Sabio Holdings Stock Market Value
| SBIO Stock | 0.67 0.01 1.47% |
| Symbol | Sabio |
Sabio 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 Sabio 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 Sabio Holdings.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Sabio Holdings on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sabio Holdings or generate 0.0% return on investment in Sabio Holdings over 90 days. Sabio Holdings is related to or competes with AKITA Drilling, Jamieson Wellness, Air Canada, Titan Mining, NexPoint Hospitality, and Highwood Asset. More
Sabio 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 Sabio 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 Sabio Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.7 | |||
| Information Ratio | 0.173 | |||
| Maximum Drawdown | 25.53 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 9.38 |
Sabio Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabio Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabio Holdings' standard deviation. In reality, there are many statistical measures that can use Sabio Holdings historical prices to predict the future Sabio Holdings' volatility.| Risk Adjusted Performance | 0.1408 | |||
| Jensen Alpha | 0.6812 | |||
| Total Risk Alpha | 1.32 | |||
| Sortino Ratio | 0.1761 | |||
| Treynor Ratio | (2.06) |
Sabio Holdings Backtested Returns
Sabio Holdings appears to be abnormally volatile, given 3 months investment horizon. Sabio Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15 % return per unit of risk over the last 3 months. By inspecting Sabio Holdings' technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please review Sabio Holdings' Semi Deviation of 3.54, coefficient of variation of 656.36, and Risk Adjusted Performance of 0.1408 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sabio Holdings holds a performance score of 12. The entity has a beta of -0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sabio Holdings are expected to decrease at a much lower rate. During the bear market, Sabio Holdings is likely to outperform the market. Please check Sabio Holdings' coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Sabio Holdings' existing price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Sabio Holdings has good predictability. Overlapping area represents the amount of predictability between Sabio Holdings time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Sabio Holdings price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Sabio Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Sabio Holdings lagged returns against current returns
Autocorrelation, which is Sabio 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 Sabio Holdings' stock expected returns. We can calculate the autocorrelation of Sabio Holdings returns to help us make a trade decision. For example, suppose you find that Sabio 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 |
Sabio 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 Sabio Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabio Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabio Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Sabio Holdings Lagged Returns
When evaluating Sabio Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabio Holdings stock have on its future price. Sabio 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, Sabio Holdings autocorrelation shows the relationship between Sabio Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Sabio Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Sabio Stock Analysis
When running Sabio Holdings' price analysis, check to measure Sabio Holdings' 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 Sabio Holdings is operating at the current time. Most of Sabio Holdings' value examination focuses on studying past and present price action to predict the probability of Sabio Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sabio Holdings' price. Additionally, you may evaluate how the addition of Sabio Holdings to your portfolios can decrease your overall portfolio volatility.