Ubisoft Entertainment (France) Market Value
| UBI Stock | EUR 9.47 0.02 0.21% |
| Symbol | Ubisoft |
Ubisoft Entertainment '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 Ubisoft Entertainment'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 Ubisoft Entertainment.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Ubisoft Entertainment on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Ubisoft Entertainment or generate 0.0% return on investment in Ubisoft Entertainment over 90 days. Ubisoft Entertainment is related to or competes with Atos SE, Dassault Systemes, Vivendi SA, Alstom SA, and Thales SA. Ubisoft Entertainment SA produce, publishes, and distributes video games for consoles, PC, smartphones, and tablets in b... More
Ubisoft Entertainment 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 Ubisoft Entertainment'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 Ubisoft Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.03 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 25.57 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 4.01 |
Ubisoft Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ubisoft Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ubisoft Entertainment's standard deviation. In reality, there are many statistical measures that can use Ubisoft Entertainment historical prices to predict the future Ubisoft Entertainment's volatility.| Risk Adjusted Performance | 0.0248 | |||
| Jensen Alpha | 0.2046 | |||
| Total Risk Alpha | (0.41) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.05) |
Ubisoft Entertainment Backtested Returns
At this point, Ubisoft Entertainment is somewhat reliable. Ubisoft Entertainment owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0115, which indicates the firm had a 0.0115 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Ubisoft Entertainment, which you can use to evaluate the volatility of the company. Please validate Ubisoft Entertainment's Semi Deviation of 3.95, coefficient of variation of 5306.8, and Risk Adjusted Performance of 0.0248 to confirm if the risk estimate we provide is consistent with the expected return of 0.0382%. The entity has a beta of -1.16, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Ubisoft Entertainment are expected to decrease by larger amounts. On the other hand, during market turmoil, Ubisoft Entertainment is expected to outperform it. Ubisoft Entertainment right now has a risk of 3.33%. Please validate Ubisoft Entertainment total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Ubisoft Entertainment will be following its existing price patterns.
Auto-correlation | -0.24 |
Weak reverse predictability
Ubisoft Entertainment has weak reverse predictability. Overlapping area represents the amount of predictability between Ubisoft Entertainment time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Ubisoft Entertainment price movement. The serial correlation of -0.24 indicates that over 24.0% of current Ubisoft Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Ubisoft Entertainment lagged returns against current returns
Autocorrelation, which is Ubisoft Entertainment 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 Ubisoft Entertainment's stock expected returns. We can calculate the autocorrelation of Ubisoft Entertainment returns to help us make a trade decision. For example, suppose you find that Ubisoft Entertainment 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 |
Ubisoft Entertainment 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 Ubisoft Entertainment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ubisoft Entertainment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ubisoft Entertainment stock over time.
Current vs Lagged Prices |
| Timeline |
Ubisoft Entertainment Lagged Returns
When evaluating Ubisoft Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ubisoft Entertainment stock have on its future price. Ubisoft Entertainment 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, Ubisoft Entertainment autocorrelation shows the relationship between Ubisoft Entertainment stock current value and its past values and can show if there is a momentum factor associated with investing in Ubisoft Entertainment.
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 Ubisoft Stock
Ubisoft Entertainment financial ratios help investors to determine whether Ubisoft 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 Ubisoft with respect to the benefits of owning Ubisoft Entertainment security.