The Sage Group Stock Market Value
| SGGEF Stock | USD 14.00 0.72 4.89% |
| Symbol | Sage |
Sage Group '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 Sage Group'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 Sage Group.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Sage Group on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding The Sage Group or generate 0.0% return on investment in Sage Group over 30 days. Sage Group is related to or competes with Nemetschek, WiseTech Global, Nemetschek, WiseTech Global, OracleJapan, OBIC CoLtd, and Xero. The Sage Group plc, together with its subsidiaries, provides technology solutions and services for small and medium busi... More
Sage Group 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 Sage Group'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 The Sage Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.12 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 14.48 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 4.77 |
Sage Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sage Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sage Group's standard deviation. In reality, there are many statistical measures that can use Sage Group historical prices to predict the future Sage Group's volatility.| Risk Adjusted Performance | 0.0162 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0354 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sage Group'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.
Sage Group Backtested Returns
At this point, Sage Group is not too volatile. Sage Group owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for The Sage Group, which you can use to evaluate the volatility of the company. Please validate Sage Group's Coefficient Of Variation of 7512.83, risk adjusted performance of 0.0162, and Semi Deviation of 1.66 to confirm if the risk estimate we provide is consistent with the expected return of 0.0114%. The entity has a beta of 0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sage Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sage Group is expected to be smaller as well. Sage Group right now has a risk of 2.35%. Please validate Sage Group standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to decide if Sage Group will be following its existing price patterns.
Auto-correlation | 0.48 |
Average predictability
The Sage Group has average predictability. Overlapping area represents the amount of predictability between Sage Group time series from 27th of November 2025 to 12th of December 2025 and 12th of December 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 Sage Group price movement. The serial correlation of 0.48 indicates that about 48.0% of current Sage Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Sage Group lagged returns against current returns
Autocorrelation, which is Sage Group 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 Sage Group's pink sheet expected returns. We can calculate the autocorrelation of Sage Group returns to help us make a trade decision. For example, suppose you find that Sage Group 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 |
Sage Group 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 Sage Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sage Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sage Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sage Group Lagged Returns
When evaluating Sage Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sage Group pink sheet have on its future price. Sage Group 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, Sage Group autocorrelation shows the relationship between Sage Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in The Sage Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in Sage Pink Sheet
Sage Group financial ratios help investors to determine whether Sage 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 Sage with respect to the benefits of owning Sage Group security.