Sabio Holdings' market value is the price at which a share of Sabio Holdings trades on a public exchange. It measures the collective expectations of Sabio Holdings investors about its performance. Sabio Holdings is trading at 0.35 as of the 18th of January 2025. This is a 5.41% down since the beginning of the trading day. The stock's lowest day price was 0.35. With this module, you can estimate the performance of a buy and hold strategy of Sabio Holdings and determine expected loss or profit from investing in Sabio Holdings over a given investment horizon. Check out Sabio Holdings Correlation, Sabio Holdings Volatility and Sabio Holdings Alpha and Beta module to complement your research on Sabio Holdings.
Please note, there is a significant difference between Sabio Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Sabio Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sabio Holdings' 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.
Sabio Holdings '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 Sabio Holdings' otc 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 Sabio Holdings.
0.00
12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
0.00
If you would invest 0.00 in Sabio Holdings on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Sabio Holdings or generate 0.0% return on investment in Sabio Holdings over 30 days. Sabio Holdings is related to or competes with Zoomd Technologies. Sabio Holdings Inc. provides a CTV platform, providing brands with the balance between media, data, and technology More
Sabio Holdings 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 Sabio Holdings' otc 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 Sabio Holdings 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 Sabio Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabio Holdings' standard deviation. In reality, there are many statistical measures that can use Sabio Holdings historical prices to predict the future Sabio Holdings' volatility.
At this point, Sabio Holdings is out of control. Sabio Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0209, which indicates the firm had a 0.0209% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Sabio Holdings, which you can use to evaluate the volatility of the company. Please validate Sabio Holdings' Risk Adjusted Performance of 0.0046, variance of 37.57, and Coefficient Of Variation of (20,469) to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Sabio Holdings has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.69, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sabio Holdings are expected to decrease at a much lower rate. During the bear market, Sabio Holdings is likely to outperform the market. Sabio Holdings right now has a risk of 6.13%. Please validate Sabio Holdings information ratio and the relationship between the potential upside and period momentum indicator , to decide if Sabio Holdings will be following its existing price patterns.
Auto-correlation
0.35
Below average predictability
Sabio Holdings has below average predictability. Overlapping area represents the amount of predictability between Sabio Holdings time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Sabio Holdings price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Sabio Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient
0.35
Spearman Rank Test
-0.21
Residual Average
0.0
Price Variance
0.0
Sabio Holdings lagged returns against current returns
Autocorrelation, which is Sabio Holdings otc stock'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 Sabio Holdings' otc stock expected returns. We can calculate the autocorrelation of Sabio Holdings returns to help us make a trade decision. For example, suppose you find that Sabio Holdings has exhibited high autocorrelation historically, and you observe that the otc stock 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
Sabio Holdings 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 Sabio Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabio Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabio Holdings otc stock over time.
Current vs Lagged Prices
Timeline
Sabio Holdings Lagged Returns
When evaluating Sabio Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabio Holdings otc stock have on its future price. Sabio Holdings 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, Sabio Holdings autocorrelation shows the relationship between Sabio Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in Sabio Holdings.
Sabio Holdings financial ratios help investors to determine whether Sabio OTC 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 Sabio with respect to the benefits of owning Sabio Holdings security.