DERI Risk Indicator

long

Long since 30.06.2016
Current state 0.70

Last update: 30.11.2016

GEM DERI Risk Indicator

long

Long since 21.11.2016
Current state 0.16

Last update: 30.11.2016
Market sentiment Long (Bullish)
Current state 0.70
Time frame Since 30.06.2016
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
60.60
/product/detail/index/isin/CH0206785989
61.60
/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
87.15
/product/detail/index/isin/CH0188195264
88.95
/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
129.30
/product/detail/index/isin/CH0187379026
130.60
/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
211.60
/product/detail/index/isin/CH0197477018
213.30
/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
228.00
/product/detail/index/isin/CH0196701715
229.80

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