Saab Ab Stock Market Value
| SAABY Stock | USD 28.95 0.05 0.17% |
| Symbol | Saab |
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.
| 12/31/2024 |
| 12/26/2025 |
If you would invest 0.00 in Saab AB on December 31, 2024 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 360 days. Saab AB is related to or competes with Dassault Aviation, Bombardier, Leonardo Spa, Kongsberg Gruppen, Prysmian SPA, FUJIFILM Holdings, and Singapore Technologies. 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.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 13.31 | |||
| Value At Risk | (4.31) | |||
| Potential Upside | 3.19 |
Saab AB Market Risk Indicators
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.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.13) |
Saab AB Backtested Returns
Saab AB owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0295, which indicates the firm had a -0.0295 % return per unit of risk over the last 3 months. Saab AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Saab AB's Coefficient Of Variation of (3,394), variance of 6.12, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of 0.64, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Saab AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saab AB is expected to be smaller as well. At this point, Saab AB has a negative expected return of -0.0729%. Please make sure to validate Saab AB's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Saab AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.03 |
Virtually no predictability
Saab AB has virtually no predictability. Overlapping area represents the amount of predictability between Saab AB time series from 31st of December 2024 to 29th of June 2025 and 29th of June 2025 to 26th 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 0.03 indicates that only 3.0% of current Saab AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 2.21 |
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.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Saab Pink Sheet Analysis
When running Saab AB's price analysis, check to measure Saab AB'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 Saab AB is operating at the current time. Most of Saab AB's value examination focuses on studying past and present price action to predict the probability of Saab AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Saab AB's price. Additionally, you may evaluate how the addition of Saab AB to your portfolios can decrease your overall portfolio volatility.