DERI Risk Indicator

long

Long since 17.01.2019
Current state 0.70

Last update: 13.09.2019

GEM DERI Risk Indicator

long

Long since 11.09.2019
Current state 0.21

Last update: 13.09.2019
Market sentiment Long (Bullish)
Current state 0.70
Time frame Since 17.01.2019
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
84.75
/product/detail/index/isin/CH0206785989
85.75
/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
108.60
/product/detail/index/isin/CH0188195264
109.70
/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
150.30
/product/detail/index/isin/CH0187379026
151.80
/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
216.10
/product/detail/index/isin/CH0197477018
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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