Sabra Healthcare Reit Stock Market Value
| SBRA Stock | USD 17.30 0.44 2.61% |
| Symbol | Sabra |
Sabra Healthcare REIT Price To Book Ratio
Is Diversified REITs 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 Sabra Healthcare. If investors know Sabra 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 Sabra Healthcare 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 1.827 | Dividend Share 1.2 | Earnings Share 0.54 | Revenue Per Share | Quarterly Revenue Growth 0.125 |
The market value of Sabra Healthcare REIT is measured differently than its book value, which is the value of Sabra that is recorded on the company's balance sheet. Investors also form their own opinion of Sabra Healthcare's value that differs from its market value or its book value, called intrinsic value, which is Sabra Healthcare's 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 Sabra Healthcare's market value can be influenced by many factors that don't directly affect Sabra Healthcare's 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 Sabra Healthcare's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sabra Healthcare is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sabra Healthcare's 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.
Sabra Healthcare '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 Sabra Healthcare's 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 Sabra Healthcare.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Sabra Healthcare on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sabra Healthcare REIT or generate 0.0% return on investment in Sabra Healthcare over 90 days. Sabra Healthcare is related to or competes with Healthcare Realty, Healthpeak Properties, Community Healthcare, Universal Health, Global Medical, CareTrust REIT, and Welltower. As of March 31, 2022, Sabras investment portfolio included 416 real estate properties held for investment More
Sabra Healthcare 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 Sabra Healthcare's 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 Sabra Healthcare REIT upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.045 | |||
| Maximum Drawdown | 6.66 | |||
| Value At Risk | (3.05) | |||
| Potential Upside | 2.61 |
Sabra Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabra Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabra Healthcare's standard deviation. In reality, there are many statistical measures that can use Sabra Healthcare historical prices to predict the future Sabra Healthcare's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0193 | |||
| Total Risk Alpha | 0.1833 | |||
| Treynor Ratio | (0.07) |
Sabra Healthcare REIT Backtested Returns
At this point, Sabra Healthcare is very steady. Sabra Healthcare REIT owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Sabra Healthcare REIT, which you can use to evaluate the volatility of the company. Please validate Sabra Healthcare's Variance of 2.95, risk adjusted performance of (0.01), and Coefficient Of Variation of (7,894) to confirm if the risk estimate we provide is consistent with the expected return of 0.0122%. The entity has a beta of 0.47, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sabra Healthcare's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sabra Healthcare is expected to be smaller as well. Sabra Healthcare REIT right now has a risk of 1.75%. Please validate Sabra Healthcare skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if Sabra Healthcare will be following its existing price patterns.
Auto-correlation | -0.1 |
Very weak reverse predictability
Sabra Healthcare REIT has very weak reverse predictability. Overlapping area represents the amount of predictability between Sabra Healthcare 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 Sabra Healthcare REIT price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Sabra Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Sabra Healthcare REIT lagged returns against current returns
Autocorrelation, which is Sabra Healthcare 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 Sabra Healthcare's stock expected returns. We can calculate the autocorrelation of Sabra Healthcare returns to help us make a trade decision. For example, suppose you find that Sabra Healthcare 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 |
Sabra Healthcare 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 Sabra Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabra Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabra Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
Sabra Healthcare Lagged Returns
When evaluating Sabra Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabra Healthcare stock have on its future price. Sabra Healthcare 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, Sabra Healthcare autocorrelation shows the relationship between Sabra Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in Sabra Healthcare REIT.
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.When determining whether Sabra Healthcare REIT offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Sabra Healthcare's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Sabra Healthcare Reit Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sabra Healthcare Reit Stock:Check out Sabra Healthcare Correlation, Sabra Healthcare Volatility and Sabra Healthcare Alpha and Beta module to complement your research on Sabra Healthcare. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Sabra Healthcare 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.