Ucb Sa Adr Stock Market Value
| UCBJY Stock | USD 101.42 0.27 0.27% |
| Symbol | UCB |
UCB SA '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 UCB SA's pink sheet 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 UCB SA.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in UCB SA on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding UCB SA ADR or generate 0.0% return on investment in UCB SA over 90 days. UCB SA is related to or competes with Tonix Pharmaceuticals, NextCure, CytomX Therapeutics, Spero Therapeutics, Assembly Biosciences, Galmed Pharmaceuticals, and Abeona Therapeutics. UCB SA, a biopharmaceutical company, develops products and solutions for people with neurology and immunology diseases More
UCB SA 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 UCB SA's pink sheet 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 UCB SA ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | 0.0972 | |||
| Maximum Drawdown | 9.31 | |||
| Value At Risk | (3.26) | |||
| Potential Upside | 3.51 |
UCB SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UCB SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UCB SA's standard deviation. In reality, there are many statistical measures that can use UCB SA historical prices to predict the future UCB SA's volatility.| Risk Adjusted Performance | 0.1718 | |||
| Jensen Alpha | 0.3163 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.095 | |||
| Treynor Ratio | 1.21 |
UCB SA ADR Backtested Returns
UCB SA appears to be very steady, given 3 months investment horizon. UCB SA ADR retains Efficiency (Sharpe Ratio) of 0.17, which indicates the company had a 0.17 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for UCB SA, which you can use to evaluate the volatility of the entity. Please review UCB SA's Standard Deviation of 2.05, market risk adjusted performance of 1.22, and Mean Deviation of 1.57 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, UCB SA holds a performance score of 13. The firm owns a Beta (Systematic Risk) of 0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, UCB SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding UCB SA is expected to be smaller as well. Please check UCB SA's downside variance, and the relationship between the total risk alpha and daily balance of power , to make a quick decision on whether UCB SA's current price history will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
UCB SA ADR has insignificant reverse predictability. Overlapping area represents the amount of predictability between UCB SA time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 UCB SA ADR price movement. The serial correlation of -0.14 indicates that less than 14.0% of current UCB SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 12.71 |
UCB SA ADR lagged returns against current returns
Autocorrelation, which is UCB SA pink sheet'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 UCB SA's pink sheet expected returns. We can calculate the autocorrelation of UCB SA returns to help us make a trade decision. For example, suppose you find that UCB SA has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
UCB SA 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 UCB SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UCB SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UCB SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
UCB SA Lagged Returns
When evaluating UCB SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UCB SA pink sheet have on its future price. UCB SA 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, UCB SA autocorrelation shows the relationship between UCB SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in UCB SA ADR.
Regressed Prices |
| Timeline |
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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.Additional Tools for UCB Pink Sheet Analysis
When running UCB SA's price analysis, check to measure UCB SA'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 UCB SA is operating at the current time. Most of UCB SA's value examination focuses on studying past and present price action to predict the probability of UCB SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UCB SA's price. Additionally, you may evaluate how the addition of UCB SA to your portfolios can decrease your overall portfolio volatility.