UNITED INTERNET (Germany) Market Value
| UTDI Stock | 24.36 0.28 1.14% |
| Symbol | UNITED |
UNITED INTERNET '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 INTERNET'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 INTERNET.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in UNITED INTERNET on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding UNITED INTERNET N or generate 0.0% return on investment in UNITED INTERNET over 90 days. UNITED INTERNET is related to or competes with PATTIES FOODS, High Liner, Fevertree Drinks, SCANSOURCE, MACOM Technology, Ebro Foods, and COFCO Joycome. More
UNITED INTERNET 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 INTERNET'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 INTERNET N upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.1779 | |||
| Maximum Drawdown | 16.74 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 4.62 |
UNITED INTERNET Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UNITED INTERNET's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UNITED INTERNET's standard deviation. In reality, there are many statistical measures that can use UNITED INTERNET historical prices to predict the future UNITED INTERNET's volatility.| Risk Adjusted Performance | 0.228 | |||
| Jensen Alpha | 0.5563 | |||
| Total Risk Alpha | 0.2201 | |||
| Sortino Ratio | 0.2768 | |||
| Treynor Ratio | (11.71) |
UNITED INTERNET N Backtested Returns
UNITED INTERNET appears to be not too volatile, given 3 months investment horizon. UNITED INTERNET N owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the firm had a 0.23 % return per unit of volatility over the last 3 months. By examining UNITED INTERNET's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please review UNITED INTERNET's coefficient of variation of 420.77, and Risk Adjusted Performance of 0.228 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, UNITED INTERNET holds a performance score of 17. The entity has a beta of -0.047, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UNITED INTERNET are expected to decrease at a much lower rate. During the bear market, UNITED INTERNET is likely to outperform the market. Please check UNITED INTERNET's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether UNITED INTERNET's existing price patterns will revert.
Auto-correlation | 0.29 |
Poor predictability
UNITED INTERNET N has poor predictability. Overlapping area represents the amount of predictability between UNITED INTERNET 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 INTERNET N price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current UNITED INTERNET price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
UNITED INTERNET N lagged returns against current returns
Autocorrelation, which is UNITED INTERNET 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 INTERNET's stock expected returns. We can calculate the autocorrelation of UNITED INTERNET returns to help us make a trade decision. For example, suppose you find that UNITED INTERNET 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 INTERNET 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 INTERNET stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UNITED INTERNET stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UNITED INTERNET stock over time.
Current vs Lagged Prices |
| Timeline |
UNITED INTERNET Lagged Returns
When evaluating UNITED INTERNET's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UNITED INTERNET stock have on its future price. UNITED INTERNET 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 INTERNET autocorrelation shows the relationship between UNITED INTERNET stock current value and its past values and can show if there is a momentum factor associated with investing in UNITED INTERNET N.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for UNITED Stock Analysis
When running UNITED INTERNET's price analysis, check to measure UNITED INTERNET'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 UNITED INTERNET is operating at the current time. Most of UNITED INTERNET's value examination focuses on studying past and present price action to predict the probability of UNITED INTERNET's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UNITED INTERNET's price. Additionally, you may evaluate how the addition of UNITED INTERNET to your portfolios can decrease your overall portfolio volatility.