DERI Risk Indicator

neutral

Neutral since 11.07.2017
Current state 1.43

Last update: 24.07.2017

GEM DERI Risk Indicator

long

Long since 05.12.2016
Current state 1.22

Last update: 24.07.2017
Market sentiment Bar (neutral)
Current state 1.43
Time frame Since 11.07.2017
UBS Products 5

Products based on UBS DERI

Valor
Product type
Underlying
Currency
Management fee p.a.
Bid
Ask
/product/detail/index/isin/CH0206785989
20678598
/product/detail/index/isin/CH0206785989
Open End PERLES
/product/detail/index/isin/CH0206785989
UBS RADA Net Total Return Index (USD) on S&P 500
/product/detail/index/isin/CH0206785989
USD
/product/detail/index/isin/CH0206785989
1.00% p.a.
/product/detail/index/isin/CH0206785989
68.80
/product/detail/index/isin/CH0206785989
69.80
/product/detail/index/isin/CH0188195264
18819526
/product/detail/index/isin/CH0188195264
Open End PERLES
/product/detail/index/isin/CH0188195264
UBS RADA Net Total Return Index (EUR) on EURO STOXX 50
/product/detail/index/isin/CH0188195264
EUR
/product/detail/index/isin/CH0188195264
1.00% p.a.
/product/detail/index/isin/CH0188195264
105.10
/product/detail/index/isin/CH0188195264
106.20
/product/detail/index/isin/CH0187379026
18737902
/product/detail/index/isin/CH0187379026
Open End PERLES
/product/detail/index/isin/CH0187379026
UBS RADA Net Total Return Index (EUR) on DAX
/product/detail/index/isin/CH0187379026
EUR
/product/detail/index/isin/CH0187379026
1.00% p.a.
/product/detail/index/isin/CH0187379026
154.90
/product/detail/index/isin/CH0187379026
156.40
/product/detail/index/isin/CH0197477018
19747701
/product/detail/index/isin/CH0197477018
Open End PERLES
/product/detail/index/isin/CH0197477018
UBS Multi Asset Portfolio T5 Index (EUR)
/product/detail/index/isin/CH0197477018
EUR
/product/detail/index/isin/CH0197477018
1.00% p.a.
/product/detail/index/isin/CH0197477018
212.00
/product/detail/index/isin/CH0197477018
--
/product/detail/index/isin/CH0196701715
19670171
/product/detail/index/isin/CH0196701715
Open End PERLES
/product/detail/index/isin/CH0196701715
UBS Multi Asset Portfolio T5 Index (USD)
/product/detail/index/isin/CH0196701715
USD
/product/detail/index/isin/CH0196701715
1.00% p.a.
/product/detail/index/isin/CH0196701715
230.20
/product/detail/index/isin/CH0196701715
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Composition of the UBS DERI risk indicator

The UBS DERI (UBS Dynamic Equity Risk Indicator) was developed by UBS IB Investment Research, a unit that is independent from other UBS business areas, and measures the sentiment on the global financial markets on a daily basis. To this end, the UBS DERI uses selected benchmarks that it condenses into one number, based on certain statistical methods. Therewith, the indicator offers a simplified and concentrated indication of the sentiment in the global equity market.

In detail, the UBS DERI takes the following factors into account:

  • Price fluctuations of equity options

  • Risk premiums of corporate bonds

  • Swap spreads

  • Currency fluctuations

  • Relative development between cyclical and defensive stocks

  • Excess yields of investments in emerging countries that usually react sensitively to market movements (‘high-beta equity regions’)

  • Excess yields of investments in speculative sectors that usually react sensitively to market movements (‘high-beta equity sectors’)

  • Equity market momentum