Sats Stock Market Value
SPASF Stock | USD 2.50 0.00 0.00% |
Symbol | SATS |
SATS '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 SATS'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 SATS.
05/13/2025 |
| 08/11/2025 |
If you would invest 0.00 in SATS on May 13, 2025 and sell it all today you would earn a total of 0.00 from holding SATS or generate 0.0% return on investment in SATS over 90 days. SATS is related to or competes with Rogers, Summit Hotel, Gevo, Chatham Lodging, Dalata Hotel, Minerals Technologies, and Dave Busters. SATS Ltd., an investment holding company, provides gateway services and food solutions in Singapore, Japan, and internat... More
SATS 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 SATS'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 SATS upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.01) | |||
Maximum Drawdown | 26.72 | |||
Potential Upside | 0.8403 |
SATS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SATS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SATS's standard deviation. In reality, there are many statistical measures that can use SATS historical prices to predict the future SATS's volatility.Risk Adjusted Performance | 0.0287 | |||
Jensen Alpha | 0.1134 | |||
Total Risk Alpha | (0.45) | |||
Treynor Ratio | (0.42) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SATS'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.
SATS Backtested Returns
SATS appears to be unstable, given 3 months investment horizon. SATS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the company had a 0.14 % return per unit of standard deviation over the last 3 months. We have found eighteen technical indicators for SATS, which you can use to evaluate the volatility of the entity. Please review SATS's Standard Deviation of 3.72, risk adjusted performance of 0.0287, and Market Risk Adjusted Performance of (0.41) to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SATS holds a performance score of 11. The firm has a beta of -0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SATS are expected to decrease at a much lower rate. During the bear market, SATS is likely to outperform the market. Please check SATS's variance, as well as the relationship between the potential upside and day median price , to make a quick decision on whether SATS's existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
SATS has no correlation between past and present. Overlapping area represents the amount of predictability between SATS time series from 13th of May 2025 to 27th of June 2025 and 27th of June 2025 to 11th 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 SATS price movement. The serial correlation of 0.0 indicates that just 0.0% of current SATS price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.0 | |
Spearman Rank Test | 0.9 | |
Residual Average | 0.0 | |
Price Variance | 0.04 |
SATS lagged returns against current returns
Autocorrelation, which is SATS 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 SATS's pink sheet expected returns. We can calculate the autocorrelation of SATS returns to help us make a trade decision. For example, suppose you find that SATS 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 |
SATS 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 SATS pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SATS pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SATS pink sheet over time.
Current vs Lagged Prices |
Timeline |
SATS Lagged Returns
When evaluating SATS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SATS pink sheet have on its future price. SATS 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, SATS autocorrelation shows the relationship between SATS pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SATS.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SATS Pink Sheet
SATS financial ratios help investors to determine whether SATS 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 SATS with respect to the benefits of owning SATS security.