Uol Group Ltd Stock Market Value
| UOLGY Stock | USD 16.50 0.12 0.72% |
| Symbol | UOL |
UOL 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 UOL Group'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 UOL Group.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in UOL Group on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding UOL Group Ltd or generate 0.0% return on investment in UOL Group over 30 days. UOL Group is related to or competes with Landsea Homes, and American Realty. UOL Group Limited primarily engages in property development and investment, and hotel businesses More
UOL 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 UOL Group'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 UOL Group Ltd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 8.01 | |||
| Value At Risk | (3.15) | |||
| Potential Upside | 1.88 |
UOL Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UOL Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UOL Group's standard deviation. In reality, there are many statistical measures that can use UOL Group historical prices to predict the future UOL Group's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.29) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of UOL 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.
UOL Group Backtested Returns
UOL Group owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the firm had a -0.11% return per unit of standard deviation over the last 3 months. UOL Group Ltd exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate UOL Group's variance of 2.76, and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of 0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, UOL Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding UOL Group is expected to be smaller as well. UOL Group has an expected return of -0.18%. Please make sure to validate UOL Group total risk alpha, kurtosis, as well as the relationship between the Kurtosis and market facilitation index , to decide if UOL Group performance from the past will be repeated at some future point.
Auto-correlation | 0.20 |
Weak predictability
UOL Group Ltd has weak predictability. Overlapping area represents the amount of predictability between UOL Group time series from 20th of March 2024 to 4th of April 2024 and 4th of April 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 UOL Group price movement. The serial correlation of 0.2 indicates that over 20.0% of current UOL Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
UOL Group lagged returns against current returns
Autocorrelation, which is UOL Group 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 UOL Group's pink sheet expected returns. We can calculate the autocorrelation of UOL Group returns to help us make a trade decision. For example, suppose you find that UOL Group 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 |
UOL 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 UOL Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UOL Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UOL Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
UOL Group Lagged Returns
When evaluating UOL Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UOL Group pink sheet have on its future price. UOL 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, UOL Group autocorrelation shows the relationship between UOL Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in UOL Group Ltd.
Regressed Prices |
| Timeline |
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 UOL 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, UOL Group's short interest history, or implied volatility extrapolated from UOL 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.Check out UOL Group Correlation, UOL Group Volatility and UOL Group Alpha and Beta module to complement your research on UOL Group. Note that the UOL Group information on this page should be used as a complementary analysis to other UOL 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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Complementary Tools for UOL Pink Sheet analysis
When running UOL Group's price analysis, check to measure UOL 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 UOL Group is operating at the current time. Most of UOL Group's value examination focuses on studying past and present price action to predict the probability of UOL 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 UOL Group's price. Additionally, you may evaluate how the addition of UOL Group to your portfolios can decrease your overall portfolio volatility.
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UOL Group 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.