Saab AB's market value is the price at which a share of Saab AB trades on a public exchange. It measures the collective expectations of Saab AB investors about its performance. Saab AB is trading at 57.18 as of the 29th of December 2025. This is a 0.94% up since the beginning of the trading day. The stock's lowest day price was 56.87. With this module, you can estimate the performance of a buy and hold strategy of Saab AB and determine expected loss or profit from investing in Saab AB over a given investment horizon. Check out Saab AB Correlation, Saab AB Volatility and Saab AB Alpha and Beta module to complement your research on Saab AB.
Please note, there is a significant difference between Saab AB's value and its price as these two are different measures arrived at by different means. Investors typically determine if Saab AB is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Saab AB's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Saab AB '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 Saab AB'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 Saab AB.
0.00
11/29/2025
No Change 0.00
0.0
In 31 days
12/29/2025
0.00
If you would invest 0.00 in Saab AB on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Saab AB or generate 0.0% return on investment in Saab AB over 30 days. Saab AB is related to or competes with Bombardier, Dassault Aviation, Leonardo Spa, Kongsberg Gruppen, FUJIFILM Holdings, Singapore Technologies, and Prysmian SpA. Saab AB provides products, services, and solutions for the military defense, aerospace, and civil security markets world... More
Saab AB 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 Saab AB'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 Saab AB upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saab AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saab AB's standard deviation. In reality, there are many statistical measures that can use Saab AB historical prices to predict the future Saab AB's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Saab AB. Your research has to be compared to or analyzed against Saab AB's peers to derive any actionable benefits. When done correctly, Saab AB's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Saab AB.
Saab AB Backtested Returns
Saab AB owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0327, which indicates the firm had a -0.0327 % return per unit of risk over the last 3 months. Saab AB exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Saab AB's Coefficient Of Variation of (3,968), variance of 6.86, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of 1.02, which indicates a somewhat significant risk relative to the market. Saab AB returns are very sensitive to returns on the market. As the market goes up or down, Saab AB is expected to follow. At this point, Saab AB has a negative expected return of -0.0865%. Please make sure to validate Saab AB's standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if Saab AB performance from the past will be repeated at some point in the near future.
Auto-correlation
0.91
Excellent predictability
Saab AB has excellent predictability. Overlapping area represents the amount of predictability between Saab AB time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 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 Saab AB price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Saab AB price fluctuation can be explain by its past prices.
Correlation Coefficient
0.91
Spearman Rank Test
0.95
Residual Average
0.0
Price Variance
3.63
Saab AB lagged returns against current returns
Autocorrelation, which is Saab AB 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 Saab AB's pink sheet expected returns. We can calculate the autocorrelation of Saab AB returns to help us make a trade decision. For example, suppose you find that Saab AB 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
Saab AB 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 Saab AB pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saab AB pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saab AB pink sheet over time.
Current vs Lagged Prices
Timeline
Saab AB Lagged Returns
When evaluating Saab AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saab AB pink sheet have on its future price. Saab AB 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, Saab AB autocorrelation shows the relationship between Saab AB pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Saab AB.
Saab AB financial ratios help investors to determine whether Saab 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 Saab with respect to the benefits of owning Saab AB security.