Sabre Corpo Stock Market Value
| SABR Stock | USD 2.55 0.03 1.16% |
| Symbol | Sabre |
Sabre Corpo Price To Book Ratio
Is Sabre Corpo's industry 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 Sabre Corpo. If investors know Sabre 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 Sabre Corpo 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 (0.13) | Earnings Share (1.56) | Revenue Per Share 8.39 | Quarterly Revenue Growth 0.089 | Return On Assets 0.0078 |
The market value of Sabre Corpo is measured differently than its book value, which is the value of Sabre that is recorded on the company's balance sheet. Investors also form their own opinion of Sabre Corpo's value that differs from its market value or its book value, called intrinsic value, which is Sabre Corpo'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 Sabre Corpo's market value can be influenced by many factors that don't directly affect Sabre Corpo'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 Sabre Corpo's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sabre Corpo is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sabre Corpo'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.
Sabre Corpo '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 Corpo'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 Corpo.
| 04/28/2022 |
| 04/17/2024 |
If you would invest 0.00 in Sabre Corpo on April 28, 2022 and sell it all today you would earn a total of 0.00 from holding Sabre Corpo or generate 0.0% return on investment in Sabre Corpo over 720 days. Sabre Corpo is related to or competes with Navient Corp, Green Dot, Orix Corp, FirstCash, Discover Financial, Ally Financial, and Synchrony Financial. Sabre Corporation, through its subsidiary, Sabre Holdings Corporation, provides software and technology solutions for th... More
Sabre Corpo 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 Corpo'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 Corpo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 28.49 | |||
| Value At Risk | (7.28) | |||
| Potential Upside | 6.01 |
Sabre Corpo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabre Corpo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabre Corpo's standard deviation. In reality, there are many statistical measures that can use Sabre Corpo historical prices to predict the future Sabre Corpo's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.77) | |||
| Total Risk Alpha | (1.05) | |||
| Treynor Ratio | (0.38) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sabre Corpo's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sabre Corpo Backtested Returns
Sabre Corpo owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13% return per unit of risk over the last 3 months. Sabre Corpo exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sabre Corpo's Variance of 23.45, coefficient of variation of (719.73), and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The entity has a beta of 1.78, 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, Sabre Corpo will likely underperform. Sabre Corpo has an expected return of -0.66%. Please make sure to validate Sabre Corpo treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Sabre Corpo performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.58 |
Modest predictability
Sabre Corpo has modest predictability. Overlapping area represents the amount of predictability between Sabre Corpo time series from 28th of April 2022 to 23rd of April 2023 and 23rd of April 2023 to 17th of April 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 Corpo price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Sabre Corpo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
Sabre Corpo lagged returns against current returns
Autocorrelation, which is Sabre Corpo 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 Corpo's stock expected returns. We can calculate the autocorrelation of Sabre Corpo returns to help us make a trade decision. For example, suppose you find that Sabre Corpo 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 Corpo 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 Corpo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabre Corpo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabre Corpo stock over time.
Current vs Lagged Prices |
| Timeline |
Sabre Corpo Lagged Returns
When evaluating Sabre Corpo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabre Corpo stock have on its future price. Sabre Corpo 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 Corpo autocorrelation shows the relationship between Sabre Corpo stock current value and its past values and can show if there is a momentum factor associated with investing in Sabre Corpo.
Regressed Prices |
| Timeline |
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Check out Sabre Corpo Correlation, Sabre Corpo Volatility and Sabre Corpo Alpha and Beta module to complement your research on Sabre Corpo. To learn how to invest in Sabre Stock, please use our How to Invest in Sabre Corpo guide.Note that the Sabre Corpo information on this page should be used as a complementary analysis to other Sabre Corpo's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for Sabre Stock analysis
When running Sabre Corpo's price analysis, check to measure Sabre Corpo'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 Corpo is operating at the current time. Most of Sabre Corpo's value examination focuses on studying past and present price action to predict the probability of Sabre Corpo'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 Corpo's price. Additionally, you may evaluate how the addition of Sabre Corpo to your portfolios can decrease your overall portfolio volatility.
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Sabre Corpo 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.