Universal Electronics (Germany) Market Value
| UE1 Stock | EUR 5.65 0.15 2.59% |
| Symbol | Universal |
Universal Electronics '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 Electronics' 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 Electronics.
| 04/11/2025 |
| 07/10/2025 |
If you would invest 0.00 in Universal Electronics on April 11, 2025 and sell it all today you would earn a total of 0.00 from holding Universal Electronics or generate 0.0% return on investment in Universal Electronics over 90 days. Universal Electronics is related to or competes with COLUMBIA SPORTSWEAR, Universal Display, PARKEN Sport, Columbia Sportswear, USWE SPORTS, JD SPORTS, and TITANIUM TRANSPORTGROUP. Universal Electronics Inc. develops and manufactures pre-programmed and universal control products, audio-video accessor... More
Universal Electronics 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 Electronics' 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 Electronics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.6 | |||
| Information Ratio | 0.0444 | |||
| Maximum Drawdown | 30.28 | |||
| Value At Risk | (6.56) | |||
| Potential Upside | 6.41 |
Universal Electronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Universal Electronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Universal Electronics' standard deviation. In reality, there are many statistical measures that can use Universal Electronics historical prices to predict the future Universal Electronics' volatility.| Risk Adjusted Performance | 0.1251 | |||
| Jensen Alpha | 0.2048 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0461 | |||
| Treynor Ratio | 0.3364 |
Universal Electronics Backtested Returns
Universal Electronics appears to be unstable, given 3 months investment horizon. Universal Electronics owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. By inspecting Universal Electronics' technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please review Universal Electronics' Semi Deviation of 3.86, risk adjusted performance of 0.1251, and Coefficient Of Variation of 1314.87 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Universal Electronics holds a performance score of 9. The entity has a beta of 1.05, which indicates a somewhat significant risk relative to the market. Universal Electronics returns are very sensitive to returns on the market. As the market goes up or down, Universal Electronics is expected to follow. Please check Universal Electronics' total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Universal Electronics' existing price patterns will revert.
Auto-correlation | -0.45 |
Modest reverse predictability
Universal Electronics has modest reverse predictability. Overlapping area represents the amount of predictability between Universal Electronics time series from 11th of April 2025 to 26th of May 2025 and 26th of May 2025 to 10th 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 Electronics price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Universal Electronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Universal Electronics lagged returns against current returns
Autocorrelation, which is Universal Electronics 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 Electronics' stock expected returns. We can calculate the autocorrelation of Universal Electronics returns to help us make a trade decision. For example, suppose you find that Universal Electronics 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 Electronics 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 Electronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Universal Electronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Universal Electronics stock over time.
Current vs Lagged Prices |
| Timeline |
Universal Electronics Lagged Returns
When evaluating Universal Electronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Universal Electronics stock have on its future price. Universal Electronics 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 Electronics autocorrelation shows the relationship between Universal Electronics stock current value and its past values and can show if there is a momentum factor associated with investing in Universal Electronics.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Universal Stock
When determining whether Universal Electronics offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Universal Electronics' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Universal Electronics Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Universal Electronics Stock:Check out Universal Electronics Correlation, Universal Electronics Volatility and Universal Electronics Alpha and Beta module to complement your research on Universal Electronics. For more detail on how to invest in Universal Stock please use our How to Invest in Universal Electronics guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Universal Electronics technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.