Sa Value Fund Market Value

SABTX Fund  USD 22.92  0.32  1.42%   
Sa Us' market value is the price at which a share of Sa Us trades on a public exchange. It measures the collective expectations of Sa Value investors about its performance. Sa Us is trading at 22.92 as of the 2nd of March 2025; that is 1.42 percent increase since the beginning of the trading day. The fund's open price was 22.6.
With this module, you can estimate the performance of a buy and hold strategy of Sa Value and determine expected loss or profit from investing in Sa Us over a given investment horizon. Check out Sa Us Correlation, Sa Us Volatility and Sa Us Alpha and Beta module to complement your research on Sa Us.
Symbol

Please note, there is a significant difference between Sa Us' value and its price as these two are different measures arrived at by different means. Investors typically determine if Sa Us is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sa Us' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Sa Us '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 Sa Us' mutual fund 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 Sa Us.
0.00
01/31/2025
No Change 0.00  0.0 
In 31 days
03/02/2025
0.00
If you would invest  0.00  in Sa Us on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Sa Value or generate 0.0% return on investment in Sa Us over 30 days. Sa Us is related to or competes with Sa Us, Sa Us, Sa International, Sa International, and Sa Global. The fund is designed to purchase a broad and diverse group of readily marketable equity securities of large and mid cap ... More

Sa Us 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 Sa Us' mutual fund 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 Sa Value upside and downside potential and time the market with a certain degree of confidence.

Sa Us Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sa Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sa Us' standard deviation. In reality, there are many statistical measures that can use Sa Us historical prices to predict the future Sa Us' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sa Us' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
22.1122.9223.73
Details
Intrinsic
Valuation
LowRealHigh
22.0222.8323.64
Details
Naive
Forecast
LowNextHigh
22.3823.1924.00
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
22.4822.7923.09
Details

Sa Value Backtested Returns

Sa Value retains Efficiency (Sharpe Ratio) of -0.0619, which indicates the fund had a -0.0619 % return per unit of price deviation over the last 3 months. Sa Us exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sa Us' Standard Deviation of 0.7954, risk adjusted performance of (0.03), and Mean Deviation of 0.6021 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.66, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sa Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Sa Us is expected to be smaller as well.

Auto-correlation

    
  -0.52  

Good reverse predictability

Sa Value has good reverse predictability. Overlapping area represents the amount of predictability between Sa Us time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd of March 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 Sa Value price movement. The serial correlation of -0.52 indicates that about 52.0% of current Sa Us price fluctuation can be explain by its past prices.
Correlation Coefficient-0.52
Spearman Rank Test-0.03
Residual Average0.0
Price Variance0.03

Sa Value lagged returns against current returns

Autocorrelation, which is Sa Us mutual fund'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 Sa Us' mutual fund expected returns. We can calculate the autocorrelation of Sa Us returns to help us make a trade decision. For example, suppose you find that Sa Us has exhibited high autocorrelation historically, and you observe that the mutual fund 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  

Sa Us 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 Sa Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sa Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sa Us mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Sa Us Lagged Returns

When evaluating Sa Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sa Us mutual fund have on its future price. Sa Us 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, Sa Us autocorrelation shows the relationship between Sa Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sa Value.
   Regressed Prices   
       Timeline  

Also Currently Popular

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.

Other Information on Investing in SABTX Mutual Fund

Sa Us financial ratios help investors to determine whether SABTX Mutual Fund 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 SABTX with respect to the benefits of owning Sa Us security.
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Share Portfolio
Track or share privately all of your investments from the convenience of any device
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments