Sabio Holdings Stock Market Value

SBIO Stock   0.76  0.02  2.70%   
Sabio Holdings' market value is the price at which a share of Sabio Holdings trades on a public exchange. It measures the collective expectations of Sabio Holdings investors about its performance. Sabio Holdings is selling for under 0.76 as of the 1st of March 2025; that is 2.70 percent increase since the beginning of the trading day. The stock's lowest day price was 0.73.
With this module, you can estimate the performance of a buy and hold strategy of Sabio Holdings and determine expected loss or profit from investing in Sabio Holdings over a given investment horizon. Check out Sabio Holdings Correlation, Sabio Holdings Volatility and Sabio Holdings Alpha and Beta module to complement your research on Sabio Holdings.
Symbol

Please note, there is a significant difference between Sabio Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Sabio Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sabio 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.

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.
0.00
11/01/2024
No Change 0.00  0.0 
In 3 months and 30 days
03/01/2025
0.00
If you would invest  0.00  in Sabio Holdings on November 1, 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 120 days. Sabio Holdings is related to or competes with Medical Facilities, Canadian Utilities, Precious Metals, Definity Financial, Pollard Banknote, Manulife Financial, and Northstar Clean. Sabio Holdings is entity of Canada. It is traded as Stock on V exchange. 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.

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.
Hype
Prediction
LowEstimatedHigh
0.040.795.10
Details
Intrinsic
Valuation
LowRealHigh
0.030.584.89
Details
Naive
Forecast
LowNextHigh
0.020.775.09
Details
Earnings
Estimates (0)
LowProjected EPSHigh
0.000.000.00
Details

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 0.17, which indicates the firm had a 0.17 % return per unit of risk over the last 3 months. By inspecting Sabio Holdings' technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please review Sabio Holdings' Coefficient Of Variation of 510.04, semi deviation of 2.56, and Risk Adjusted Performance of 0.1526 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 13. The entity has a beta of -0.0782, which indicates not very significant fluctuations relative to the market. 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

    
  0.10  

Insignificant predictability

Sabio Holdings has insignificant predictability. Overlapping area represents the amount of predictability between Sabio Holdings time series from 1st of November 2024 to 31st of December 2024 and 31st of December 2024 to 1st 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 0.1 indicates that less than 10.0% of current Sabio Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient0.1
Spearman Rank Test0.31
Residual Average0.0
Price Variance0.01

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

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Investing Ideas  

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.