Union De (Peru) Market Value
| BACKUSI1 | 19.00 0.09 0.48% |
| Symbol | Union |
Please note, there is a significant difference between Union De's value and its price as these two are different measures arrived at by different means. Investors typically determine if Union De is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Union De'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.
Union De '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 Union De'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 Union De.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in Union De on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding Union de Cervecerias or generate 0.0% return on investment in Union De over 90 days. More
Union De 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 Union De'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 Union de Cervecerias upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 4.12 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.04 |
Union De Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Union De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Union De's standard deviation. In reality, there are many statistical measures that can use Union De historical prices to predict the future Union De's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 11.99 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Union De'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.
Union de Cervecerias Backtested Returns
Union de Cervecerias owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0314, which indicates the firm had a -0.0314 % return per unit of risk over the last 3 months. Union de Cervecerias exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Union De's Coefficient Of Variation of (3,396), variance of 0.5172, and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The entity has a beta of -0.0026, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Union De are expected to decrease at a much lower rate. During the bear market, Union De is likely to outperform the market. At this point, Union de Cervecerias has a negative expected return of -0.0227%. Please make sure to validate Union De's maximum drawdown, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Union de Cervecerias performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.44 |
Average predictability
Union de Cervecerias has average predictability. Overlapping area represents the amount of predictability between Union De time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th of July 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 Union de Cervecerias price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Union De price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Union de Cervecerias lagged returns against current returns
Autocorrelation, which is Union De 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 Union De's stock expected returns. We can calculate the autocorrelation of Union De returns to help us make a trade decision. For example, suppose you find that Union De 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 |
Union De 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 Union De stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Union De stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Union De stock over time.
Current vs Lagged Prices |
| Timeline |
Union De Lagged Returns
When evaluating Union De's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Union De stock have on its future price. Union De 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, Union De autocorrelation shows the relationship between Union De stock current value and its past values and can show if there is a momentum factor associated with investing in Union de Cervecerias.
Regressed Prices |
| Timeline |
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Try AI Portfolio ProphetOther Information on Investing in Union Stock
Union De financial ratios help investors to determine whether Union 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 Union with respect to the benefits of owning Union De security.