SAGA PLC (Germany) Market Value
| 65J Stock | EUR 6.30 0.10 1.61% |
| Symbol | SAGA |
SAGA PLC '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 SAGA PLC'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 SAGA PLC.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in SAGA PLC on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding SAGA PLC LS or generate 0.0% return on investment in SAGA PLC over 90 days. SAGA PLC is related to or competes with COVIVIO HOTELS, HYATT HOTELS-A, Aussie Broadband, INTERCONT HOTELS, Pebblebrook Hotel, TEXAS ROADHOUSE, and PPHE HOTEL. Saga plc provides general insurance, package and cruise holidays, and personal finance products and services in the Unit... More
SAGA PLC 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 SAGA PLC'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 SAGA PLC LS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.49 | |||
| Information Ratio | 0.2728 | |||
| Maximum Drawdown | 23.86 | |||
| Value At Risk | (4.64) | |||
| Potential Upside | 6.52 |
SAGA PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SAGA PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SAGA PLC's standard deviation. In reality, there are many statistical measures that can use SAGA PLC historical prices to predict the future SAGA PLC's volatility.| Risk Adjusted Performance | 0.2416 | |||
| Jensen Alpha | 1.2 | |||
| Total Risk Alpha | 0.9006 | |||
| Sortino Ratio | 0.3311 | |||
| Treynor Ratio | 4.2 |
SAGA PLC February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2416 | |||
| Market Risk Adjusted Performance | 4.21 | |||
| Mean Deviation | 2.89 | |||
| Semi Deviation | 2.49 | |||
| Downside Deviation | 3.49 | |||
| Coefficient Of Variation | 345.58 | |||
| Standard Deviation | 4.23 | |||
| Variance | 17.93 | |||
| Information Ratio | 0.2728 | |||
| Jensen Alpha | 1.2 | |||
| Total Risk Alpha | 0.9006 | |||
| Sortino Ratio | 0.3311 | |||
| Treynor Ratio | 4.2 | |||
| Maximum Drawdown | 23.86 | |||
| Value At Risk | (4.64) | |||
| Potential Upside | 6.52 | |||
| Downside Variance | 12.17 | |||
| Semi Variance | 6.18 | |||
| Expected Short fall | (3.55) | |||
| Skewness | 1.39 | |||
| Kurtosis | 4.92 |
SAGA PLC LS Backtested Returns
SAGA PLC is moderately volatile given 3 months investment horizon. SAGA PLC LS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.34, which indicates the company had a 0.34 % return per unit of volatility over the last 3 months. We were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.4% are justified by taking the suggested risk. Use SAGA PLC LS Risk Adjusted Performance of 0.2416, market risk adjusted performance of 4.21, and Downside Deviation of 3.49 to evaluate company specific risk that cannot be diversified away. SAGA PLC holds a performance score of 27 on a scale of zero to a hundred. The firm has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SAGA PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding SAGA PLC is expected to be smaller as well. Use SAGA PLC LS semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to analyze future returns on SAGA PLC LS.
Auto-correlation | 0.85 |
Very good predictability
SAGA PLC LS has very good predictability. Overlapping area represents the amount of predictability between SAGA PLC time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SAGA PLC LS price movement. The serial correlation of 0.85 indicates that around 85.0% of current SAGA PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.69 |
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Other Information on Investing in SAGA Stock
SAGA PLC financial ratios help investors to determine whether SAGA 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 SAGA with respect to the benefits of owning SAGA PLC security.