Sag Holdings Limited Stock Market Value
| SAG Stock | 2.86 0.30 9.49% |
| Symbol | SAG |
Is Wholesale space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of SAG Holdings. If investors know SAG will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about SAG Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.55) | Earnings Share 0.15 | Revenue Per Share 6.613 | Quarterly Revenue Growth 0.032 | Return On Assets 0.0398 |
The market value of SAG Holdings Limited is measured differently than its book value, which is the value of SAG that is recorded on the company's balance sheet. Investors also form their own opinion of SAG Holdings' value that differs from its market value or its book value, called intrinsic value, which is SAG Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SAG Holdings' market value can be influenced by many factors that don't directly affect SAG Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SAG Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if SAG Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SAG Holdings' 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.
SAG Holdings '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 SAG Holdings' 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 SAG Holdings.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in SAG Holdings on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding SAG Holdings Limited or generate 0.0% return on investment in SAG Holdings over 60 days. SAG Holdings is related to or competes with Ambev SA, Thai Beverage, Inflection Point, Cresud SACIF, EastGroup Properties, and Anheuser Busch. SAG Holdings is entity of United States. It is traded as Stock on NASDAQ exchange. More
SAG Holdings 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 SAG Holdings' 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 SAG Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 24.18 | |||
| Value At Risk | (14.15) | |||
| Potential Upside | 9.89 |
SAG Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SAG Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SAG Holdings' standard deviation. In reality, there are many statistical measures that can use SAG Holdings historical prices to predict the future SAG Holdings' volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (1.35) | |||
| Total Risk Alpha | (1.46) | |||
| Treynor Ratio | 2.13 |
SAG Holdings Limited Backtested Returns
SAG Holdings Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.2, which indicates the company had a -0.2% return per unit of volatility over the last 3 months. SAG Holdings Limited exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SAG Holdings' Standard Deviation of 6.89, risk adjusted performance of (0.15), and Market Risk Adjusted Performance of 2.14 to confirm the risk estimate we provide. The firm has a beta of -0.64, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SAG Holdings are expected to decrease at a much lower rate. During the bear market, SAG Holdings is likely to outperform the market. At this point, SAG Holdings Limited has a negative expected return of -1.35%. Please make sure to validate SAG Holdings' treynor ratio, as well as the relationship between the kurtosis and day median price , to decide if SAG Holdings Limited performance from the past will be repeated in the future.
Auto-correlation | 0.49 |
Average predictability
SAG Holdings Limited has average predictability. Overlapping area represents the amount of predictability between SAG Holdings time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 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 SAG Holdings Limited price movement. The serial correlation of 0.49 indicates that about 49.0% of current SAG Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
SAG Holdings Limited lagged returns against current returns
Autocorrelation, which is SAG Holdings 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 SAG Holdings' stock expected returns. We can calculate the autocorrelation of SAG Holdings returns to help us make a trade decision. For example, suppose you find that SAG Holdings 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 |
SAG Holdings 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 SAG Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SAG Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SAG Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
SAG Holdings Lagged Returns
When evaluating SAG Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SAG Holdings stock have on its future price. SAG Holdings 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, SAG Holdings autocorrelation shows the relationship between SAG Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in SAG Holdings Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether SAG Holdings Limited is a strong investment it is important to analyze SAG Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact SAG Holdings' future performance. For an informed investment choice regarding SAG Stock, refer to the following important reports:Check out SAG Holdings Correlation, SAG Holdings Volatility and SAG Holdings Alpha and Beta module to complement your research on SAG Holdings. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
SAG Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.