U Haul Holding Stock Market Value
| UHAL-B Stock | 53.06 0.47 0.88% |
| Symbol | UHAL-B |
U Haul '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 U Haul'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 U Haul.
| 05/18/2025 |
| 08/16/2025 |
If you would invest 0.00 in U Haul on May 18, 2025 and sell it all today you would earn a total of 0.00 from holding U Haul Holding or generate 0.0% return on investment in U Haul over 90 days. U Haul is related to or competes with Bright Scholar, Daily Journal, Lincoln Educational, TRI Pointe, Alexandria Real, MI Homes, and Ihuman. More
U Haul 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 U Haul'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 U Haul Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 7.23 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 2.16 |
U Haul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for U Haul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as U Haul's standard deviation. In reality, there are many statistical measures that can use U Haul historical prices to predict the future U Haul's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | 0.5301 |
U Haul Holding Backtested Returns
U Haul Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0833, which indicates the company had a -0.0833 % return per unit of volatility over the last 3 months. U Haul Holding exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate U Haul's Risk Adjusted Performance of (0.05), market risk adjusted performance of 0.5401, and Standard Deviation of 1.52 to confirm the risk estimate we provide. The firm has a beta of -0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning U Haul are expected to decrease at a much lower rate. During the bear market, U Haul is likely to outperform the market. At this point, U Haul Holding has a negative expected return of -0.13%. Please make sure to validate U Haul's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if U Haul Holding performance from the past will be repeated sooner or later.
Auto-correlation | 0.69 |
Good predictability
U Haul Holding has good predictability. Overlapping area represents the amount of predictability between U Haul time series from 18th of May 2025 to 2nd of July 2025 and 2nd of July 2025 to 16th 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 U Haul Holding price movement. The serial correlation of 0.69 indicates that around 69.0% of current U Haul price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 3.58 |
U Haul Holding lagged returns against current returns
Autocorrelation, which is U Haul 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 U Haul's stock expected returns. We can calculate the autocorrelation of U Haul returns to help us make a trade decision. For example, suppose you find that U Haul 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 |
U Haul 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 U Haul stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if U Haul stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in U Haul stock over time.
Current vs Lagged Prices |
| Timeline |
U Haul Lagged Returns
When evaluating U Haul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of U Haul stock have on its future price. U Haul 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, U Haul autocorrelation shows the relationship between U Haul stock current value and its past values and can show if there is a momentum factor associated with investing in U Haul Holding.
Regressed Prices |
| Timeline |
Also Currently Popular
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.When determining whether U Haul Holding is a strong investment it is important to analyze U Haul's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact U Haul's future performance. For an informed investment choice regarding UHAL-B Stock, refer to the following important reports:Check out U Haul Correlation, U Haul Volatility and U Haul Alpha and Beta module to complement your research on U Haul. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
U Haul 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.