UBS Group Correlations

UBS Stock

USD 37.97 0.39 1.02%

The current 90-days correlation between UBS Group AG and Citigroup is 0.38 (i.e., Weak diversification). The correlation of UBS Group 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 correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

UBS Group Correlation With Market

Very weak diversification

The correlation between UBS Group AG and DJI is 0.47 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding UBS Group AG and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with UBS Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in UBS Group AG. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics.

Moving together with UBS Stock

0.81	RILYN	B Riley Financial	Pair Corr
0.82	ZETA	Zeta Global Holdings	Pair Corr

Moving against UBS Stock

0.5	PKX	POSCO Holdings Earnings Call This Week	Pair Corr
0.38	IPC	Imperial Pacific	Pair Corr
0.46	FTMDF	Fortune Minerals	Pair Corr
0.45	DX	Dynex Capital	Pair Corr
0.31	TSHA	Taysha Gene Therapies	Pair Corr

Related Correlations Analysis

	C	BCS	HSBC	NU	ING	NWG	SAN	RY	BBVA	BAC
C		0.71	0.81	0.84	0.68	0.08	0.82	0.81	0.59	0.88	C
BCS	0.71		0.78	0.6	0.7	0.58	0.77	0.56	0.72	0.65	BCS
HSBC	0.81	0.78		0.81	0.78	0.2	0.93	0.77	0.61	0.76	HSBC
NU	0.84	0.6	0.81		0.53	0.11	0.83	0.94	0.58	0.93	NU
ING	0.68	0.7	0.78	0.53		0.13	0.83	0.49	0.52	0.5	ING
NWG	0.08	0.58	0.2	0.11	0.13		0.26	0.12	0.57	0.26	NWG
SAN	0.82	0.77	0.93	0.83	0.83	0.26		0.81	0.72	0.8	SAN
RY	0.81	0.56	0.77	0.94	0.49	0.12	0.81		0.6	0.93	RY
BBVA	0.59	0.72	0.61	0.58	0.52	0.57	0.72	0.6		0.69	BBVA
BAC	0.88	0.65	0.76	0.93	0.5	0.26	0.8	0.93	0.69		BAC
	C	BCS	HSBC	NU	ING	NWG	SAN	RY	BBVA	BAC

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Risk-Adjusted Indicators

There is a big difference between UBS Stock performing well and UBS Group Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze UBS Group's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
C	1.14	(0.01)	0.04	0.11	1.33	(1.23)	2.31	(2.08)	7.42
BCS	1.07	0.09	0.05	0.21	1.12	(1.09)	1.86	(2.00)	5.39
HSBC	0.87	0.13	0.07	0.30	1.34	(0.94)	1.95	(1.37)	8.60
NU	1.32	0.34	0.18	0.49	1.27	(1.44)	3.26	(2.93)	14.20
ING	0.97	0.15	0.05	0.58	1.05	(1.05)	2.12	(1.89)	7.50
NWG	1.28	0.10	0.06	0.22	1.42	(1.39)	2.59	(2.24)	6.98
SAN	1.22	0.19	0.14	0.31	1.00	(1.39)	3.00	(1.96)	5.67
RY	0.58	0.14	0.14	0.32	0.28	(0.67)	1.07	(1.00)	7.09
BBVA	1.33	0.18	0.10	0.35	1.39	(1.50)	2.61	(2.54)	9.46
BAC	0.95	0.12	0.11	0.23	0.87	(1.12)	2.52	(1.62)	7.89

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