Sadot Group Stock Market Value
| SDOT Stock | 4.32 0.32 8.00% |
| Symbol | Sadot |
Sadot Group Price To Book Ratio
Is Hotels, Restaurants & Leisure 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 Sadot. If investors know Sadot 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 Sadot 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 7.78 | Earnings Share (1.50) | Revenue Per Share 156.105 | Quarterly Revenue Growth 0.092 | Return On Assets (0.06) |
The market value of Sadot Group is measured differently than its book value, which is the value of Sadot that is recorded on the company's balance sheet. Investors also form their own opinion of Sadot's value that differs from its market value or its book value, called intrinsic value, which is Sadot'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 Sadot's market value can be influenced by many factors that don't directly affect Sadot'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 Sadot's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sadot is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sadot'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.
Sadot '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 Sadot'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 Sadot.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Sadot on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Sadot Group or generate 0.0% return on investment in Sadot over 30 days. Sadot is related to or competes with Evolution Gaming, Southwest Airlines, Tenaris SA, Allegiant Travel, AKITA Drilling, Alaska Air, and Copa Holdings. Sadot is entity of United States. It is traded as Stock on NASDAQ exchange. More
Sadot 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 Sadot'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 Sadot Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.59 | |||
| Information Ratio | 0.0138 | |||
| Maximum Drawdown | 34.74 | |||
| Value At Risk | (11.31) | |||
| Potential Upside | 12.36 |
Sadot Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sadot's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sadot's standard deviation. In reality, there are many statistical measures that can use Sadot historical prices to predict the future Sadot's volatility.| Risk Adjusted Performance | 0.0322 | |||
| Jensen Alpha | 0.0698 | |||
| Total Risk Alpha | (0.93) | |||
| Sortino Ratio | 0.0138 | |||
| Treynor Ratio | 0.1689 |
Sadot Group Backtested Returns
Sadot appears to be very risky, given 3 months investment horizon. Sadot Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0903, which indicates the firm had a 0.0903% return per unit of risk over the last 3 months. By inspecting Sadot's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please review Sadot's Coefficient Of Variation of 3306.36, risk adjusted performance of 0.0322, and Semi Deviation of 7.32 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sadot holds a performance score of 7. The entity has a beta of 1.3, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sadot will likely underperform. Please check Sadot's semi variance, and the relationship between the sortino ratio and rate of daily change , to make a quick decision on whether Sadot's existing price patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Sadot Group has good predictability. Overlapping area represents the amount of predictability between Sadot time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Sadot Group price movement. The serial correlation of 0.76 indicates that around 76.0% of current Sadot price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Sadot Group lagged returns against current returns
Autocorrelation, which is Sadot 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 Sadot's stock expected returns. We can calculate the autocorrelation of Sadot returns to help us make a trade decision. For example, suppose you find that Sadot 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 |
Sadot 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 Sadot stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sadot stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sadot stock over time.
Current vs Lagged Prices |
| Timeline |
Sadot Lagged Returns
When evaluating Sadot's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sadot stock have on its future price. Sadot 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, Sadot autocorrelation shows the relationship between Sadot stock current value and its past values and can show if there is a momentum factor associated with investing in Sadot Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Sadot Stock Analysis
When running Sadot's price analysis, check to measure Sadot'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 Sadot is operating at the current time. Most of Sadot's value examination focuses on studying past and present price action to predict the probability of Sadot's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sadot's price. Additionally, you may evaluate how the addition of Sadot to your portfolios can decrease your overall portfolio volatility.