UniCredit SpA's market value is the price at which a share of UniCredit SpA trades on a public exchange. It measures the collective expectations of UniCredit SpA investors about its performance. UniCredit SpA is trading at 74.00 as of the 31st of July 2025. This is a 0.35% down since the beginning of the trading day. The stock's lowest day price was 72.2. With this module, you can estimate the performance of a buy and hold strategy of UniCredit SpA and determine expected loss or profit from investing in UniCredit SpA over a given investment horizon. Check out UniCredit SpA Correlation, UniCredit SpA Volatility and UniCredit SpA Alpha and Beta module to complement your research on UniCredit SpA.
Please note, there is a significant difference between UniCredit SpA's value and its price as these two are different measures arrived at by different means. Investors typically determine if UniCredit SpA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UniCredit SpA'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.
UniCredit SpA '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 UniCredit SpA's pink sheet 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 UniCredit SpA.
0.00
05/02/2025
No Change 0.00
0.0
In 3 months and 1 day
07/31/2025
0.00
If you would invest 0.00 in UniCredit SpA on May 2, 2025 and sell it all today you would earn a total of 0.00 from holding UniCredit SpA or generate 0.0% return on investment in UniCredit SpA over 90 days. UniCredit SpA is related to or competes with Red River, UniCredit SpA, HDFC Bank, Piraeus Financial, First Citizens, Credit Agricole, and Intesa Sanpaolo. UniCredit S.p.A. operates as a commercial bank that provides retail, corporate, and private banking services More
UniCredit SpA 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 UniCredit SpA's pink sheet 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 UniCredit SpA 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 UniCredit SpA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UniCredit SpA's standard deviation. In reality, there are many statistical measures that can use UniCredit SpA historical prices to predict the future UniCredit SpA's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as UniCredit SpA. Your research has to be compared to or analyzed against UniCredit SpA's peers to derive any actionable benefits. When done correctly, UniCredit SpA's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in UniCredit SpA.
UniCredit SpA Backtested Returns
UniCredit SpA appears to be very steady, given 3 months investment horizon. UniCredit SpA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for UniCredit SpA, which you can use to evaluate the volatility of the company. Please review UniCredit SpA's Semi Deviation of 1.65, coefficient of variation of 509.21, and Risk Adjusted Performance of 0.1561 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, UniCredit SpA holds a performance score of 14. The entity has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UniCredit SpA are expected to decrease at a much lower rate. During the bear market, UniCredit SpA is likely to outperform the market. Please check UniCredit SpA's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether UniCredit SpA's existing price patterns will revert.
Auto-correlation
0.61
Good predictability
UniCredit SpA has good predictability. Overlapping area represents the amount of predictability between UniCredit SpA time series from 2nd of May 2025 to 16th of June 2025 and 16th of June 2025 to 31st 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 UniCredit SpA price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current UniCredit SpA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.61
Spearman Rank Test
0.77
Residual Average
0.0
Price Variance
8.31
UniCredit SpA lagged returns against current returns
Autocorrelation, which is UniCredit SpA pink sheet'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 UniCredit SpA's pink sheet expected returns. We can calculate the autocorrelation of UniCredit SpA returns to help us make a trade decision. For example, suppose you find that UniCredit SpA has exhibited high autocorrelation historically, and you observe that the pink sheet 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
UniCredit SpA 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 UniCredit SpA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UniCredit SpA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UniCredit SpA pink sheet over time.
Current vs Lagged Prices
Timeline
UniCredit SpA Lagged Returns
When evaluating UniCredit SpA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UniCredit SpA pink sheet have on its future price. UniCredit SpA 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, UniCredit SpA autocorrelation shows the relationship between UniCredit SpA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in UniCredit SpA.
Other Information on Investing in UniCredit Pink Sheet
UniCredit SpA financial ratios help investors to determine whether UniCredit Pink Sheet 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 UniCredit with respect to the benefits of owning UniCredit SpA security.