The Sage Group Stock Market Value
| SGPYY Stock | USD 58.09 0.19 0.33% |
| Symbol | Sage |
Sage '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'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.
| 10/10/2025 |
| 01/08/2026 |
If you would invest 0.00 in Sage on October 10, 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 over 90 days. Sage is related to or competes with WiseTech Global, WiseTech Global, Nemetschek, OBIC CoLtd, Xero, Nemetschek, and Oracle Japan. The Sage Group plc, together with its subsidiaries, provides technology solutions and services for small and medium busi... More
Sage 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'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.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 6.03 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 1.76 |
Sage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sage's standard deviation. In reality, there are many statistical measures that can use Sage historical prices to predict the future Sage's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sage'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
Sage Group owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0365, which indicates the firm had a -0.0365 % return per unit of risk over the last 3 months. The Sage Group exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sage's Coefficient Of Variation of (2,743), risk adjusted performance of (0.02), and Variance of 1.61 to confirm the risk estimate we provide. The entity has a beta of 0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sage is expected to be smaller as well. At this point, Sage Group has a negative expected return of -0.0463%. Please make sure to validate Sage's kurtosis, market facilitation index, and the relationship between the value at risk and rate of daily change , to decide if Sage Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.22 |
Weak reverse predictability
The Sage Group has weak reverse predictability. Overlapping area represents the amount of predictability between Sage time series from 10th of October 2025 to 24th of November 2025 and 24th of November 2025 to 8th of January 2026. 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 -0.22 indicates that over 22.0% of current Sage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Sage Group lagged returns against current returns
Autocorrelation, which is Sage 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's pink sheet expected returns. We can calculate the autocorrelation of Sage returns to help us make a trade decision. For example, suppose you find that Sage 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 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sage 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 pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sage Lagged Returns
When evaluating Sage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sage pink sheet have on its future price. Sage 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 autocorrelation shows the relationship between Sage 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 |
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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.Additional Tools for Sage Pink Sheet Analysis
When running Sage's price analysis, check to measure Sage'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 Sage is operating at the current time. Most of Sage's value examination focuses on studying past and present price action to predict the probability of Sage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sage's price. Additionally, you may evaluate how the addition of Sage to your portfolios can decrease your overall portfolio volatility.