Sabre Insurance's market value is the price at which a share of Sabre Insurance trades on a public exchange. It measures the collective expectations of Sabre Insurance Group investors about its performance. Sabre Insurance is selling for under 133.80 as of the 19th of January 2025; that is 0.15 percent decrease since the beginning of the trading day. The stock's lowest day price was 133.4. With this module, you can estimate the performance of a buy and hold strategy of Sabre Insurance Group and determine expected loss or profit from investing in Sabre Insurance over a given investment horizon. Check out Sabre Insurance Correlation, Sabre Insurance Volatility and Sabre Insurance Alpha and Beta module to complement your research on Sabre Insurance.
Please note, there is a significant difference between Sabre Insurance's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sabre Insurance is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sabre Insurance'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.
Sabre Insurance '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 Sabre Insurance'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 Sabre Insurance.
0.00
12/20/2024
No Change 0.00
0.0
In 30 days
01/19/2025
0.00
If you would invest 0.00 in Sabre Insurance on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding Sabre Insurance Group or generate 0.0% return on investment in Sabre Insurance over 30 days. Sabre Insurance is related to or competes with Berkshire Hathaway, Samsung Electronics, Samsung Electronics, Chocoladefabriken, OTP Bank, Halyk Bank, and SoftBank Group. Sabre Insurance is entity of United Kingdom More
Sabre Insurance 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 Sabre Insurance'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 Sabre Insurance Group 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 Sabre Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabre Insurance's standard deviation. In reality, there are many statistical measures that can use Sabre Insurance historical prices to predict the future Sabre Insurance's volatility.
Sabre Insurance Group owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0159, which indicates the firm had a -0.0159% return per unit of risk over the last 3 months. Sabre Insurance Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sabre Insurance's Risk Adjusted Performance of (0.03), coefficient of variation of (2,637), and Variance of 2.94 to confirm the risk estimate we provide. The entity has a beta of -0.0701, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sabre Insurance are expected to decrease at a much lower rate. During the bear market, Sabre Insurance is likely to outperform the market. At this point, Sabre Insurance Group has a negative expected return of -0.0275%. Please make sure to validate Sabre Insurance's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Sabre Insurance Group performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.43
Modest reverse predictability
Sabre Insurance Group has modest reverse predictability. Overlapping area represents the amount of predictability between Sabre Insurance 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 Sabre Insurance Group price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Sabre Insurance price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.43
Spearman Rank Test
-0.62
Residual Average
0.0
Price Variance
12.01
Sabre Insurance Group lagged returns against current returns
Autocorrelation, which is Sabre Insurance 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 Sabre Insurance's stock expected returns. We can calculate the autocorrelation of Sabre Insurance returns to help us make a trade decision. For example, suppose you find that Sabre Insurance 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
Sabre Insurance 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 Sabre Insurance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabre Insurance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabre Insurance stock over time.
Current vs Lagged Prices
Timeline
Sabre Insurance Lagged Returns
When evaluating Sabre Insurance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabre Insurance stock have on its future price. Sabre Insurance 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, Sabre Insurance autocorrelation shows the relationship between Sabre Insurance stock current value and its past values and can show if there is a momentum factor associated with investing in Sabre Insurance Group.
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.
When running Sabre Insurance's price analysis, check to measure Sabre Insurance'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 Sabre Insurance is operating at the current time. Most of Sabre Insurance's value examination focuses on studying past and present price action to predict the probability of Sabre Insurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sabre Insurance's price. Additionally, you may evaluate how the addition of Sabre Insurance to your portfolios can decrease your overall portfolio volatility.