Sabana Shariah Compliant Stock Market Value
| SBBSF Stock | USD 0.32 0.05 13.51% |
| Symbol | Sabana |
Sabana Shariah '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 Sabana Shariah'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 Sabana Shariah.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Sabana Shariah on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Sabana Shariah Compliant or generate 0.0% return on investment in Sabana Shariah over 360 days. Sabana Shariah is related to or competes with Nexus Real, Wall Financial, Ayala Land, Plaza Retail, LSL Property, Mediterranean Towers, and Melcor Developments. As at 31 December 2020, Sabana REIT has a diversified portfolio of 18 quality properties in Singapore, in the high-tech ... More
Sabana Shariah 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 Sabana Shariah'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 Sabana Shariah Compliant upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 22.34 |
Sabana Shariah Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabana Shariah's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabana Shariah's standard deviation. In reality, there are many statistical measures that can use Sabana Shariah historical prices to predict the future Sabana Shariah's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | 0.2231 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sabana Shariah's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sabana Shariah Compliant Backtested Returns
Sabana Shariah Compliant owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0361, which indicates the firm had a -0.0361 % return per unit of risk over the last 3 months. Sabana Shariah Compliant exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sabana Shariah's Variance of 4.13, coefficient of variation of (2,773), and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The entity has a beta of -0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sabana Shariah are expected to decrease at a much lower rate. During the bear market, Sabana Shariah is likely to outperform the market. At this point, Sabana Shariah Compliant has a negative expected return of -0.0733%. Please make sure to validate Sabana Shariah's information ratio, as well as the relationship between the kurtosis and day typical price , to decide if Sabana Shariah Compliant performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.09 |
Virtually no predictability
Sabana Shariah Compliant has virtually no predictability. Overlapping area represents the amount of predictability between Sabana Shariah time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th 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 Sabana Shariah Compliant price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Sabana Shariah price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sabana Shariah Compliant lagged returns against current returns
Autocorrelation, which is Sabana Shariah 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 Sabana Shariah's pink sheet expected returns. We can calculate the autocorrelation of Sabana Shariah returns to help us make a trade decision. For example, suppose you find that Sabana Shariah 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 |
Sabana Shariah 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 Sabana Shariah pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabana Shariah pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabana Shariah pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sabana Shariah Lagged Returns
When evaluating Sabana Shariah's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabana Shariah pink sheet have on its future price. Sabana Shariah 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, Sabana Shariah autocorrelation shows the relationship between Sabana Shariah pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sabana Shariah Compliant.
Regressed Prices |
| Timeline |
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Other Information on Investing in Sabana Pink Sheet
Sabana Shariah financial ratios help investors to determine whether Sabana 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 Sabana with respect to the benefits of owning Sabana Shariah security.