Sabvest Capital (South Africa) Market Value
| SBP Stock | 9,001 501.00 5.89% |
| Symbol | Sabvest |
Sabvest Capital '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 Sabvest Capital'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 Sabvest Capital.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Sabvest Capital on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding Sabvest Capital or generate 0.0% return on investment in Sabvest Capital over 180 days. Sabvest Capital is related to or competes with Bytes Technology, Reinet Investments, Life Healthcare, Zeder Investments, HomeChoice Investments, Afine Investments, and Brimstone Investment. More
Sabvest Capital 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 Sabvest Capital'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 Sabvest Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.0506 | |||
| Maximum Drawdown | 12.31 | |||
| Value At Risk | (3.44) | |||
| Potential Upside | 4.59 |
Sabvest Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabvest Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabvest Capital's standard deviation. In reality, there are many statistical measures that can use Sabvest Capital historical prices to predict the future Sabvest Capital's volatility.| Risk Adjusted Performance | 0.0758 | |||
| Jensen Alpha | 0.1275 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.053 | |||
| Treynor Ratio | 0.2292 |
Sabvest Capital Backtested Returns
Sabvest Capital appears to be very steady, given 3 months investment horizon. Sabvest Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We have found thirty technical indicators for Sabvest Capital, which you can use to evaluate the volatility of the company. Please review Sabvest Capital's Risk Adjusted Performance of 0.0758, semi deviation of 1.71, and Coefficient Of Variation of 1091.35 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sabvest Capital holds a performance score of 10. The entity has a beta of 0.89, which indicates possible diversification benefits within a given portfolio. Sabvest Capital returns are very sensitive to returns on the market. As the market goes up or down, Sabvest Capital is expected to follow. Please check Sabvest Capital's total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to make a quick decision on whether Sabvest Capital's existing price patterns will revert.
Auto-correlation | 0.71 |
Good predictability
Sabvest Capital has good predictability. Overlapping area represents the amount of predictability between Sabvest Capital time series from 26th of May 2024 to 24th of August 2024 and 24th of August 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sabvest Capital price movement. The serial correlation of 0.71 indicates that around 71.0% of current Sabvest Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 179.6 K |
Sabvest Capital lagged returns against current returns
Autocorrelation, which is Sabvest Capital 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 Sabvest Capital's stock expected returns. We can calculate the autocorrelation of Sabvest Capital returns to help us make a trade decision. For example, suppose you find that Sabvest Capital has exhibited high autocorrelation historically, and you observe that the 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 |
Sabvest Capital 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 Sabvest Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabvest Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabvest Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Sabvest Capital Lagged Returns
When evaluating Sabvest Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabvest Capital stock have on its future price. Sabvest Capital 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, Sabvest Capital autocorrelation shows the relationship between Sabvest Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Sabvest Capital.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Sabvest Stock
Sabvest Capital financial ratios help investors to determine whether Sabvest 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 Sabvest with respect to the benefits of owning Sabvest Capital security.