Sap Se Stock Price on July 22, 2024
If you're considering investing in SAP Pink Sheet, it is important to understand the factors that can impact its price. SAP SE appears to be very steady, given 3 months investment horizon. SAP SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the company had a 0.19% return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for SAP SE, which you can use to evaluate the volatility of the entity. Please review SAP SE's Market Risk Adjusted Performance of 1.04, risk adjusted performance of 0.1455, and Downside Deviation of 1.44 to confirm if our risk estimates are consistent with your expectations.
SAP Pink Sheet price history is provided at the adjusted basis, taking into account all of the recent filings.
SAP |
Sharpe Ratio = 0.1893
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Estimated Market Risk
1.67 actual daily | 14 86% of assets are more volatile |
Expected Return
0.32 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
0.19 actual daily | 14 86% of assets perform better |
Based on monthly moving average SAP SE is performing at about 14% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of SAP SE by adding it to a well-diversified portfolio.
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Price Boundaries
SAP SE Period Price Range
Low | December 5, 2024
| High |
0.00 | 0.00 |
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SAP SE December 5, 2024 Market Strength
Market strength indicators help investors to evaluate how SAP SE pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SAP SE shares will generate the highest return on investment. By undertsting and applying SAP SE pink sheet market strength indicators, traders can identify SAP SE entry and exit signals to maximize returns
SAP SE Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for SAP SE's price direction in advance. Along with the technical and fundamental analysis of SAP Pink Sheet historical price patterns, it is also worthwhile for investors to track various predictive indicators of SAP to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | 0.1455 | |||
Jensen Alpha | 0.2652 | |||
Total Risk Alpha | (0) | |||
Sortino Ratio | 0.1178 | |||
Treynor Ratio | 1.03 |
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Complementary Tools for SAP Pink Sheet analysis
When running SAP SE's price analysis, check to measure SAP SE's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy SAP SE is operating at the current time. Most of SAP SE's value examination focuses on studying past and present price action to predict the probability of SAP SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SAP SE's price. Additionally, you may evaluate how the addition of SAP SE to your portfolios can decrease your overall portfolio volatility.
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