Universal Stock Market Value
| UVV Stock | USD 56.32 0.38 0.68% |
| Symbol | Universal |
Universal Price To Book Ratio
Is Tobacco 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 Universal. If investors know Universal 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 Universal 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 (0.25) | Dividend Share 3.21 | Earnings Share 4.87 | Revenue Per Share 113.751 | Quarterly Revenue Growth 0.153 |
The market value of Universal is measured differently than its book value, which is the value of Universal that is recorded on the company's balance sheet. Investors also form their own opinion of Universal's value that differs from its market value or its book value, called intrinsic value, which is Universal'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 Universal's market value can be influenced by many factors that don't directly affect Universal'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 Universal's value and its price as these two are different measures arrived at by different means. Investors typically determine if Universal is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Universal'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.
Universal '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 Universal'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 Universal.
| 09/05/2024 |
| 12/04/2024 |
If you would invest 0.00 in Universal on September 5, 2024 and sell it all today you would earn a total of 0.00 from holding Universal or generate 0.0% return on investment in Universal over 90 days. Universal is related to or competes with Imperial Brands, Japan Tobacco, Philip Morris, Turning Point, British Amer, Imperial Brands, and Altria. Universal Corporation processes and supplies leaf tobacco and plant-based ingredients worldwide More
Universal 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 Universal'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 Universal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.89 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 2.49 |
Universal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Universal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Universal's standard deviation. In reality, there are many statistical measures that can use Universal historical prices to predict the future Universal's volatility.| Risk Adjusted Performance | 0.048 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0814 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Universal'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.
Universal Backtested Returns
At this stage we consider Universal Stock to be very steady. Universal owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0736, which indicates the firm had a 0.0736% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Universal, which you can use to evaluate the volatility of the company. Please validate Universal's Coefficient Of Variation of 1752.08, semi deviation of 1.15, and Risk Adjusted Performance of 0.048 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. Universal has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Universal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Universal is expected to be smaller as well. Universal right now has a risk of 1.38%. Please validate Universal downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to decide if Universal will be following its existing price patterns.
Auto-correlation | -0.26 |
Weak reverse predictability
Universal has weak reverse predictability. Overlapping area represents the amount of predictability between Universal time series from 5th of September 2024 to 20th of October 2024 and 20th of October 2024 to 4th 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 Universal price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Universal price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 6.72 |
Universal lagged returns against current returns
Autocorrelation, which is Universal 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 Universal's stock expected returns. We can calculate the autocorrelation of Universal returns to help us make a trade decision. For example, suppose you find that Universal 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 |
Universal 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 Universal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Universal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Universal stock over time.
Current vs Lagged Prices |
| Timeline |
Universal Lagged Returns
When evaluating Universal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Universal stock have on its future price. Universal 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, Universal autocorrelation shows the relationship between Universal stock current value and its past values and can show if there is a momentum factor associated with investing in Universal.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Universal Stock Analysis
When running Universal's price analysis, check to measure Universal'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 Universal is operating at the current time. Most of Universal's value examination focuses on studying past and present price action to predict the probability of Universal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Universal's price. Additionally, you may evaluate how the addition of Universal to your portfolios can decrease your overall portfolio volatility.