Ubs Ag Fi Etf Price on February 20, 2024
If you're considering investing in UBS Etf, it is important to understand the factors that can impact its price. We consider UBS AG very steady. UBS AG FI owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0284, which indicates the etf had a 0.0284% return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for UBS AG FI, which you can use to evaluate the volatility of the entity. Please validate UBS AG's Market Risk Adjusted Performance of 0.0315, downside deviation of 1.71, and Risk Adjusted Performance of 0.0244 to confirm if the risk estimate we provide is consistent with the expected return of 0.0557%.
UBS Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
UBS |
Sharpe Ratio = 0.0284
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Estimated Market Risk
| 1.96 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average UBS AG is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of UBS AG by adding it to a well-diversified portfolio.
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.
Price Boundaries
UBS AG Period Price Range
UBS AG May 11, 2024 Market Strength
Market strength indicators help investors to evaluate how UBS AG etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UBS AG shares will generate the highest return on investment. By undertsting and applying UBS AG etf market strength indicators, traders can identify UBS AG FI entry and exit signals to maximize returns
UBS AG Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for UBS AG's price direction in advance. Along with the technical and fundamental analysis of UBS Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of UBS to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0244 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0215 |
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Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in price. Note that the UBS AG FI information on this page should be used as a complementary analysis to other UBS AG'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 Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Other Tools for UBS Etf
When running UBS AG's price analysis, check to measure UBS AG'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 UBS AG is operating at the current time. Most of UBS AG's value examination focuses on studying past and present price action to predict the probability of UBS AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UBS AG's price. Additionally, you may evaluate how the addition of UBS AG to your portfolios can decrease your overall portfolio volatility.
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