Sap Se Adr Stock Market Value
| SAP Stock | USD 204.53 0.79 0.39% |
| Symbol | SAP |
Can Application Software industry sustain growth momentum? Does SAP have expansion opportunities? Factors like these will boost the valuation of S A P. If investors know SAP will grow in the future, the company's valuation will be higher. Determining accurate worth demands scrutiny of both present operating results and projected expansion capacity. Evaluating S A P demands reviewing these metrics collectively while recognizing certain factors exert disproportionate influence.
Quarterly Earnings Growth 0.15 | Earnings Share 7.4 | Revenue Per Share | Quarterly Revenue Growth 0.033 | Return On Assets |
The market value of SAP SE ADR is measured differently than its book value, which is the value of SAP that is recorded on the company's balance sheet. Investors also form their own opinion of S A P's value that differs from its market value or its book value, called intrinsic value, which is S A P's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because S A P's market value can be influenced by many factors that don't directly affect S A P's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between S A P's value and its price as these two are different measures arrived at by different means. Investors typically determine if S A P is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, S A P's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
S A P '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 S A P'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 S A P.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in S A P on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding SAP SE ADR or generate 0.0% return on investment in S A P over 90 days. S A P is related to or competes with Shopify, Uber Technologies, Applovin Corp, Intuit, Micron Technology, ServiceNow, and International Business. SAP SE, together with its subsidiaries, operates as an enterprise application software company worldwide More
S A P 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 S A P'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 SAP SE ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 19.03 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 3.0 |
S A P Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for S A P's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as S A P's standard deviation. In reality, there are many statistical measures that can use S A P historical prices to predict the future S A P's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | (0.35) |
S A P 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 | (0.08) | |||
| Market Risk Adjusted Performance | (0.34) | |||
| Mean Deviation | 1.48 | |||
| Coefficient Of Variation | (889.95) | |||
| Standard Deviation | 2.5 | |||
| Variance | 6.27 | |||
| Information Ratio | (0.14) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | (0.35) | |||
| Maximum Drawdown | 19.03 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 3.0 | |||
| Skewness | (3.34) | |||
| Kurtosis | 18.94 |
SAP SE ADR Backtested Returns
SAP SE ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.085, which indicates the company had a -0.085 % return per unit of standard deviation over the last 3 months. SAP SE ADR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate S A P's Standard Deviation of 2.5, risk adjusted performance of (0.08), and Market Risk Adjusted Performance of (0.34) to confirm the risk estimate we provide. The firm has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, S A P's returns are expected to increase less than the market. However, during the bear market, the loss of holding S A P is expected to be smaller as well. At this point, SAP SE ADR has a negative expected return of -0.22%. Please make sure to validate S A P's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if SAP SE ADR performance from the past will be repeated at future time.
Auto-correlation | -0.6 |
Good reverse predictability
SAP SE ADR has good reverse predictability. Overlapping area represents the amount of predictability between S A P 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 SAP SE ADR price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current S A P price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 314.08 |
Pair Trading with S A P
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if S A P position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in S A P will appreciate offsetting losses from the drop in the long position's value.Moving together with SAP Stock
Moving against SAP Stock
| 0.75 | RNI | OXFORD METRICS LS | PairCorr |
| 0.73 | 60Z | UNIFIEDPOST GRP SANV | PairCorr |
| 0.63 | JG | Aurora Mobile | PairCorr |
| 0.54 | XV7 | SERESCO 16 | PairCorr |
| 0.5 | DSG | Dillistone Group PLC | PairCorr |
The ability to find closely correlated positions to S A P could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace S A P when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back S A P - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling SAP SE ADR to buy it.
The correlation of S A P is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as S A P moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if SAP SE ADR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for S A P can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional 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.