URBAN OUTFITTERS (Germany) Market Value
| UOF Stock | 52.50 1.00 1.94% |
| Symbol | URBAN |
URBAN OUTFITTERS '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 URBAN OUTFITTERS'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 URBAN OUTFITTERS.
| 06/27/2024 |
| 12/24/2024 |
If you would invest 0.00 in URBAN OUTFITTERS on June 27, 2024 and sell it all today you would earn a total of 0.00 from holding URBAN OUTFITTERS or generate 0.0% return on investment in URBAN OUTFITTERS over 180 days. URBAN OUTFITTERS is related to or competes with Apple, Apple, Microsoft, Microsoft, and Microsoft. More
URBAN OUTFITTERS 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 URBAN OUTFITTERS'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 URBAN OUTFITTERS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | 0.2162 | |||
| Maximum Drawdown | 23.11 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 4.94 |
URBAN OUTFITTERS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for URBAN OUTFITTERS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as URBAN OUTFITTERS's standard deviation. In reality, there are many statistical measures that can use URBAN OUTFITTERS historical prices to predict the future URBAN OUTFITTERS's volatility.| Risk Adjusted Performance | 0.187 | |||
| Jensen Alpha | 0.7196 | |||
| Total Risk Alpha | 0.6315 | |||
| Sortino Ratio | 0.3353 | |||
| Treynor Ratio | 2.38 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of URBAN OUTFITTERS'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.
URBAN OUTFITTERS Backtested Returns
URBAN OUTFITTERS appears to be very steady, given 3 months investment horizon. URBAN OUTFITTERS retains Efficiency (Sharpe Ratio) of 0.23, which indicates the firm had a 0.23% return per unit of volatility over the last 3 months. By inspecting URBAN OUTFITTERS's technical indicators, you can evaluate if the expected return of 0.76% is justified by implied risk. Please review URBAN OUTFITTERS's risk adjusted performance of 0.187, and Downside Deviation of 2.1 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, URBAN OUTFITTERS holds a performance score of 18. The entity owns a Beta (Systematic Risk) of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, URBAN OUTFITTERS's returns are expected to increase less than the market. However, during the bear market, the loss of holding URBAN OUTFITTERS is expected to be smaller as well. Please check URBAN OUTFITTERS's information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to make a quick decision on whether URBAN OUTFITTERS's current price history will revert.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
URBAN OUTFITTERS has almost perfect reverse predictability. Overlapping area represents the amount of predictability between URBAN OUTFITTERS time series from 27th of June 2024 to 25th of September 2024 and 25th of September 2024 to 24th 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 URBAN OUTFITTERS price movement. The serial correlation of -0.78 indicates that around 78.0% of current URBAN OUTFITTERS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 48.61 |
URBAN OUTFITTERS lagged returns against current returns
Autocorrelation, which is URBAN OUTFITTERS 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 URBAN OUTFITTERS's stock expected returns. We can calculate the autocorrelation of URBAN OUTFITTERS returns to help us make a trade decision. For example, suppose you find that URBAN OUTFITTERS 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 |
URBAN OUTFITTERS 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 URBAN OUTFITTERS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if URBAN OUTFITTERS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in URBAN OUTFITTERS stock over time.
Current vs Lagged Prices |
| Timeline |
URBAN OUTFITTERS Lagged Returns
When evaluating URBAN OUTFITTERS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of URBAN OUTFITTERS stock have on its future price. URBAN OUTFITTERS 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, URBAN OUTFITTERS autocorrelation shows the relationship between URBAN OUTFITTERS stock current value and its past values and can show if there is a momentum factor associated with investing in URBAN OUTFITTERS.
Regressed Prices |
| Timeline |
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Additional Tools for URBAN Stock Analysis
When running URBAN OUTFITTERS's price analysis, check to measure URBAN OUTFITTERS'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 URBAN OUTFITTERS is operating at the current time. Most of URBAN OUTFITTERS's value examination focuses on studying past and present price action to predict the probability of URBAN OUTFITTERS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move URBAN OUTFITTERS's price. Additionally, you may evaluate how the addition of URBAN OUTFITTERS to your portfolios can decrease your overall portfolio volatility.