Sabine Royalty Trust Stock Market Value
| SBR Stock | USD 66.65 0.34 0.51% |
| Symbol | Sabine |
Sabine Royalty Trust Price To Book Ratio
Is Oil & Gas Exploration & Production space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Sabine Royalty. If investors know Sabine will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Sabine Royalty listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.24) | Earnings Share 6.53 | Revenue Per Share | Quarterly Revenue Growth (0.24) | Return On Assets |
The market value of Sabine Royalty Trust is measured differently than its book value, which is the value of Sabine that is recorded on the company's balance sheet. Investors also form their own opinion of Sabine Royalty's value that differs from its market value or its book value, called intrinsic value, which is Sabine Royalty's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Sabine Royalty's market value can be influenced by many factors that don't directly affect Sabine Royalty'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 Sabine Royalty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sabine Royalty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sabine Royalty's 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.
Sabine Royalty '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 Sabine Royalty'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 Sabine Royalty.
| 12/20/2024 |
| 01/19/2025 |
If you would invest 0.00 in Sabine Royalty on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding Sabine Royalty Trust or generate 0.0% return on investment in Sabine Royalty over 30 days. Sabine Royalty is related to or competes with Cross Timbers, San Juan, North European, MV Oil, VOC Energy, and Permianville Royalty. Sabine Royalty Trust holds royalty and mineral interests in various producing oil and gas properties in the United State... More
Sabine Royalty 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 Sabine Royalty'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 Sabine Royalty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.087 | |||
| Maximum Drawdown | 8.92 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.58 |
Sabine Royalty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabine Royalty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabine Royalty's standard deviation. In reality, there are many statistical measures that can use Sabine Royalty historical prices to predict the future Sabine Royalty's volatility.| Risk Adjusted Performance | 0.0948 | |||
| Jensen Alpha | 0.1296 | |||
| Total Risk Alpha | 0.1056 | |||
| Sortino Ratio | 0.085 | |||
| Treynor Ratio | 0.3407 |
Sabine Royalty Trust Backtested Returns
Currently, Sabine Royalty Trust is very steady. Sabine Royalty Trust 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 Sabine Royalty Trust, which you can use to evaluate the volatility of the company. Please validate Sabine Royalty's Coefficient Of Variation of 918.6, semi deviation of 1.15, and Risk Adjusted Performance of 0.0948 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Sabine Royalty has a performance score of 11 on a scale of 0 to 100. The entity has a beta of 0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sabine Royalty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sabine Royalty is expected to be smaller as well. Sabine Royalty Trust right now has a risk of 1.37%. Please validate Sabine Royalty jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to decide if Sabine Royalty will be following its existing price patterns.
Auto-correlation | 0.62 |
Good predictability
Sabine Royalty Trust has good predictability. Overlapping area represents the amount of predictability between Sabine Royalty time series from 20th of December 2024 to 4th of January 2025 and 4th of January 2025 to 19th 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 Sabine Royalty Trust price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Sabine Royalty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.71 |
Sabine Royalty Trust lagged returns against current returns
Autocorrelation, which is Sabine Royalty 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 Sabine Royalty's stock expected returns. We can calculate the autocorrelation of Sabine Royalty returns to help us make a trade decision. For example, suppose you find that Sabine Royalty 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 |
Sabine Royalty 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 Sabine Royalty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabine Royalty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabine Royalty stock over time.
Current vs Lagged Prices |
| Timeline |
Sabine Royalty Lagged Returns
When evaluating Sabine Royalty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabine Royalty stock have on its future price. Sabine Royalty 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, Sabine Royalty autocorrelation shows the relationship between Sabine Royalty stock current value and its past values and can show if there is a momentum factor associated with investing in Sabine Royalty Trust.
Regressed Prices |
| Timeline |
Additional Tools for Sabine Stock Analysis
When running Sabine Royalty's price analysis, check to measure Sabine Royalty'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 Sabine Royalty is operating at the current time. Most of Sabine Royalty's value examination focuses on studying past and present price action to predict the probability of Sabine Royalty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sabine Royalty's price. Additionally, you may evaluate how the addition of Sabine Royalty to your portfolios can decrease your overall portfolio volatility.