Union Stock Market Value

UNP -  USA Stock  

USD 246.27  1.35  0.55%

Union Pacific's market value is the price at which a share of Union Pacific stock trades on a public exchange. It measures the collective expectations of Union Pacific Corp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Union Pacific Corp and determine expected loss or profit from investing in Union Pacific over a given investment horizon. Also, please take a look at Union Pacific Hype Analysis, Union Pacific Correlation, Union Pacific Valuation, Union Pacific Volatility, as well as analyze Union Pacific Alpha and Beta and Union Pacific Performance.
Symbol
Backtest


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.
The market value of Union Pacific Corp 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 Union Pacific value 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.
0.00
10/18/2021
No Change 0.00  0.0 
In 3 months and 1 day
01/16/2022
0.00
If you would invest  0.00  in Union Pacific on October 18, 2021 and sell it all today you would earn a total of 0.00 from holding Union Pacific Corp or generate 0.0% return on investment in Union Pacific over 90 days. Union Pacific is related to or competes with Ryder System, Owens Minor, United Airlines, United Parcel, Werner Enterprise, A M, and Sino Global. Union Pacific Corporation, through its subsidiary, Union Pacific Railroad Company, engages in the railroad business in t...

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 Corp upside and downside potential and time the market with a certain degree of confidence.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Union Pacific in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
244.95245.99247.03
Details
Intrinsic
Valuation
LowReal ValueHigh
221.64271.22272.26
Details
Naive
Forecast
LowNext ValueHigh
241.25242.29243.33
Details
19 Analysts
Consensus
LowTarget PriceHigh
215.00253.58290.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Union Pacific. Your research has to be compared to or analyzed against Union Pacific's peers to derive any actionable benefits. When done correctly, Union Pacific's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Union Pacific Corp.

Union Pacific Corp Backtested Returns

We consider Union Pacific very steady. Union Pacific Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had 0.14% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Union Pacific Corp, which you can use to evaluate the future volatility of the company. Please validate Union Pacific Semi Deviation of 0.8775, coefficient of variation of 512.53, and Risk Adjusted Performance of 0.1607 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%.
Union Pacific has performance score of 9 on a scale of 0 to 100. The entity has a beta of 0.9198, which indicates possible diversification benefits within a given portfolio. Let's try to break down what Union's beta means in this case. Union Pacific returns are very sensitive to returns on the market. As the market goes up or down, Union Pacific is expected to follow. Although it is extremely important to respect Union Pacific Corp current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Union Pacific Corp technical indicators, you can presently evaluate if the expected return of 0.15% will be sustainable into the future. Union Pacific Corp right now has a risk of 1.04%. Please validate Union Pacific maximum drawdown, as well as the relationship between the skewness and day typical price to decide if Union Pacific will be following its existing price patterns.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.57   

Modest predictability

Union Pacific Corp has modest predictability. Overlapping area represents the amount of predictability between Union Pacific time series from 18th of October 2021 to 2nd of December 2021 and 2nd of December 2021 to 16th of January 2022. 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 Corp price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Union Pacific price fluctuation can be explain by its past prices.
Correlation Coefficient0.57
Spearman Rank Test0.24
Residual Average0.0
Price Variance14.48

Union Pacific Corp 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 stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      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 
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      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 Corp.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Union Pacific without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Also, please take a look at Union Pacific Hype Analysis, Union Pacific Correlation, Union Pacific Valuation, Union Pacific Volatility, as well as analyze Union Pacific Alpha and Beta and Union Pacific Performance. Note that the Union Pacific Corp information on this page should be used as a complementary analysis to other Union Pacific'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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.

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When running Union Pacific Corp 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 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.
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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.
A focus of Union Pacific technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Union Pacific trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...