Sabre Stock Market Value

SABR
 Stock
  

USD 7.83  0.39  5.24%   

Sabre Corp's market value is the price at which a share of Sabre Corp stock trades on a public exchange. It measures the collective expectations of Sabre Corp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Sabre Corp and determine expected loss or profit from investing in Sabre Corp over a given investment horizon. Additionally, take a look at Sabre Corp Hype Analysis, Sabre Corp Correlation, Sabre Corp Valuation, Sabre Corp Volatility, as well as analyze Sabre Corp Alpha and Beta and Sabre Corp Performance.
Symbol


Is Sabre Corp's industry 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 Sabre Corp. If investors know Sabre 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 Sabre Corp 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 YOY
-0.13
Market Capitalization
2.5 B
Quarterly Revenue Growth YOY
0.57
Return On Assets
-0.048
Return On Equity
-7.37
The market value of Sabre Corp is measured differently than its book value, which is the value of Sabre that is recorded on the company's balance sheet. Investors also form their own opinion of Sabre Corp's value that differs from its market value or its book value, called intrinsic value, which is Sabre Corp'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 Sabre Corp's market value can be influenced by many factors that don't directly affect Sabre Corp'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 Sabre Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine Sabre Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sabre Corp'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.

Sabre Corp '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 Sabre Corp'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 Sabre Corp.
0.00
06/11/2022
No Change 0.00  0.0 
In 2 months and 1 day
08/10/2022
0.00
If you would invest  0.00  in Sabre Corp on June 11, 2022 and sell it all today you would earn a total of 0.00 from holding Sabre Corp or generate 0.0% return on investment in Sabre Corp over 60 days. Sabre Corp is related to or competes with Alphabet, Servicenow, NetApp, Teradata Corp, Unisys Corp, Vmware, and Workday. Sabre Corporation, through its subsidiary, Sabre Holdings Corporation, provides software and technology solutions for th...More

Sabre Corp 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 Sabre Corp'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 Sabre Corp upside and downside potential and time the market with a certain degree of confidence.

Sabre Corp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabre Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabre Corp's standard deviation. In reality, there are many statistical measures that can use Sabre Corp historical prices to predict the future Sabre Corp's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Sabre Corp'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. Please use the tools below to analyze the current value of Sabre Corp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
2.587.3612.14
Details
Intrinsic
Valuation
LowReal ValueHigh
3.338.1112.89
Details
Naive
Forecast
LowNext ValueHigh
3.348.1312.91
Details
3 Analysts
Consensus
LowTarget PriceHigh
9.0010.5012.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Sabre Corp. Your research has to be compared to or analyzed against Sabre Corp's peers to derive any actionable benefits. When done correctly, Sabre Corp's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Sabre Corp.

Sabre Corp Backtested Returns

We consider Sabre Corp slightly risky. Sabre Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0261, which indicates the firm had 0.0261% of return per unit of risk over the last 24 months. Our standpoint towards measuring the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Sabre Corp, which you can use to evaluate the future volatility of the company. Please validate Sabre Corp Semi Deviation of 4.02, risk adjusted performance of 0.0301, and Coefficient Of Variation of 4447.74 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%.
Sabre Corp has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 2.1864, which indicates a somewhat significant risk relative to the market. Let's try to break down what Sabre's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sabre Corp will likely underperform. Although it is important to respect Sabre Corp current price movements, it is better to be realistic regarding the information on the equity's historical returns. The philosophy towards measuring future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Sabre Corp technical indicators, you can presently evaluate if the expected return of 0.12% will be sustainable into the future. Sabre Corp right now has a risk of 4.61%. Please validate Sabre Corp value at risk, and the relationship between the jensen alpha and skewness to decide if Sabre Corp will be following its existing price patterns.

Auto-correlation

    
  0.56  

Modest predictability

Sabre Corp has modest predictability. Overlapping area represents the amount of predictability between Sabre Corp time series from 11th of June 2022 to 11th of July 2022 and 11th of July 2022 to 10th of August 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sabre Corp price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Sabre Corp price fluctuation can be explain by its past prices.
Correlation Coefficient0.56
Spearman Rank Test0.42
Residual Average0.0
Price Variance0.22

Sabre Corp lagged returns against current returns

Autocorrelation, which is Sabre Corp 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 Sabre Corp's stock expected returns. We can calculate the autocorrelation of Sabre Corp returns to help us make a trade decision. For example, suppose you find that Sabre Corp stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

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

Sabre Corp Lagged Returns

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

Sabre Corp Investors Sentiment

The influence of Sabre Corp's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Sabre. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Sabre Corp's public news can be used to forecast risks associated with investment in Sabre. The trend in average sentiment can be used to explain how an investor holding Sabre can time the market purely based on public headlines and social activities around Sabre Corp. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Sabre Corp's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Sabre Corp's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Sabre Corp's news discussions. The higher the estimate score, the more favorable is the investor's outlook on Sabre Corp.

Sabre Corp Implied Volatility

    
  177.26  
Sabre Corp's implied volatility exposes the market's sentiment of Sabre Corp stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Sabre Corp's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Sabre Corp stock will not fluctuate a lot when Sabre Corp's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Sabre Corp in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Sabre Corp's short interest history, or implied volatility extrapolated from Sabre Corp options trading.

Currently Active Assets on Macroaxis

Additionally, take a look at Sabre Corp Hype Analysis, Sabre Corp Correlation, Sabre Corp Valuation, Sabre Corp Volatility, as well as analyze Sabre Corp Alpha and Beta and Sabre Corp Performance. Note that the Sabre Corp information on this page should be used as a complementary analysis to other Sabre Corp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Complementary Tools for Sabre Stock analysis

When running Sabre Corp price analysis, check to measure Sabre Corp'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 Sabre Corp is operating at the current time. Most of Sabre Corp's value examination focuses on studying past and present price action to predict the probability of Sabre Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Sabre Corp's price. Additionally, you may evaluate how the addition of Sabre Corp to your portfolios can decrease your overall portfolio volatility.
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Sabre Corp technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Sabre Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Sabre Corp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...