Urbanise (Australia) Market Value
| UBN Stock | 0.85 0.00 0.00% |
| Symbol | Urbanise |
Urbanise '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 Urbanise'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 Urbanise.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Urbanise on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Urbanise or generate 0.0% return on investment in Urbanise over 90 days. Urbanise is related to or competes with Adriatic Metals, Australian Agricultural, Vaneck Ftse, Imugene, Russell Investments, and Commonwealth Bank. Urbanise is entity of Australia. It is traded as Stock on AU exchange. More
Urbanise 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 Urbanise'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 Urbanise upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.02 | |||
| Information Ratio | 0.0676 | |||
| Maximum Drawdown | 21.95 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 6.25 |
Urbanise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Urbanise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Urbanise's standard deviation. In reality, there are many statistical measures that can use Urbanise historical prices to predict the future Urbanise's volatility.| Risk Adjusted Performance | 0.1088 | |||
| Jensen Alpha | 0.437 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0576 | |||
| Treynor Ratio | (0.63) |
Urbanise Backtested Returns
Currently, Urbanise is extremely dangerous. Urbanise owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Urbanise, which you can use to evaluate the volatility of the company. Please validate Urbanise's Risk Adjusted Performance of 0.1088, semi deviation of 1.98, and Coefficient Of Variation of 919.57 to confirm if the risk estimate we provide is consistent with the expected return of 0.0221%. The entity has a beta of -0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Urbanise are expected to decrease at a much lower rate. During the bear market, Urbanise is likely to outperform the market. Urbanise right now has a risk of 2.91%. Please validate Urbanise coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if Urbanise will be following its existing price patterns.
Auto-correlation | 0.23 |
Weak predictability
Urbanise has weak predictability. Overlapping area represents the amount of predictability between Urbanise 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 Urbanise price movement. The serial correlation of 0.23 indicates that over 23.0% of current Urbanise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Urbanise lagged returns against current returns
Autocorrelation, which is Urbanise 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 Urbanise's stock expected returns. We can calculate the autocorrelation of Urbanise returns to help us make a trade decision. For example, suppose you find that Urbanise 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 |
Urbanise 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 Urbanise stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Urbanise stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Urbanise stock over time.
Current vs Lagged Prices |
| Timeline |
Urbanise Lagged Returns
When evaluating Urbanise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Urbanise stock have on its future price. Urbanise 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, Urbanise autocorrelation shows the relationship between Urbanise stock current value and its past values and can show if there is a momentum factor associated with investing in Urbanise.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Urbanise Stock Analysis
When running Urbanise's price analysis, check to measure Urbanise'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 Urbanise is operating at the current time. Most of Urbanise's value examination focuses on studying past and present price action to predict the probability of Urbanise's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Urbanise's price. Additionally, you may evaluate how the addition of Urbanise to your portfolios can decrease your overall portfolio volatility.