Universal Music Group Stock Market Value
| UNVGY Stock | USD 15.73 0.11 0.69% |
| Symbol | Universal |
Universal Music '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 Music'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 Universal Music.
| 06/08/2025 |
| 07/08/2025 |
If you would invest 0.00 in Universal Music on June 8, 2025 and sell it all today you would earn a total of 0.00 from holding Universal Music Group or generate 0.0% return on investment in Universal Music over 30 days. Universal Music is related to or competes with Western Copper, Ameriprise Financial, Artisan Partners, Eldorado Gold, Arbor Realty, and Vulcan Materials. Universal Music Group N.V. operates as a music company worldwide More
Universal Music 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 Music'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 Universal Music Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.87 | |||
| Information Ratio | 0.0865 | |||
| Maximum Drawdown | 6.74 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 2.31 |
Universal Music Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Universal Music's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Universal Music's standard deviation. In reality, there are many statistical measures that can use Universal Music historical prices to predict the future Universal Music's volatility.| Risk Adjusted Performance | 0.2438 | |||
| Jensen Alpha | 0.2111 | |||
| Total Risk Alpha | 0.139 | |||
| Sortino Ratio | 0.0719 | |||
| Treynor Ratio | 1.68 |
Universal Music Group Backtested Returns
Universal Music appears to be very steady, given 3 months investment horizon. Universal Music Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.27, which indicates the firm had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Universal Music Group, which you can use to evaluate the volatility of the company. Please review Universal Music's Coefficient Of Variation of 669.67, semi deviation of 1.59, and Risk Adjusted Performance of 0.2438 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Universal Music holds a performance score of 21. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Universal Music's returns are expected to increase less than the market. However, during the bear market, the loss of holding Universal Music is expected to be smaller as well. Please check Universal Music's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Universal Music's existing price patterns will revert.
Auto-correlation | 0.01 |
Virtually no predictability
Universal Music Group has virtually no predictability. Overlapping area represents the amount of predictability between Universal Music time series from 8th of June 2025 to 23rd of June 2025 and 23rd of June 2025 to 8th 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 Music Group price movement. The serial correlation of 0.01 indicates that just 1.0% of current Universal Music price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Universal Music Group lagged returns against current returns
Autocorrelation, which is Universal Music 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 Universal Music's pink sheet expected returns. We can calculate the autocorrelation of Universal Music returns to help us make a trade decision. For example, suppose you find that Universal Music 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 |
Universal Music 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 Music pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Universal Music pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Universal Music pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Universal Music Lagged Returns
When evaluating Universal Music's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Universal Music pink sheet have on its future price. Universal Music 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 Music autocorrelation shows the relationship between Universal Music pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Universal Music Group.
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.Additional Tools for Universal Pink Sheet Analysis
When running Universal Music's price analysis, check to measure Universal Music'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 Universal Music is operating at the current time. Most of Universal Music's value examination focuses on studying past and present price action to predict the probability of Universal Music's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Universal Music's price. Additionally, you may evaluate how the addition of Universal Music to your portfolios can decrease your overall portfolio volatility.