Sabre Insurance (UK) Market Value
| SBRE Stock | 131.20 2.80 2.09% |
| Symbol | Sabre |
Sabre Insurance '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 Sabre Insurance'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 Sabre Insurance.
| 04/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Sabre Insurance on April 6, 2024 and sell it all today you would earn a total of 0.00 from holding Sabre Insurance Group or generate 0.0% return on investment in Sabre Insurance over 240 days. Sabre Insurance is related to or competes with McEwen Mining, United Internet, Universal Display, GoldMining, Invesco Physical, Atalaya Mining, and Endeavour Mining. Sabre Insurance is entity of United Kingdom More
Sabre Insurance 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 Sabre Insurance'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 Sabre Insurance Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 9.49 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 2.76 |
Sabre Insurance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabre Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabre Insurance's standard deviation. In reality, there are many statistical measures that can use Sabre Insurance historical prices to predict the future Sabre Insurance's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | 1.18 |
Sabre Insurance Group Backtested Returns
Sabre Insurance Group owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12% return per unit of risk over the last 3 months. Sabre Insurance Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sabre Insurance's Coefficient Of Variation of (706.45), variance of 3.0, and Risk Adjusted Performance of (0.10) to confirm the risk estimate we provide. The entity has a beta of -0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sabre Insurance are expected to decrease at a much lower rate. During the bear market, Sabre Insurance is likely to outperform the market. At this point, Sabre Insurance Group has a negative expected return of -0.21%. Please make sure to validate Sabre Insurance's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Sabre Insurance Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.54 |
Modest predictability
Sabre Insurance Group has modest predictability. Overlapping area represents the amount of predictability between Sabre Insurance time series from 6th of April 2024 to 4th of August 2024 and 4th of August 2024 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sabre Insurance Group price movement. The serial correlation of 0.54 indicates that about 54.0% of current Sabre Insurance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 87.95 |
Sabre Insurance Group lagged returns against current returns
Autocorrelation, which is Sabre Insurance 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 Sabre Insurance's stock expected returns. We can calculate the autocorrelation of Sabre Insurance returns to help us make a trade decision. For example, suppose you find that Sabre Insurance 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 |
Sabre Insurance 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 Sabre Insurance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabre Insurance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabre Insurance stock over time.
Current vs Lagged Prices |
| Timeline |
Sabre Insurance Lagged Returns
When evaluating Sabre Insurance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabre Insurance stock have on its future price. Sabre Insurance 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, Sabre Insurance autocorrelation shows the relationship between Sabre Insurance stock current value and its past values and can show if there is a momentum factor associated with investing in Sabre Insurance Group.
Regressed Prices |
| Timeline |
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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.Additional Tools for Sabre Stock Analysis
When running Sabre Insurance's price analysis, check to measure Sabre Insurance's 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 Sabre Insurance is operating at the current time. Most of Sabre Insurance's value examination focuses on studying past and present price action to predict the probability of Sabre Insurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sabre Insurance's price. Additionally, you may evaluate how the addition of Sabre Insurance to your portfolios can decrease your overall portfolio volatility.