PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 3.1 |
Unilever PLC lagged returns against current returns
Autocorrelation, which is Unilever PLC pink sheet'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 Unilever PLC's pink sheet expected returns. We can calculate the autocorrelation of Unilever PLC returns to help us make a trade decision. For example, suppose you find that Unilever PLC has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Unilever PLC 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 Unilever PLC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Unilever PLC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Unilever PLC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Unilever PLC Lagged Returns
When evaluating Unilever PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Unilever PLC pink sheet have on its future price. Unilever PLC 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, Unilever PLC autocorrelation shows the relationship between Unilever PLC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Unilever PLC.
Regressed Prices |
| Timeline |
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.Check out Unilever PLC Correlation, Unilever PLC Volatility and Unilever PLC Alpha and Beta module to complement your research on Unilever PLC. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for Unilever Pink Sheet analysis
When running Unilever PLC's price analysis, check to measure Unilever PLC'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 Unilever PLC is operating at the current time. Most of Unilever PLC's value examination focuses on studying past and present price action to predict the probability of Unilever PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Unilever PLC's price. Additionally, you may evaluate how the addition of Unilever PLC to your portfolios can decrease your overall portfolio volatility.
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Unilever PLC technical pink sheet 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, pink sheet market cycles, or different charting patterns.