Sab Biotherapeutics Stock Market Value
| SABS Stock | USD 3.96 0.12 2.94% |
| Symbol | SAB |
SAB Biotherapeutics Price To Book Ratio
Is Biotechnology 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 SAB Biotherapeutics. If investors know SAB 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 SAB Biotherapeutics 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 (0.60) | Earnings Share (6.30) | Revenue Per Share 0.175 | Quarterly Revenue Growth 2.077 | Return On Assets (0.79) |
The market value of SAB Biotherapeutics is measured differently than its book value, which is the value of SAB that is recorded on the company's balance sheet. Investors also form their own opinion of SAB Biotherapeutics' value that differs from its market value or its book value, called intrinsic value, which is SAB Biotherapeutics' 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 SAB Biotherapeutics' market value can be influenced by many factors that don't directly affect SAB Biotherapeutics' 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 SAB Biotherapeutics' value and its price as these two are different measures arrived at by different means. Investors typically determine if SAB Biotherapeutics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SAB Biotherapeutics' 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.
SAB Biotherapeutics '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 SAB Biotherapeutics' 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 SAB Biotherapeutics.
| 09/17/2024 |
| 12/16/2024 |
If you would invest 0.00 in SAB Biotherapeutics on September 17, 2024 and sell it all today you would earn a total of 0.00 from holding SAB Biotherapeutics or generate 0.0% return on investment in SAB Biotherapeutics over 90 days. SAB Biotherapeutics is related to or competes with Puma Biotechnology, Iovance Biotherapeutics, Zentalis Pharmaceuticals, Syndax Pharmaceuticals, and Protagonist Therapeutics. SAB Biotherapeutics, Inc., a clinical-stage biopharmaceutical company, engages in the development of immunotherapies bas... More
SAB Biotherapeutics 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 SAB Biotherapeutics' 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 SAB Biotherapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.66 | |||
| Information Ratio | 0.0886 | |||
| Maximum Drawdown | 57.95 | |||
| Value At Risk | (11.25) | |||
| Potential Upside | 19.02 |
SAB Biotherapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SAB Biotherapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SAB Biotherapeutics' standard deviation. In reality, there are many statistical measures that can use SAB Biotherapeutics historical prices to predict the future SAB Biotherapeutics' volatility.| Risk Adjusted Performance | 0.0795 | |||
| Jensen Alpha | 0.9664 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.1305 | |||
| Treynor Ratio | (3.17) |
SAB Biotherapeutics Backtested Returns
SAB Biotherapeutics appears to be dangerous, given 3 months investment horizon. SAB Biotherapeutics retains Efficiency (Sharpe Ratio) of 0.0972, which indicates the company had a 0.0972% return per unit of risk over the last 3 months. By examining SAB Biotherapeutics' technical indicators, you can evaluate if the expected return of 0.96% is justified by implied risk. Please review SAB Biotherapeutics' Market Risk Adjusted Performance of (3.16), semi deviation of 6.21, and Standard Deviation of 9.8 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SAB Biotherapeutics holds a performance score of 7. The firm owns a Beta (Systematic Risk) of -0.3, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SAB Biotherapeutics are expected to decrease at a much lower rate. During the bear market, SAB Biotherapeutics is likely to outperform the market. Please check SAB Biotherapeutics' value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether SAB Biotherapeutics' current price history will revert.
Auto-correlation | 0.29 |
Poor predictability
SAB Biotherapeutics has poor predictability. Overlapping area represents the amount of predictability between SAB Biotherapeutics time series from 17th of September 2024 to 1st of November 2024 and 1st of November 2024 to 16th 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 SAB Biotherapeutics price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current SAB Biotherapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
SAB Biotherapeutics lagged returns against current returns
Autocorrelation, which is SAB Biotherapeutics 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 SAB Biotherapeutics' stock expected returns. We can calculate the autocorrelation of SAB Biotherapeutics returns to help us make a trade decision. For example, suppose you find that SAB Biotherapeutics 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 |
SAB Biotherapeutics 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 SAB Biotherapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SAB Biotherapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SAB Biotherapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
SAB Biotherapeutics Lagged Returns
When evaluating SAB Biotherapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SAB Biotherapeutics stock have on its future price. SAB Biotherapeutics 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, SAB Biotherapeutics autocorrelation shows the relationship between SAB Biotherapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in SAB Biotherapeutics.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for SAB Stock Analysis
When running SAB Biotherapeutics' price analysis, check to measure SAB Biotherapeutics' 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 SAB Biotherapeutics is operating at the current time. Most of SAB Biotherapeutics' value examination focuses on studying past and present price action to predict the probability of SAB Biotherapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SAB Biotherapeutics' price. Additionally, you may evaluate how the addition of SAB Biotherapeutics to your portfolios can decrease your overall portfolio volatility.