S A P (South Africa) Price on November 27, 2024
| SAP Stock | 5,036 9.00 0.18% |
If you're considering investing in SAP Stock, it is important to understand the factors that can impact its price. As of today, the current price of S A P stands at 5,036, as last reported on the 27th of November, with the highest price reaching 5,110 and the lowest price hitting 5,001 during the day. At this point, S A P is very steady. Sappi owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.076, which indicates the firm had a 0.076% return per unit of risk over the last 3 months. We have found thirty technical indicators for Sappi, which you can use to evaluate the volatility of the company. Please validate S A P's Semi Deviation of 1.72, coefficient of variation of 1322.06, and Risk Adjusted Performance of 0.0643 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%.
SAP Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
SAP |
Sharpe Ratio = 0.076
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 2.22 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 5 95% of assets perform better |
Based on monthly moving average S A P is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of S A P by adding it to a well-diversified portfolio.
S A P Valuation on November 27, 2024
It is possible to determine the worth of S A P on a given historical date. On November 27, 2024 SAP was worth 5001.0 at the beginning of the trading date compared to the closed value of 5036.0. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of S A P stock. Still, in general, we apply an absolute valuation method to find S A P's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of S A P where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against S A P's related companies.
| Open | High | Low | Close | Volume | |
| 5,001 | 5,110 | 5,001 | 5,036 | 681,315 | |
11/27/2024 | 5,001 | 5,110 | 5,001 | 5,036 | 0.00 |
| Backtest S A P | | | S A P History | | | S A P Valuation | Previous |
S A P Trading Date Momentum on November 27, 2024
| On November 27 2024 Sappi was traded for 5,036 at the closing time. The highest price during the trading period was 5,110 and the lowest recorded bid was listed for 5,001 . There was no trading activity during the period 0.0. Lack of trading volume on November 27, 2024 did not result in any price rise and fall. The trading price change to the current price is 0.69% . |
Sappi Fundamentals Correlations and Trends
By evaluating S A P's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among S A P's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. SAP financial account trend analysis is a perfect complement when working with valuation or volatility modules.About S A P Stock history
S A P investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for SAP is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Sappi will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing S A P stock prices may prove useful in developing a viable investing in S A P
S A P Stock Technical Analysis
S A P 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.
Price Boundaries
S A P Period Price Range
Low | November 27, 2024
| High |
0.00 | 0.00 |
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S A P November 27, 2024 Market Strength
Market strength indicators help investors to evaluate how S A P stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading S A P shares will generate the highest return on investment. By undertsting and applying S A P stock market strength indicators, traders can identify Sappi entry and exit signals to maximize returns
S A P Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for S A P's price direction in advance. Along with the technical and fundamental analysis of SAP Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of SAP to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0643 | |||
| Jensen Alpha | 0.0993 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.019 | |||
| Treynor Ratio | 0.3315 |
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for SAP Stock analysis
When running S A P's price analysis, check to measure S A P'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 S A P is operating at the current time. Most of S A P's value examination focuses on studying past and present price action to predict the probability of S A P's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move S A P's price. Additionally, you may evaluate how the addition of S A P to your portfolios can decrease your overall portfolio volatility.
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