Ubiquiti Networks Stock Market Value
| UI Stock | USD 148.91 2.54 1.74% |
| Symbol | Ubiquiti |
Ubiquiti Networks Price To Book Ratio
Is Ubiquiti Networks' 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 Ubiquiti Networks. If investors know Ubiquiti 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 Ubiquiti Networks listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.23) | Dividend Share 2.4 | Earnings Share 5.78 | Revenue Per Share 31.631 | Quarterly Revenue Growth 0.077 |
The market value of Ubiquiti Networks is measured differently than its book value, which is the value of Ubiquiti that is recorded on the company's balance sheet. Investors also form their own opinion of Ubiquiti Networks' value that differs from its market value or its book value, called intrinsic value, which is Ubiquiti Networks' 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 Ubiquiti Networks' market value can be influenced by many factors that don't directly affect Ubiquiti Networks' 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 Ubiquiti Networks' value and its price as these two are different measures arrived at by different means. Investors typically determine if Ubiquiti Networks is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ubiquiti Networks' 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.
Ubiquiti Networks '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 Ubiquiti Networks' 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 Ubiquiti Networks.
| 03/21/2024 |
| 05/20/2024 |
If you would invest 0.00 in Ubiquiti Networks on March 21, 2024 and sell it all today you would earn a total of 0.00 from holding Ubiquiti Networks or generate 0.0% return on investment in Ubiquiti Networks over 60 days. Ubiquiti Networks is related to or competes with Aviat Networks, Silicom, Knowles Cor, and Extreme Networks. Ubiquiti Inc. develops networking technology for service providers, enterprises, and consumers More
Ubiquiti Networks 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 Ubiquiti Networks' 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 Ubiquiti Networks upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.34 | |||
| Information Ratio | 0.0806 | |||
| Maximum Drawdown | 10.67 | |||
| Value At Risk | (3.84) | |||
| Potential Upside | 4.93 |
Ubiquiti Networks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ubiquiti Networks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ubiquiti Networks' standard deviation. In reality, there are many statistical measures that can use Ubiquiti Networks historical prices to predict the future Ubiquiti Networks' volatility.| Risk Adjusted Performance | 0.077 | |||
| Jensen Alpha | 0.155 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.0908 | |||
| Treynor Ratio | 0.1836 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ubiquiti Networks' 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.
Ubiquiti Networks Backtested Returns
Ubiquiti Networks appears to be very steady, given 3 months investment horizon. Ubiquiti Networks owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0985, which indicates the firm had a 0.0985% return per unit of risk over the last 3 months. We have found thirty technical indicators for Ubiquiti Networks, which you can use to evaluate the volatility of the company. Please review Ubiquiti Networks' Coefficient Of Variation of 846.05, risk adjusted performance of 0.077, and Semi Deviation of 2.16 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ubiquiti Networks holds a performance score of 7. The entity has a beta of 1.65, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ubiquiti Networks will likely underperform. Please check Ubiquiti Networks' semi variance, and the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Ubiquiti Networks' existing price patterns will revert.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Ubiquiti Networks has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Ubiquiti Networks time series from 21st of March 2024 to 20th of April 2024 and 20th of April 2024 to 20th 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 Ubiquiti Networks price movement. The serial correlation of -0.73 indicates that around 73.0% of current Ubiquiti Networks price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 214.72 |
Ubiquiti Networks lagged returns against current returns
Autocorrelation, which is Ubiquiti Networks 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 Ubiquiti Networks' stock expected returns. We can calculate the autocorrelation of Ubiquiti Networks returns to help us make a trade decision. For example, suppose you find that Ubiquiti Networks 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 |
Ubiquiti Networks 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 Ubiquiti Networks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ubiquiti Networks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ubiquiti Networks stock over time.
Current vs Lagged Prices |
| Timeline |
Ubiquiti Networks Lagged Returns
When evaluating Ubiquiti Networks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ubiquiti Networks stock have on its future price. Ubiquiti Networks 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, Ubiquiti Networks autocorrelation shows the relationship between Ubiquiti Networks stock current value and its past values and can show if there is a momentum factor associated with investing in Ubiquiti Networks.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Ubiquiti Networks offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Ubiquiti Networks' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ubiquiti Networks Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ubiquiti Networks Stock:Check out Ubiquiti Networks Correlation, Ubiquiti Networks Volatility and Ubiquiti Networks Alpha and Beta module to complement your research on Ubiquiti Networks. For more detail on how to invest in Ubiquiti Stock please use our How to Invest in Ubiquiti Networks guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Complementary Tools for Ubiquiti Stock analysis
When running Ubiquiti Networks' price analysis, check to measure Ubiquiti Networks' 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 Ubiquiti Networks is operating at the current time. Most of Ubiquiti Networks' value examination focuses on studying past and present price action to predict the probability of Ubiquiti Networks' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ubiquiti Networks' price. Additionally, you may evaluate how the addition of Ubiquiti Networks to your portfolios can decrease your overall portfolio volatility.
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Ubiquiti Networks 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.