Universal Health (Brazil) Market Value
| U1HS34 Stock | BRL 250.00 0.00 0.00% |
| Symbol | Universal |
Universal Health '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 Health'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 Health.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Universal Health on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Universal Health Services, or generate 0.0% return on investment in Universal Health over 90 days. Universal Health is related to or competes with G2D Investments, Extra Space, Ameriprise Financial, and Datadog,. Universal Health Services, Inc., through its subsidiaries, owns and operates acute care hospitals, and outpatient and be... More
Universal Health 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 Health'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 Health Services, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 8.03 | |||
| Value At Risk | (2.74) | |||
| Potential Upside | 1.5 |
Universal Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Universal Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Universal Health's standard deviation. In reality, there are many statistical measures that can use Universal Health historical prices to predict the future Universal Health's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | 1.14 |
Universal Health Ser Backtested Returns
Universal Health Ser owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0746, which indicates the firm had a -0.0746 % return per unit of risk over the last 3 months. Universal Health Services, exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Universal Health's Coefficient Of Variation of (1,382), risk adjusted performance of (0.06), and Variance of 2.2 to confirm the risk estimate we provide. The entity has a beta of -0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Universal Health are expected to decrease at a much lower rate. During the bear market, Universal Health is likely to outperform the market. At this point, Universal Health Ser has a negative expected return of -0.11%. Please make sure to validate Universal Health's information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and value at risk , to decide if Universal Health Ser performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.10 |
Insignificant predictability
Universal Health Services, has insignificant predictability. Overlapping area represents the amount of predictability between Universal Health time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Universal Health Ser price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Universal Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 55.11 |
Universal Health Ser lagged returns against current returns
Autocorrelation, which is Universal Health 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 Health's stock expected returns. We can calculate the autocorrelation of Universal Health returns to help us make a trade decision. For example, suppose you find that Universal Health 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 Health 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 Health stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Universal Health stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Universal Health stock over time.
Current vs Lagged Prices |
| Timeline |
Universal Health Lagged Returns
When evaluating Universal Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Universal Health stock have on its future price. Universal Health 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 Health autocorrelation shows the relationship between Universal Health stock current value and its past values and can show if there is a momentum factor associated with investing in Universal Health Services,.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Universal Stock
Universal Health financial ratios help investors to determine whether Universal Stock 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 Universal with respect to the benefits of owning Universal Health security.