Uol Group Stock Market Value
| UOLGY Stock | USD 17.71 0.04 0.23% |
| 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.
| 11/06/2023 |
| 12/06/2023 |
If you would invest 0.00 in UOL Group on November 6, 2023 and sell it all today you would earn a total of 0.00 from holding UOL Group or generate 0.0% return on investment in UOL Group over 30 days. UOL Group is related to or competes with SNDL, Olympic Steel, Amkor Technology, Hudson Technologies, Griffon, Apogee Enterprises, and Avient Corp. 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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 8.75 | |||
| Value At Risk | (3.30) | |||
| Potential Upside | 2.71 |
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 | (0.15) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (1.80) |
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of UOL Group in the context of predictive analytics.
UOL Group Backtested Returns
UOL Group owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.045, which indicates the firm had -0.045% of return per unit of standard deviation over the last 3 months. Our standpoint towards measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. UOL Group exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please validate UOL Group variance of 2.88, and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of 0.081, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UOL Group returns are expected to increase less than the market. However, during the bear market, the loss on holding UOL Group will be expected to be smaller as well. UOL Group exposes fifteen different technical indicators, which can help you to evaluate its performance. UOL Group has an expected return of -0.0751%. Please make sure to validate UOL Group information ratio and kurtosis to decide if UOL Group performance from the past will be repeated at some future point.
Auto-correlation | -0.16 |
Insignificant reverse predictability
UOL Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between UOL Group time series from 6th of November 2023 to 21st of November 2023 and 21st of November 2023 to 6th of December 2023. 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 -0.16 indicates that over 16.0% of current UOL Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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 pink sheet 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 |
| 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.
Regressed Prices |
| Timeline |
Be your own money manager
Our tools can tell you how much better you can do entering a position in UOL Group without increasing your portfolio risk or giving up the 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.Did you try this?
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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 Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
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.