United Paragon (Philippines) Market Value
| UPM Stock | 0 0.0001 3.23% |
| Symbol | United |
United Paragon '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 United Paragon'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 United Paragon.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in United Paragon on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding United Paragon Mining or generate 0.0% return on investment in United Paragon over 90 days. United Paragon is related to or competes with Atok Big, Philex Mining, Atlas Consolidated, and Lepanto Consolidated. More
United Paragon 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 United Paragon'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 United Paragon Mining upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.25 | |||
| Information Ratio | 0.0134 | |||
| Maximum Drawdown | 61.28 | |||
| Value At Risk | (14.71) | |||
| Potential Upside | 10.0 |
United Paragon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for United Paragon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as United Paragon's standard deviation. In reality, there are many statistical measures that can use United Paragon historical prices to predict the future United Paragon's volatility.| Risk Adjusted Performance | 0.0365 | |||
| Jensen Alpha | 0.368 | |||
| Total Risk Alpha | (0.98) | |||
| Sortino Ratio | 0.0127 | |||
| Treynor Ratio | (0.27) |
United Paragon Mining Backtested Returns
United Paragon Mining owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0744, which indicates the firm had a -0.0744 % return per unit of risk over the last 3 months. United Paragon Mining exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate United Paragon's Semi Deviation of 6.59, coefficient of variation of 3386.9, and Risk Adjusted Performance of 0.0365 to confirm the risk estimate we provide. The entity has a beta of -0.91, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning United Paragon are expected to decrease slowly. On the other hand, during market turmoil, United Paragon is expected to outperform it slightly. At this point, United Paragon Mining has a negative expected return of -0.34%. Please make sure to validate United Paragon's downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to decide if United Paragon Mining performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.09 |
Virtually no predictability
United Paragon Mining has virtually no predictability. Overlapping area represents the amount of predictability between United Paragon 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 United Paragon Mining price movement. The serial correlation of 0.09 indicates that less than 9.0% of current United Paragon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
United Paragon Mining lagged returns against current returns
Autocorrelation, which is United Paragon 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 United Paragon's stock expected returns. We can calculate the autocorrelation of United Paragon returns to help us make a trade decision. For example, suppose you find that United Paragon 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 |
United Paragon 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 United Paragon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if United Paragon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in United Paragon stock over time.
Current vs Lagged Prices |
| Timeline |
United Paragon Lagged Returns
When evaluating United Paragon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of United Paragon stock have on its future price. United Paragon 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, United Paragon autocorrelation shows the relationship between United Paragon stock current value and its past values and can show if there is a momentum factor associated with investing in United Paragon Mining.
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 United Stock
United Paragon financial ratios help investors to determine whether United 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 United with respect to the benefits of owning United Paragon security.