Union Pacific Stock Market Value

UNP Stock  USD 233.28  0.50  0.21%   
Union Pacific's market value is the price at which a share of Union Pacific trades on a public exchange. It measures the collective expectations of Union Pacific investors about its performance. Union Pacific is selling at 233.28 as of the 12th of December 2024; that is 0.21% down since the beginning of the trading day. The stock's last reported lowest price was 233.28.
With this module, you can estimate the performance of a buy and hold strategy of Union Pacific and determine expected loss or profit from investing in Union Pacific over a given investment horizon. Check out Union Pacific Correlation, Union Pacific Volatility and Union Pacific Alpha and Beta module to complement your research on Union Pacific.
To learn how to invest in Union Stock, please use our How to Invest in Union Pacific guide.
Symbol

Union Pacific Price To Book Ratio

Is Ground Transportation space 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 Union Pacific. If investors know Union 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 Union Pacific 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
0.096
Dividend Share
5.24
Earnings Share
10.87
Revenue Per Share
39.898
Quarterly Revenue Growth
0.025
The market value of Union Pacific is measured differently than its book value, which is the value of Union that is recorded on the company's balance sheet. Investors also form their own opinion of Union Pacific's value that differs from its market value or its book value, called intrinsic value, which is Union Pacific's 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 Union Pacific's market value can be influenced by many factors that don't directly affect Union Pacific's 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 Union Pacific's value and its price as these two are different measures arrived at by different means. Investors typically determine if Union Pacific is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Union Pacific'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 Pacific '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 Pacific'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 Pacific.
0.00
11/12/2024
No Change 0.00  0.0 
In 31 days
12/12/2024
0.00
If you would invest  0.00  in Union Pacific on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Union Pacific or generate 0.0% return on investment in Union Pacific over 30 days. Union Pacific is related to or competes with Norfolk Southern, CSX, United Parcel, Canadian National, and Honeywell International. Union Pacific Corporation, through its subsidiary, Union Pacific Railroad Company, operates in the railroad business in ... More

Union Pacific 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 Pacific'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 Pacific upside and downside potential and time the market with a certain degree of confidence.

Union Pacific Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Union Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Union Pacific's standard deviation. In reality, there are many statistical measures that can use Union Pacific historical prices to predict the future Union Pacific's volatility.
Hype
Prediction
LowEstimatedHigh
232.24233.72235.20
Details
Intrinsic
Valuation
LowRealHigh
210.40239.06240.54
Details
Naive
Forecast
LowNextHigh
225.92227.41228.89
Details
30 Analysts
Consensus
LowTargetHigh
219.38241.08267.60
Details

Union Pacific Backtested Returns

Union Pacific owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0547, which indicates the firm had a -0.0547% return per unit of risk over the last 3 months. Union Pacific exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Union Pacific's Variance of 2.16, coefficient of variation of (1,501), and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of 1.18, 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, Union Pacific will likely underperform. At this point, Union Pacific has a negative expected return of -0.081%. Please make sure to validate Union Pacific's variance, skewness, as well as the relationship between the Skewness and price action indicator , to decide if Union Pacific performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.04  

Virtually no predictability

Union Pacific has virtually no predictability. Overlapping area represents the amount of predictability between Union Pacific time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 Union Pacific price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Union Pacific price fluctuation can be explain by its past prices.
Correlation Coefficient0.04
Spearman Rank Test-0.83
Residual Average0.0
Price Variance15.59

Union Pacific lagged returns against current returns

Autocorrelation, which is Union Pacific 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 Pacific's stock expected returns. We can calculate the autocorrelation of Union Pacific returns to help us make a trade decision. For example, suppose you find that Union Pacific 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 Pacific 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 Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Union Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Union Pacific stock over time.
   Current vs Lagged Prices   
       Timeline  

Union Pacific Lagged Returns

When evaluating Union Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Union Pacific stock have on its future price. Union Pacific 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 Pacific autocorrelation shows the relationship between Union Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in Union Pacific.
   Regressed Prices   
       Timeline  

Pair Trading with Union Pacific

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Union Pacific position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Union Pacific will appreciate offsetting losses from the drop in the long position's value.

Moving together with Union Stock

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Moving against Union Stock

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  0.51DAL Delta Air Lines Fiscal Year End 10th of January 2025 PairCorr
  0.51UAL United Airlines Holdings Fiscal Year End 27th of January 2025 PairCorr
  0.5VLRS VolarisPairCorr
  0.5ALGT Allegiant TravelPairCorr
The ability to find closely correlated positions to Union Pacific could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Union Pacific when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Union Pacific - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Union Pacific to buy it.
The correlation of Union Pacific is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Union Pacific moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Union Pacific moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Union Pacific can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching

Additional Tools for Union Stock Analysis

When running Union Pacific's price analysis, check to measure Union Pacific's 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 Union Pacific is operating at the current time. Most of Union Pacific's value examination focuses on studying past and present price action to predict the probability of Union Pacific's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Union Pacific's price. Additionally, you may evaluate how the addition of Union Pacific to your portfolios can decrease your overall portfolio volatility.