United Utilities (UK) Market Value
| UU Stock | 1,118 19.50 1.78% |
| Symbol | United |
United Utilities '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 Utilities' 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 Utilities.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in United Utilities on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding United Utilities Group or generate 0.0% return on investment in United Utilities over 90 days. United Utilities is related to or competes with Hilton Food, Roebuck Food, Cairo Communication, Bigblu Broadband, Austevoll Seafood, Universal Display, and Axfood AB. United Utilities is entity of United Kingdom More
United Utilities 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 Utilities' 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 Utilities Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.34 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.96 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 1.87 |
United Utilities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for United Utilities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as United Utilities' standard deviation. In reality, there are many statistical measures that can use United Utilities historical prices to predict the future United Utilities' volatility.| Risk Adjusted Performance | 0.0888 | |||
| Jensen Alpha | 0.1039 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (3.79) |
United Utilities Backtested Returns
At this point, United Utilities is very steady. United Utilities owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.049, which indicates the firm had a 0.049 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for United Utilities Group, which you can use to evaluate the volatility of the company. Please validate United Utilities' Coefficient Of Variation of 1077.41, semi deviation of 1.16, and Risk Adjusted Performance of 0.0888 to confirm if the risk estimate we provide is consistent with the expected return of 0.0582%. United Utilities has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.0265, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning United Utilities are expected to decrease at a much lower rate. During the bear market, United Utilities is likely to outperform the market. United Utilities right now has a risk of 1.19%. Please validate United Utilities semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if United Utilities will be following its existing price patterns.
Auto-correlation | -0.67 |
Very good reverse predictability
United Utilities Group has very good reverse predictability. Overlapping area represents the amount of predictability between United Utilities time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Utilities price movement. The serial correlation of -0.67 indicates that around 67.0% of current United Utilities price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 319.61 |
United Utilities lagged returns against current returns
Autocorrelation, which is United Utilities 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 Utilities' stock expected returns. We can calculate the autocorrelation of United Utilities returns to help us make a trade decision. For example, suppose you find that United Utilities 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 Utilities 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 Utilities stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if United Utilities stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in United Utilities stock over time.
Current vs Lagged Prices |
| Timeline |
United Utilities Lagged Returns
When evaluating United Utilities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of United Utilities stock have on its future price. United Utilities 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 Utilities autocorrelation shows the relationship between United Utilities stock current value and its past values and can show if there is a momentum factor associated with investing in United Utilities 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.Other Information on Investing in United Stock
United Utilities 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 Utilities security.