Ubiquoss Holdings (Korea) Market Value
| 078070 Stock | KRW 12,260 20.00 0.16% |
| Symbol | Ubiquoss |
Ubiquoss Holdings '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 Ubiquoss Holdings' 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 Ubiquoss Holdings.
| 04/16/2024 |
| 05/16/2024 |
If you would invest 0.00 in Ubiquoss Holdings on April 16, 2024 and sell it all today you would earn a total of 0.00 from holding Ubiquoss Holdings or generate 0.0% return on investment in Ubiquoss Holdings over 30 days. Ubiquoss Holdings is related to or competes with AptaBio Therapeutics, Daewoo SBI, Dream Security, Microfriend, Innometry, and Jahwa Electron. Ubiquoss Holdings Inc. manufactures and sells wired Internet data transmission equipment, such as Ethernet switch, FTTH ... More
Ubiquoss Holdings 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 Ubiquoss Holdings' 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 Ubiquoss Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 4.23 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.01 |
Ubiquoss Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ubiquoss Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ubiquoss Holdings' standard deviation. In reality, there are many statistical measures that can use Ubiquoss Holdings historical prices to predict the future Ubiquoss Holdings' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (5.64) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ubiquoss Holdings' 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.
Ubiquoss Holdings Backtested Returns
Ubiquoss Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the firm had a -0.15% return per unit of risk over the last 3 months. Ubiquoss Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Ubiquoss Holdings' Coefficient Of Variation of (1,142), risk adjusted performance of (0.05), and Variance of 0.4944 to confirm the risk estimate we provide. The entity has a beta of 0.0127, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Ubiquoss Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ubiquoss Holdings is expected to be smaller as well. Ubiquoss Holdings has an expected return of -0.11%. Please make sure to validate Ubiquoss Holdings coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Ubiquoss Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Ubiquoss Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ubiquoss Holdings time series from 16th of April 2024 to 1st of May 2024 and 1st of May 2024 to 16th of May 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 Ubiquoss Holdings price movement. The serial correlation of -0.18 indicates that over 18.0% of current Ubiquoss Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 4424.69 |
Ubiquoss Holdings lagged returns against current returns
Autocorrelation, which is Ubiquoss Holdings 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 Ubiquoss Holdings' stock expected returns. We can calculate the autocorrelation of Ubiquoss Holdings returns to help us make a trade decision. For example, suppose you find that Ubiquoss Holdings 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Ubiquoss Holdings 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 Ubiquoss Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ubiquoss Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ubiquoss Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Ubiquoss Holdings Lagged Returns
When evaluating Ubiquoss Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ubiquoss Holdings stock have on its future price. Ubiquoss Holdings 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, Ubiquoss Holdings autocorrelation shows the relationship between Ubiquoss Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Ubiquoss Holdings.
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 Ubiquoss Holdings 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, Ubiquoss Holdings' short interest history, or implied volatility extrapolated from Ubiquoss Holdings options trading.
Thematic Opportunities
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Check out Ubiquoss Holdings Correlation, Ubiquoss Holdings Volatility and Ubiquoss Holdings Alpha and Beta module to complement your research on Ubiquoss Holdings. Note that the Ubiquoss Holdings information on this page should be used as a complementary analysis to other Ubiquoss Holdings' 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for Ubiquoss Stock analysis
When running Ubiquoss Holdings' price analysis, check to measure Ubiquoss Holdings' 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 Ubiquoss Holdings is operating at the current time. Most of Ubiquoss Holdings' value examination focuses on studying past and present price action to predict the probability of Ubiquoss Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ubiquoss Holdings' price. Additionally, you may evaluate how the addition of Ubiquoss Holdings to your portfolios can decrease your overall portfolio volatility.
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Ubiquoss Holdings 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.