The Sage Group Stock Market Value
| SGGEF Stock | USD 14.14 0.31 2.15% |
| Symbol | Sage |
Sage '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 Sage's pink sheet 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 Sage.
| 07/02/2025 |
| 09/30/2025 |
If you would invest 0.00 in Sage on July 2, 2025 and sell it all today you would earn a total of 0.00 from holding The Sage Group or generate 0.0% return on investment in Sage over 90 days. Sage is related to or competes with RenoWorks Software, 01 Communique, Sage, Xero, Dassault Systemes, SAP SE, and Nexi SpA. The Sage Group plc, together with its subsidiaries, provides technology solutions and services for small and medium busi... More
Sage 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 Sage's pink sheet 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 The Sage Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 17.6 | |||
| Value At Risk | (4.68) | |||
| Potential Upside | 6.45 |
Sage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sage's standard deviation. In reality, there are many statistical measures that can use Sage historical prices to predict the future Sage's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.71) | |||
| Treynor Ratio | 1.98 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sage'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.
Sage Group Backtested Returns
Sage Group owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.086, which indicates the firm had a -0.086 % return per unit of risk over the last 3 months. The Sage Group exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sage's Variance of 8.44, coefficient of variation of (1,058), and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The entity has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sage are expected to decrease at a much lower rate. During the bear market, Sage is likely to outperform the market. At this point, Sage Group has a negative expected return of -0.26%. Please make sure to validate Sage's information ratio, kurtosis, period momentum indicator, as well as the relationship between the treynor ratio and day median price , to decide if Sage Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.54 |
Modest predictability
The Sage Group has modest predictability. Overlapping area represents the amount of predictability between Sage time series from 2nd of July 2025 to 16th of August 2025 and 16th of August 2025 to 30th of September 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 Sage Group price movement. The serial correlation of 0.54 indicates that about 54.0% of current Sage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Sage Group lagged returns against current returns
Autocorrelation, which is Sage pink sheet'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 Sage's pink sheet expected returns. We can calculate the autocorrelation of Sage returns to help us make a trade decision. For example, suppose you find that Sage has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Sage 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 Sage pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sage pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sage pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sage Lagged Returns
When evaluating Sage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sage pink sheet have on its future price. Sage 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, Sage autocorrelation shows the relationship between Sage pink sheet current value and its past values and can show if there is a momentum factor associated with investing in The Sage Group.
Regressed Prices |
| Timeline |
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Other Information on Investing in Sage Pink Sheet
Sage financial ratios help investors to determine whether Sage Pink Sheet 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 Sage with respect to the benefits of owning Sage security.