Sato Technologies Corp Stock Market Value
| SATO Stock | 0.14 0.02 12.50% |
| Symbol | SATO |
SATO Technologies '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 SATO Technologies' 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 SATO Technologies.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in SATO Technologies on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding SATO Technologies Corp or generate 0.0% return on investment in SATO Technologies over 90 days. SATO Technologies is related to or competes with Data Communications, Canadian General, and Nano One. More
SATO Technologies 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 SATO Technologies' 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 SATO Technologies Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 23.04 | |||
| Value At Risk | (10.53) | |||
| Potential Upside | 5.26 |
SATO Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SATO Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SATO Technologies' standard deviation. In reality, there are many statistical measures that can use SATO Technologies historical prices to predict the future SATO Technologies' volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.47) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.40) |
SATO Technologies Corp Backtested Returns
SATO Technologies Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the company had a -0.14 % return per unit of standard deviation over the last 3 months. SATO Technologies Corp exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SATO Technologies' Risk Adjusted Performance of (0.12), market risk adjusted performance of (0.39), and Standard Deviation of 4.4 to confirm the risk estimate we provide. The firm has a beta of 1.58, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SATO Technologies will likely underperform. At this point, SATO Technologies Corp has a negative expected return of -0.63%. Please make sure to validate SATO Technologies' potential upside, kurtosis, rate of daily change, as well as the relationship between the skewness and daily balance of power , to decide if SATO Technologies Corp performance from the past will be repeated at future time.
Auto-correlation | 0.22 |
Weak predictability
SATO Technologies Corp has weak predictability. Overlapping area represents the amount of predictability between SATO Technologies time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 SATO Technologies Corp price movement. The serial correlation of 0.22 indicates that over 22.0% of current SATO Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SATO Technologies Corp lagged returns against current returns
Autocorrelation, which is SATO Technologies 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 SATO Technologies' stock expected returns. We can calculate the autocorrelation of SATO Technologies returns to help us make a trade decision. For example, suppose you find that SATO Technologies 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 |
SATO Technologies 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 SATO Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SATO Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SATO Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
SATO Technologies Lagged Returns
When evaluating SATO Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SATO Technologies stock have on its future price. SATO Technologies 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, SATO Technologies autocorrelation shows the relationship between SATO Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in SATO Technologies Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for SATO Stock Analysis
When running SATO Technologies' price analysis, check to measure SATO Technologies' 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 SATO Technologies is operating at the current time. Most of SATO Technologies' value examination focuses on studying past and present price action to predict the probability of SATO Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SATO Technologies' price. Additionally, you may evaluate how the addition of SATO Technologies to your portfolios can decrease your overall portfolio volatility.