Union Stock Market Value

UNP
 Stock
  

USD 214.73  1.20  0.56%   

Union Pacific's market value is the price at which a share of Union Pacific stock trades on a public exchange. It measures the collective expectations of Union Pacific investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Union Pacific and determine expected loss or profit from investing in Union Pacific over a given investment horizon. Also, please take a look at Union Pacific Correlation, Union Pacific Volatility and Union Pacific Alpha and Beta module to complement your research on Union Pacific.
Symbol


Is Union Pacific's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Union Pacific. If investors know Union will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Union Pacific listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
0.19
Market Capitalization
132 B
Quarterly Revenue Growth YOY
0.18
Return On Assets
0.098
Return On Equity
0.55
The market value of Union Pacific is measured differently than its book value, which is the value of Union that is recorded on the company's balance sheet. Investors also form their own opinion of Union Pacific's value that differs from its market value or its book value, called intrinsic value, which is Union Pacific's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Union Pacific's market value can be influenced by many factors that don't directly affect Union Pacific's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Union Pacific's value and its price as these two are different measures arrived at by different means. Investors typically determine Union Pacific value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Union Pacific's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Union Pacific '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 Union Pacific'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 Union Pacific.
0.00
11/05/2022
No Change 0.00  0.0 
In 30 days
12/05/2022
0.00
If you would invest  0.00  in Union Pacific on November 5, 2022 and sell it all today you would earn a total of 0.00 from holding Union Pacific or generate 0.0% return on investment in Union Pacific over 30 days. Union Pacific is related to or competes with Allegiant Travel, Alaska Air, Air Transport, Azul SA, Delta Air, and Mesa Air. Union Pacific Corporation, through its subsidiary, Union Pacific Railroad Company, operates in the railroad business in ... More

Union Pacific 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 Union Pacific'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 Union Pacific upside and downside potential and time the market with a certain degree of confidence.

Union Pacific Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Union Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Union Pacific's standard deviation. In reality, there are many statistical measures that can use Union Pacific historical prices to predict the future Union Pacific's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Union Pacific'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. Please use the tools below to analyze the current value of Union Pacific in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
212.73214.69216.65
Details
Intrinsic
Valuation
LowReal ValueHigh
193.26223.34225.30
Details
17 Analysts
Consensus
LowTarget PriceHigh
215.00255.58290.00
Details
Earnings
Estimates (9)
LowProjected EPSHigh
9.859.909.96
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Union Pacific. Your research has to be compared to or analyzed against Union Pacific's peers to derive any actionable benefits. When done correctly, Union Pacific's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Union Pacific.

Union Pacific Backtested Returns

Union Pacific owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0381, which indicates the firm had -0.0381% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Union Pacific exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Union Pacific coefficient of variation of (3,994), and Risk Adjusted Performance of (0.034519) to confirm the risk estimate we provide.
The entity has a beta of 0.9493, which indicates possible diversification benefits within a given portfolio. Let's try to break down what Union's beta means in this case. Union Pacific returns are very sensitive to returns on the market. As the market goes up or down, Union Pacific is expected to follow. Even though it is essential to pay attention to Union Pacific current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Union Pacific exposes twenty-one different technical indicators, which can help you to evaluate its performance. Union Pacific has an expected return of -0.0746%. Please be advised to validate Union Pacific coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and skewness to decide if Union Pacific performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.06  

Very weak reverse predictability

Union Pacific has very weak reverse predictability. Overlapping area represents the amount of predictability between Union Pacific time series from 5th of November 2022 to 20th of November 2022 and 20th of November 2022 to 5th of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Union Pacific price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Union Pacific price fluctuation can be explain by its past prices.
Correlation Coefficient-0.06
Spearman Rank Test0.1
Residual Average0.0
Price Variance5.23

Union Pacific lagged returns against current returns

Autocorrelation, which is Union Pacific 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 Union Pacific's stock expected returns. We can calculate the autocorrelation of Union Pacific returns to help us make a trade decision. For example, suppose you find that Union Pacific stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Union Pacific 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 Union Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Union Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Union Pacific stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

Union Pacific Lagged Returns

When evaluating Union Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Union Pacific stock have on its future price. Union Pacific 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, Union Pacific autocorrelation shows the relationship between Union Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in Union Pacific.
   Regressed Prices   
Share
       Timeline  

Union Pacific Investors Sentiment

The influence of Union Pacific's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Union. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Union Pacific's public news can be used to forecast risks associated with investment in Union. The trend in average sentiment can be used to explain how an investor holding Union can time the market purely based on public headlines and social activities around Union Pacific. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Union Pacific's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Union Pacific's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Union Pacific's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Union Pacific.

Union Pacific Implied Volatility

    
  54.05  
Union Pacific's implied volatility exposes the market's sentiment of Union Pacific stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Union Pacific's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Union Pacific stock will not fluctuate a lot when Union Pacific's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Union Pacific in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Union Pacific's short interest history, or implied volatility extrapolated from Union Pacific options trading.

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.
Also, please take a look at Union Pacific Correlation, Union Pacific Volatility and Union Pacific Alpha and Beta module to complement your research on Union Pacific. You can also try Commodity Channel Index module to use Commodity Channel Index to analyze current equity momentum.

Complementary Tools for analysis

When running Union Pacific price analysis, check to measure Union Pacific'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 Union Pacific is operating at the current time. Most of Union Pacific's value examination focuses on studying past and present price action to predict the probability of Union Pacific's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Union Pacific's price. Additionally, you may evaluate how the addition of Union Pacific to your portfolios can decrease your overall portfolio volatility.
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Union Pacific technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Union Pacific technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Union Pacific trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...