Universal Music Group N.V. (UMG) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to UMG's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 10.08%.   Win rate: 100%.   Sharpe Ratio: 4.335.   Maximum drawdown: -15.76% on 15 May 2023.
Mean CAGR: 142.17%. Time in market: 308 days.   Hypothetical return: €1000 would be worth €1306.72 on 27 July 2023.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Universal Music Group

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 4 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (100% * 10.08%) + (0% * 0%) - (0% * 0%) = 10.08%.
Wins: 4 Breakevens: 0 Losses: 0

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

Universal Music Group Analysis

Market sector: Consumer Discretionary.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
27 March 2026   MEDIUM   smart_toy0.714  factory0.796   50 Day Low € 15.58 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
23 February 2026   MEDIUM   smart_toy0.475  factory0.286   50 Day Low € 19.26 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
20 January 2026   LOW   smart_toy0.58  factory0.388   50 Day Low € 20.90 schedule schedule schedule schedule schedule
02 December 2025   MEDIUM   smart_toy0.332  factory0.347   50 Day Low € 21.72 schedule schedule schedule schedule schedule
29 October 2025   LOW   smart_toy0.426  factory0.485   50 Day Low € 23.14 schedule schedule schedule schedule schedule
22 September 2025   LOW   smart_toy0.212  factory0.341   50 Day Low € 23.34 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
04 April 2025   LOW   smart_toy0.954  factory0.682   FIRE SALE 50 Day Low € 23.92 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
20 November 2024   MEDIUM   smart_toy0.865  factory0.403   50 Day Low € 22.59 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
11 July 2024   MEDIUM   smart_toy0.446  factory0.309   50 Day Low € 27.22 select_check_box schedule schedule schedule schedule
14 April 2023   MEDIUM   smart_toy0.548  factory0.316   50 Day Low € 21.06 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
03 March 2023   LOW   smart_toy0.538  factory0.433   50 Day Low € 21.94 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
19 September 2022   LOW   smart_toy0.878  factory0.9   50 Day Low € 18.54 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
16 June 2022   LOW   smart_toy0.548  factory0.866   50 Day Low € 18.96 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt

 

The data for Universal Music Group N.V. (exchange: XAMS symbol: UMG) was last updated 30 May 2026 15:00. Data for this stock is available from 03 Jan 2022 - 29 May 2026.