UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET chart

Last update: 2022-12-30
Key statistics and financials
Revenue per share N/A
Dividend & YieldN/Afr (N/A)
Beta N/A
Market capitalization N/A
Operating cash flow N/A
ESG Scores unknown

Company description

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

Here is the result of two systematic investment strategies applied to UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

The following chart shows the equity curve of the two systematic investment strategies applied to UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET:

UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 10.81% on the backtest period.

Performance at glance

Performance

10.81 %

Latent gain

51.21 fr

Invested capital

473.55 fr

Annualized return

14.61 %
Build your Trading System
Automated Trading using Prorealtime ebook

Momentum strategy results on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

This is the result of two momentum investment strategies applied to UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

The following chart shows all the entries opened by the momentum investment system on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET:

UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET momentum entries
  • The first momentum investment strategy would give 11.3% of return on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET. That represents 106.53fr of latent gain with 942.99fr of employed capital.
  • The second momentum investment strategy would give 7.9% of return on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET. That represents 38.4fr of latent gain with 486.36fr of employed capital.
Performance at glance (1Q Momentum)

Performance

11.3 %

Latent gain

106.53 fr

Invested capital

942.99 fr

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

7.9 %

Latent gain

38.4 fr

Invested capital

486.36 fr

Annualized return

30.38 %

Momentum equity curve on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

The following chart shows the equity curve of the two momentum strategies applied to UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET:

UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET momentum equity

Note: the dividends potentially given by UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

The following chart shows the employed capital evolution of the two momentum strategies on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET since the beginning:

UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250fr, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000fr.


Buy the dip strategy result on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

Buy the dip entry openings on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

The performance achieved by the robo-advisor on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET is 0%. That represents 0.0$ of latent gain with 0.0fr of employed capital. The following chart shows UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 fr

Invested capital

0.0 fr

Annualized return

-0.0 %

Equity curve of the strategy applied to UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

The following chart shows the result of the investment strategy applied to UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET:

UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

Note: the dividends potentially given by UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

The following chart shows the employed capital evolution since the beginning of the investment strategy on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET:

UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

In this section, I will compare the three previous investment strategies applied to UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET.

Equity curve comparison on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET investment strategy comparison

Employed capital comparison on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET investment comparison

Performance comparison on UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 10.81% 51.21fr 473.55fr 14.61%
Momentum 1 quarter 11.3% 106.53fr 942.99fr 22.6%
Momentum 2 quarters 7.9% 38.4fr 486.36fr 30.38%
Non-directional 0% 0.0fr 0.0fr -0.0%
Annualized return comparison

Automatic investment

14.61 %

Momentum 1Q

30.38 %

Momentum 2Q

30.38 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET:

Positive correlations

Most correlated stocks this year


Most correlated stocks last 3 months

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

Note: The algorithm computes the probability of correlation between UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET and the other stocks. There may be false positives or some missing correlated stocks. If the price of UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange XSWX
Ticker S5USAS.XSWX
Market www.six-group.com

UBS (Irl) Fund Solutions plc - S&P 500 SF UCITS ET ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown