UBS Core (Switzerland) Market Value
| EMMUSC Etf | USD 13.85 0.15 1.09% |
| Symbol | UBS |
UBS Core '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 UBS Core's etf 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 UBS Core.
| 06/10/2025 |
| 09/08/2025 |
If you would invest 0.00 in UBS Core on June 10, 2025 and sell it all today you would earn a total of 0.00 from holding UBS Core MSCI or generate 0.0% return on investment in UBS Core over 90 days. UBS Core is related to or competes with UBS ETF, UBS ETF. The investment seeks to track the price and yield performance, before fees and expenses, of the MSCI Emerging Markets TR... More
UBS Core 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 UBS Core's etf 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 UBS Core MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7115 | |||
| Information Ratio | 0.0158 | |||
| Maximum Drawdown | 4.29 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.25 |
UBS Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBS Core's standard deviation. In reality, there are many statistical measures that can use UBS Core historical prices to predict the future UBS Core's volatility.| Risk Adjusted Performance | 0.1013 | |||
| Jensen Alpha | 0.0944 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0183 | |||
| Treynor Ratio | 0.6387 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of UBS Core's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
UBS Core MSCI Backtested Returns
At this point, UBS Core is very steady. UBS Core MSCI owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the etf had a 0.15 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for UBS Core MSCI, which you can use to evaluate the volatility of the entity. Please validate UBS Core's Downside Deviation of 0.7115, market risk adjusted performance of 0.6487, and Risk Adjusted Performance of 0.1013 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UBS Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding UBS Core is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
UBS Core MSCI has good predictability. Overlapping area represents the amount of predictability between UBS Core time series from 10th of June 2025 to 25th of July 2025 and 25th of July 2025 to 8th of September 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 UBS Core MSCI price movement. The serial correlation of 0.66 indicates that around 66.0% of current UBS Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
UBS Core MSCI lagged returns against current returns
Autocorrelation, which is UBS Core etf'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 UBS Core's etf expected returns. We can calculate the autocorrelation of UBS Core returns to help us make a trade decision. For example, suppose you find that UBS Core has exhibited high autocorrelation historically, and you observe that the etf 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 |
UBS Core 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 UBS Core etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UBS Core etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UBS Core etf over time.
Current vs Lagged Prices |
| Timeline |
UBS Core Lagged Returns
When evaluating UBS Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UBS Core etf have on its future price. UBS Core 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, UBS Core autocorrelation shows the relationship between UBS Core etf current value and its past values and can show if there is a momentum factor associated with investing in UBS Core MSCI.
Regressed Prices |
| Timeline |
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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 UBS Etf
UBS Core financial ratios help investors to determine whether UBS Etf 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 UBS with respect to the benefits of owning UBS Core security.