SAP SE (Brazil) Market Value
| SAPP34 Stock | BRL 1,571 38.64 2.40% |
| Symbol | SAP |
SAP SE '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 SAP SE'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 SAP SE.
| 05/06/2025 |
| 08/04/2025 |
If you would invest 0.00 in SAP SE on May 6, 2025 and sell it all today you would earn a total of 0.00 from holding SAP SE or generate 0.0% return on investment in SAP SE over 90 days. SAP SE is related to or competes with Intuit, Paycom Software, TC Traders, GoPro, STERIS Plc, and Tripadvisor. More
SAP SE 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 SAP SE'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 SAP SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 11.44 | |||
| Value At Risk | (2.40) | |||
| Potential Upside | 2.98 |
SAP SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SAP SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SAP SE's standard deviation. In reality, there are many statistical measures that can use SAP SE historical prices to predict the future SAP SE's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 0.2101 |
SAP SE Backtested Returns
SAP SE owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0564, which indicates the company had a -0.0564 % return per unit of standard deviation over the last 3 months. SAP SE exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SAP SE's Market Risk Adjusted Performance of 0.2201, standard deviation of 1.69, and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The firm has a beta of -0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SAP SE are expected to decrease at a much lower rate. During the bear market, SAP SE is likely to outperform the market. At this point, SAP SE has a negative expected return of -0.0928%. Please make sure to validate SAP SE's potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if SAP SE performance from the past will be repeated at future time.
Auto-correlation | 0.50 |
Modest predictability
SAP SE has modest predictability. Overlapping area represents the amount of predictability between SAP SE time series from 6th of May 2025 to 20th of June 2025 and 20th of June 2025 to 4th of August 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 SAP SE price movement. The serial correlation of 0.5 indicates that about 50.0% of current SAP SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 2133.93 |
SAP SE lagged returns against current returns
Autocorrelation, which is SAP SE 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 SAP SE's stock expected returns. We can calculate the autocorrelation of SAP SE returns to help us make a trade decision. For example, suppose you find that SAP SE 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 |
SAP SE 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 SAP SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SAP SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SAP SE stock over time.
Current vs Lagged Prices |
| Timeline |
SAP SE Lagged Returns
When evaluating SAP SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SAP SE stock have on its future price. SAP SE 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, SAP SE autocorrelation shows the relationship between SAP SE stock current value and its past values and can show if there is a momentum factor associated with investing in SAP SE.
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.Other Information on Investing in SAP Stock
SAP SE financial ratios help investors to determine whether SAP Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in SAP with respect to the benefits of owning SAP SE security.