Sabio Holdings Stock Market Value
| SABOF Stock | USD 0.39 0.03 7.14% |
| Symbol | Sabio |
Sabio Holdings '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 Sabio Holdings' otc 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 Sabio Holdings.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Sabio Holdings on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Sabio Holdings or generate 0.0% return on investment in Sabio Holdings over 180 days. Sabio Holdings is related to or competes with Zoomd Technologies. Sabio Holdings Inc. provides a CTV platform, providing brands with the balance between media, data, and technology More
Sabio Holdings 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 Sabio Holdings' otc 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 Sabio Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.89 | |||
| Information Ratio | 0.1127 | |||
| Maximum Drawdown | 41.67 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 12.0 |
Sabio Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabio Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabio Holdings' standard deviation. In reality, there are many statistical measures that can use Sabio Holdings historical prices to predict the future Sabio Holdings' volatility.| Risk Adjusted Performance | 0.1096 | |||
| Jensen Alpha | 0.8883 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0689 | |||
| Treynor Ratio | (4.36) |
Sabio Holdings Backtested Returns
Sabio Holdings appears to be out of control, given 3 months investment horizon. Sabio Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. By inspecting Sabio Holdings' technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please review Sabio Holdings' Coefficient Of Variation of 760.4, risk adjusted performance of 0.1096, and Semi Deviation of 3.08 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sabio Holdings holds a performance score of 8. The entity has a beta of -0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sabio Holdings are expected to decrease at a much lower rate. During the bear market, Sabio Holdings is likely to outperform the market. Please check Sabio Holdings' information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Sabio Holdings' existing price patterns will revert.
Auto-correlation | 0.19 |
Very weak predictability
Sabio Holdings has very weak predictability. Overlapping area represents the amount of predictability between Sabio Holdings time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th 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 Sabio Holdings price movement. The serial correlation of 0.19 indicates that over 19.0% of current Sabio Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sabio Holdings lagged returns against current returns
Autocorrelation, which is Sabio Holdings otc 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 Sabio Holdings' otc stock expected returns. We can calculate the autocorrelation of Sabio Holdings returns to help us make a trade decision. For example, suppose you find that Sabio Holdings has exhibited high autocorrelation historically, and you observe that the otc 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 |
Sabio Holdings 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 Sabio Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabio Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabio Holdings otc stock over time.
Current vs Lagged Prices |
| Timeline |
Sabio Holdings Lagged Returns
When evaluating Sabio Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabio Holdings otc stock have on its future price. Sabio Holdings 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, Sabio Holdings autocorrelation shows the relationship between Sabio Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in Sabio Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sabio OTC Stock
Sabio Holdings financial ratios help investors to determine whether Sabio OTC 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 Sabio with respect to the benefits of owning Sabio Holdings security.