Saint Jean (France) Market Value

SABE Stock  EUR 19.70  0.30  1.50%   
Saint Jean's market value is the price at which a share of Saint Jean trades on a public exchange. It measures the collective expectations of Saint Jean Groupe investors about its performance. Saint Jean is trading at 19.70 as of the 5th of December 2024, a 1.5 percent decrease since the beginning of the trading day. The stock's open price was 20.0.
With this module, you can estimate the performance of a buy and hold strategy of Saint Jean Groupe and determine expected loss or profit from investing in Saint Jean over a given investment horizon. Check out Saint Jean Correlation, Saint Jean Volatility and Saint Jean Alpha and Beta module to complement your research on Saint Jean.
Symbol

Please note, there is a significant difference between Saint Jean's value and its price as these two are different measures arrived at by different means. Investors typically determine if Saint Jean is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Saint Jean'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.

Saint Jean '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 Saint Jean'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 Saint Jean.
0.00
06/08/2024
No Change 0.00  0.0 
In 5 months and 29 days
12/05/2024
0.00
If you would invest  0.00  in Saint Jean on June 8, 2024 and sell it all today you would earn a total of 0.00 from holding Saint Jean Groupe or generate 0.0% return on investment in Saint Jean over 180 days. Saint Jean is related to or competes with Samse SA, Robertet, and Orapi SA. Saint Jean Groupe Socit anonyme, through its subsidiaries, operates in the agri-food sector in France More

Saint Jean 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 Saint Jean'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 Saint Jean Groupe upside and downside potential and time the market with a certain degree of confidence.

Saint Jean Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Saint Jean's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saint Jean's standard deviation. In reality, there are many statistical measures that can use Saint Jean historical prices to predict the future Saint Jean's volatility.
Hype
Prediction
LowEstimatedHigh
18.2419.7021.16
Details
Intrinsic
Valuation
LowRealHigh
15.0216.4821.67
Details
Naive
Forecast
LowNextHigh
18.1719.6321.08
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
19.6119.7419.86
Details

Saint Jean Groupe Backtested Returns

Saint Jean Groupe owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0097, which indicates the firm had a -0.0097% return per unit of risk over the last 3 months. Saint Jean Groupe exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Saint Jean's Risk Adjusted Performance of (0.01), coefficient of variation of (5,755), and Variance of 2.33 to confirm the risk estimate we provide. The entity has a beta of -0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Saint Jean are expected to decrease at a much lower rate. During the bear market, Saint Jean is likely to outperform the market. At this point, Saint Jean Groupe has a negative expected return of -0.0138%. Please make sure to validate Saint Jean's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Saint Jean Groupe performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.18  

Insignificant reverse predictability

Saint Jean Groupe has insignificant reverse predictability. Overlapping area represents the amount of predictability between Saint Jean time series from 8th of June 2024 to 6th of September 2024 and 6th of September 2024 to 5th of December 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 Saint Jean Groupe price movement. The serial correlation of -0.18 indicates that over 18.0% of current Saint Jean price fluctuation can be explain by its past prices.
Correlation Coefficient-0.18
Spearman Rank Test-0.11
Residual Average0.0
Price Variance0.06

Saint Jean Groupe lagged returns against current returns

Autocorrelation, which is Saint Jean 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 Saint Jean's stock expected returns. We can calculate the autocorrelation of Saint Jean returns to help us make a trade decision. For example, suppose you find that Saint Jean 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  

Saint Jean 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 Saint Jean stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saint Jean stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saint Jean stock over time.
   Current vs Lagged Prices   
       Timeline  

Saint Jean Lagged Returns

When evaluating Saint Jean's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saint Jean stock have on its future price. Saint Jean 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, Saint Jean autocorrelation shows the relationship between Saint Jean stock current value and its past values and can show if there is a momentum factor associated with investing in Saint Jean Groupe.
   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.

Other Information on Investing in Saint Stock

Saint Jean financial ratios help investors to determine whether Saint Stock 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 Saint with respect to the benefits of owning Saint Jean security.