UNIVMUSIC GRPADR050's market value is the price at which a share of UNIVMUSIC GRPADR050 trades on a public exchange. It measures the collective expectations of UNIVMUSIC GRPADR050 investors about its performance. UNIVMUSIC GRPADR050 is trading at 11.80 as of the 3rd of August 2025. This is a 6.35% down since the beginning of the trading day. The stock's lowest day price was 11.6. With this module, you can estimate the performance of a buy and hold strategy of UNIVMUSIC GRPADR050 and determine expected loss or profit from investing in UNIVMUSIC GRPADR050 over a given investment horizon. Check out UNIVMUSIC GRPADR050 Correlation, UNIVMUSIC GRPADR050 Volatility and UNIVMUSIC GRPADR050 Alpha and Beta module to complement your research on UNIVMUSIC GRPADR050.
Please note, there is a significant difference between UNIVMUSIC GRPADR050's value and its price as these two are different measures arrived at by different means. Investors typically determine if UNIVMUSIC GRPADR050 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UNIVMUSIC GRPADR050's 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.
UNIVMUSIC GRPADR050 '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 UNIVMUSIC GRPADR050's 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 UNIVMUSIC GRPADR050.
0.00
05/05/2025
No Change 0.00
0.0
In 3 months and 1 day
08/03/2025
0.00
If you would invest 0.00 in UNIVMUSIC GRPADR050 on May 5, 2025 and sell it all today you would earn a total of 0.00 from holding UNIVMUSIC GRPADR050 or generate 0.0% return on investment in UNIVMUSIC GRPADR050 over 90 days. UNIVMUSIC GRPADR050 is related to or competes with REC SILICON, FIREWEED METALS, Nissan Chemical, Eastman Chemical, and Perseus Mining. More
UNIVMUSIC GRPADR050 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 UNIVMUSIC GRPADR050's 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 UNIVMUSIC GRPADR050 upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for UNIVMUSIC GRPADR050's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UNIVMUSIC GRPADR050's standard deviation. In reality, there are many statistical measures that can use UNIVMUSIC GRPADR050 historical prices to predict the future UNIVMUSIC GRPADR050's volatility.
At this point, UNIVMUSIC GRPADR050 is not too volatile. UNIVMUSIC GRPADR050 owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of volatility over the last 3 months. We have found twenty-four technical indicators for UNIVMUSIC GRPADR050, which you can use to evaluate the volatility of the company. Please validate UNIVMUSIC GRPADR050's risk adjusted performance of (0.03), and Variance of 3.37 to confirm if the risk estimate we provide is consistent with the expected return of 0.0119%. The entity has a beta of 0.68, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, UNIVMUSIC GRPADR050's returns are expected to increase less than the market. However, during the bear market, the loss of holding UNIVMUSIC GRPADR050 is expected to be smaller as well. UNIVMUSIC GRPADR050 currently has a risk of 2.02%. Please validate UNIVMUSIC GRPADR050 market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if UNIVMUSIC GRPADR050 will be following its existing price patterns.
Auto-correlation
0.03
Virtually no predictability
UNIVMUSIC GRPADR050 has virtually no predictability. Overlapping area represents the amount of predictability between UNIVMUSIC GRPADR050 time series from 5th of May 2025 to 19th of June 2025 and 19th of June 2025 to 3rd of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of UNIVMUSIC GRPADR050 price movement. The serial correlation of 0.03 indicates that only 3.0% of current UNIVMUSIC GRPADR050 price fluctuation can be explain by its past prices.
Correlation Coefficient
0.03
Spearman Rank Test
-0.44
Residual Average
0.0
Price Variance
0.21
UNIVMUSIC GRPADR050 lagged returns against current returns
Autocorrelation, which is UNIVMUSIC GRPADR050 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 UNIVMUSIC GRPADR050's stock expected returns. We can calculate the autocorrelation of UNIVMUSIC GRPADR050 returns to help us make a trade decision. For example, suppose you find that UNIVMUSIC GRPADR050 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
UNIVMUSIC GRPADR050 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 UNIVMUSIC GRPADR050 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UNIVMUSIC GRPADR050 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UNIVMUSIC GRPADR050 stock over time.
Current vs Lagged Prices
Timeline
UNIVMUSIC GRPADR050 Lagged Returns
When evaluating UNIVMUSIC GRPADR050's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UNIVMUSIC GRPADR050 stock have on its future price. UNIVMUSIC GRPADR050 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, UNIVMUSIC GRPADR050 autocorrelation shows the relationship between UNIVMUSIC GRPADR050 stock current value and its past values and can show if there is a momentum factor associated with investing in UNIVMUSIC GRPADR050.
UNIVMUSIC GRPADR050 financial ratios help investors to determine whether UNIVMUSIC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in UNIVMUSIC with respect to the benefits of owning UNIVMUSIC GRPADR050 security.