Sapiens International Stock Market Value
| SPNS Stock | USD 25.52 0.12 0.47% |
| Symbol | Sapiens |
Sapiens International Price To Book Ratio
Is Application Software 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 Sapiens International. If investors know Sapiens 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 Sapiens International 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 0.172 | Dividend Share 0.57 | Earnings Share 1.26 | Revenue Per Share | Quarterly Revenue Growth 0.048 |
The market value of Sapiens International is measured differently than its book value, which is the value of Sapiens that is recorded on the company's balance sheet. Investors also form their own opinion of Sapiens International's value that differs from its market value or its book value, called intrinsic value, which is Sapiens International'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 Sapiens International's market value can be influenced by many factors that don't directly affect Sapiens International'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 Sapiens International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sapiens International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sapiens International'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.
Sapiens International '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 Sapiens International'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 Sapiens International.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Sapiens International on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Sapiens International or generate 0.0% return on investment in Sapiens International over 30 days. Sapiens International is related to or competes with PROS Holdings, Meridianlink, Enfusion, PDF Solutions, Progress Software, EPlus, and Agilysys. Sapiens International Corporation N.V. provides software solutions for the insurance and financial services industries i... More
Sapiens International 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 Sapiens International'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 Sapiens International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 31.27 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 2.21 |
Sapiens International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sapiens International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sapiens International's standard deviation. In reality, there are many statistical measures that can use Sapiens International historical prices to predict the future Sapiens International's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.46) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (0.62) |
Sapiens International Backtested Returns
Sapiens International owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the firm had a -0.15% return per unit of risk over the last 3 months. Sapiens International exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sapiens International's Coefficient Of Variation of (813.04), risk adjusted performance of (0.1), and Variance of 12.68 to confirm the risk estimate we provide. The entity has a beta of 0.73, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sapiens International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sapiens International is expected to be smaller as well. At this point, Sapiens International has a negative expected return of -0.55%. Please make sure to validate Sapiens International's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Sapiens International performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.47 |
Average predictability
Sapiens International has average predictability. Overlapping area represents the amount of predictability between Sapiens International time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 Sapiens International price movement. The serial correlation of 0.47 indicates that about 47.0% of current Sapiens International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Sapiens International lagged returns against current returns
Autocorrelation, which is Sapiens International 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 Sapiens International's stock expected returns. We can calculate the autocorrelation of Sapiens International returns to help us make a trade decision. For example, suppose you find that Sapiens International 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 |
Sapiens International 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 Sapiens International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sapiens International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sapiens International stock over time.
Current vs Lagged Prices |
| Timeline |
Sapiens International Lagged Returns
When evaluating Sapiens International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sapiens International stock have on its future price. Sapiens International 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, Sapiens International autocorrelation shows the relationship between Sapiens International stock current value and its past values and can show if there is a momentum factor associated with investing in Sapiens International.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Sapiens Stock Analysis
When running Sapiens International's price analysis, check to measure Sapiens International'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 Sapiens International is operating at the current time. Most of Sapiens International's value examination focuses on studying past and present price action to predict the probability of Sapiens International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sapiens International's price. Additionally, you may evaluate how the addition of Sapiens International to your portfolios can decrease your overall portfolio volatility.