Universal Robina's market value is the price at which a share of Universal Robina trades on a public exchange. It measures the collective expectations of Universal Robina Corp investors about its performance. Universal Robina is trading at 92.10 as of the 20th of July 2025, a 0.38% down since the beginning of the trading day. The stock's lowest day price was 91.15. With this module, you can estimate the performance of a buy and hold strategy of Universal Robina Corp and determine expected loss or profit from investing in Universal Robina over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey.
Symbol
Universal
Universal Robina '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 Robina'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 Universal Robina.
0.00
07/31/2023
No Change 0.00
0.0
In 1 year 11 months and 21 days
07/20/2025
0.00
If you would invest 0.00 in Universal Robina on July 31, 2023 and sell it all today you would earn a total of 0.00 from holding Universal Robina Corp or generate 0.0% return on investment in Universal Robina over 720 days.
Universal Robina 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 Robina'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 Universal Robina Corp upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Universal Robina's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Universal Robina's standard deviation. In reality, there are many statistical measures that can use Universal Robina historical prices to predict the future Universal Robina's volatility.
Universal Robina appears to be very steady, given 3 months investment horizon. Universal Robina Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. By inspecting Universal Robina's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please review Universal Robina's Risk Adjusted Performance of 0.1586, semi deviation of 1.85, and Coefficient Of Variation of 613.78 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Universal Robina holds a performance score of 14. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Universal Robina's returns are expected to increase less than the market. However, during the bear market, the loss of holding Universal Robina is expected to be smaller as well. Please check Universal Robina's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Universal Robina's existing price patterns will revert.
Auto-correlation
0.39
Below average predictability
Universal Robina Corp has below average predictability. Overlapping area represents the amount of predictability between Universal Robina time series from 31st of July 2023 to 25th of July 2024 and 25th of July 2024 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 Universal Robina Corp price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Universal Robina price fluctuation can be explain by its past prices.
Correlation Coefficient
0.39
Spearman Rank Test
0.2
Residual Average
0.0
Price Variance
166.06
Universal Robina Corp lagged returns against current returns
Autocorrelation, which is Universal Robina 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 Robina's stock expected returns. We can calculate the autocorrelation of Universal Robina returns to help us make a trade decision. For example, suppose you find that Universal Robina 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 Robina 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 Robina stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Universal Robina stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Universal Robina stock over time.
Current vs Lagged Prices
Timeline
Universal Robina Lagged Returns
When evaluating Universal Robina's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Universal Robina stock have on its future price. Universal Robina 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 Robina autocorrelation shows the relationship between Universal Robina stock current value and its past values and can show if there is a momentum factor associated with investing in Universal Robina Corp.
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.