Sapura Energy (Malaysia) Market Value

5218 Stock   0.04  0.01  16.67%   
Sapura Energy's market value is the price at which a share of Sapura Energy trades on a public exchange. It measures the collective expectations of Sapura Energy Bhd investors about its performance. Sapura Energy is selling for 0.035 as of the 14th of February 2025. This is a 16.67 percent increase since the beginning of the trading day. The stock's lowest day price was 0.03.
With this module, you can estimate the performance of a buy and hold strategy of Sapura Energy Bhd and determine expected loss or profit from investing in Sapura Energy over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
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Sapura Energy '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 Sapura Energy'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 Sapura Energy.
0.00
11/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
02/14/2025
0.00
If you would invest  0.00  in Sapura Energy on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding Sapura Energy Bhd or generate 0.0% return on investment in Sapura Energy over 90 days.

Sapura Energy 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 Sapura Energy'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 Sapura Energy Bhd upside and downside potential and time the market with a certain degree of confidence.

Sapura Energy Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sapura Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sapura Energy's standard deviation. In reality, there are many statistical measures that can use Sapura Energy historical prices to predict the future Sapura Energy's volatility.

Sapura Energy Bhd Backtested Returns

Sapura Energy is out of control given 3 months investment horizon. Sapura Energy Bhd owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0818, which indicates the firm had a 0.0818 % return per unit of risk over the last 3 months. We were able to interpolate twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.03% are justified by taking the suggested risk. Use Sapura Energy Bhd Semi Deviation of 9.29, risk adjusted performance of 0.0521, and Coefficient Of Variation of 1668.08 to evaluate company specific risk that cannot be diversified away. Sapura Energy holds a performance score of 6 on a scale of zero to a hundred. 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 Sapura Energy are expected to decrease at a much lower rate. During the bear market, Sapura Energy is likely to outperform the market. Use Sapura Energy Bhd jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to analyze future returns on Sapura Energy Bhd.

Auto-correlation

    
  0.09  

Virtually no predictability

Sapura Energy Bhd has virtually no predictability. Overlapping area represents the amount of predictability between Sapura Energy time series from 16th of November 2024 to 31st of December 2024 and 31st of December 2024 to 14th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sapura Energy Bhd price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Sapura Energy price fluctuation can be explain by its past prices.
Correlation Coefficient0.09
Spearman Rank Test0.23
Residual Average0.0
Price Variance0.0
Sapura ReturnsSapura Lagged ReturnsDiversified AwaySapura ReturnsSapura Lagged ReturnsDiversified Away100%

Sapura Energy Bhd lagged returns against current returns

Autocorrelation, which is Sapura Energy 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 Sapura Energy's stock expected returns. We can calculate the autocorrelation of Sapura Energy returns to help us make a trade decision. For example, suppose you find that Sapura Energy 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   
JavaScript chart by amCharts 3.21.15Dec 31JanJan 10Jan 15Jan 20Jan 25Jan 30FebFeb 095%10%15%20%25%30%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
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Sapura Energy 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 Sapura Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sapura Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sapura Energy stock over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Dec 31JanJan 10Jan 15Jan 20Jan 25Jan 30FebFeb 090.02900.02950.03000.0305
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
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Sapura Energy Lagged Returns

When evaluating Sapura Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sapura Energy stock have on its future price. Sapura Energy 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, Sapura Energy autocorrelation shows the relationship between Sapura Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Sapura Energy Bhd.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Dec20250.0300.0320.0340.0360.0380.040
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
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