Sabre Insurance (Germany) Market Value
| 18M Stock | EUR 1.70 0.07 4.29% |
| Symbol | Sabre |
Sabre Insurance 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Sabre Insurance's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Sabre Insurance.
| 02/04/2023 |
| 12/25/2024 |
If you would invest 0.00 in Sabre Insurance on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Sabre Insurance Group or generate 0.0% return on investment in Sabre Insurance over 690 days. Sabre Insurance is related to or competes with Marsh McLennan, Aon PLC, Arthur J, Willis Towers, Steadfast Group, CRAWFORD A, and KOWORLD AG. Sabre Insurance Group plc, through its subsidiaries, writes general insurance for motor vehicles in the United Kingdom More
Sabre Insurance Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Sabre Insurance's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Sabre Insurance Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.71 | |||
| Value At Risk | (2.40) | |||
| Potential Upside | 3.29 |
Sabre Insurance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabre Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabre Insurance's standard deviation. In reality, there are many statistical measures that can use Sabre Insurance historical prices to predict the future Sabre Insurance's volatility.| Risk Adjusted Performance | 0.0029 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 0.1082 |
Sabre Insurance Group Backtested Returns
At this point, Sabre Insurance is unstable. Sabre Insurance Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0026, which indicates the firm had a 0.0026% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Sabre Insurance Group, which you can use to evaluate the volatility of the company. Please validate Sabre Insurance's Coefficient Of Variation of (36,271), variance of 2.7, and Risk Adjusted Performance of 0.0029 to confirm if the risk estimate we provide is consistent with the expected return of 0.0044%. The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sabre Insurance are expected to decrease at a much lower rate. During the bear market, Sabre Insurance is likely to outperform the market. Sabre Insurance Group right now has a risk of 1.67%. Please validate Sabre Insurance market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Sabre Insurance will be following its existing price patterns.
Auto-correlation | -0.27 |
Weak reverse predictability
Sabre Insurance Group has weak reverse predictability. Overlapping area represents the amount of predictability between Sabre Insurance time series from 4th of February 2023 to 15th of January 2024 and 15th of January 2024 to 25th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sabre Insurance Group price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Sabre Insurance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Sabre Insurance Group lagged returns against current returns
Autocorrelation, which is Sabre Insurance stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sabre Insurance's stock expected returns. We can calculate the autocorrelation of Sabre Insurance returns to help us make a trade decision. For example, suppose you find that Sabre Insurance has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sabre Insurance regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sabre Insurance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabre Insurance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabre Insurance stock over time.
Current vs Lagged Prices |
| Timeline |
Sabre Insurance Lagged Returns
When evaluating Sabre Insurance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabre Insurance stock have on its future price. Sabre Insurance autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sabre Insurance autocorrelation shows the relationship between Sabre Insurance stock current value and its past values and can show if there is a momentum factor associated with investing in Sabre Insurance Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sabre Stock
Sabre Insurance financial ratios help investors to determine whether Sabre Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sabre with respect to the benefits of owning Sabre Insurance security.