Sabre Stock Market Value

SABR
 Stock
  

USD 6.60  0.22  3.45%   

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
Backtest


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
B
Quarterly Revenue Growth YOY
0.79
Return On Assets
-0.059
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
06/06/2022
No Change 0.00  0.0 
In 31 days
07/06/2022
0.00
If you would invest  0.00  in Sabre Corp on June 6, 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 30 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
1.466.4811.50
Details
Intrinsic
Valuation
LowReal ValueHigh
3.378.3913.41
Details
3 Analysts
Consensus
LowTarget PriceHigh
9.0010.5012.00
Details
Earnings
Estimates (1)
LowProjected EPSHigh
-2.42-2.42-2.42
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

Sabre Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had -0.12% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Sabre Corp exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Sabre Corp risk adjusted performance of (0.21), and Coefficient Of Variation of (640.77) to confirm the risk estimate we provide.
The entity has a beta of 2.0121, 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. Even though it is essential to pay attention to Sabre Corp current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Sabre Corp exposes twenty-seven different technical indicators, which can help you to evaluate its performance. Sabre Corp has an expected return of -0.63%. Please be advised to validate Sabre Corp value at risk, and the relationship between the jensen alpha and skewness to decide if Sabre Corp performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.3  

Weak reverse predictability

Sabre Corp has weak reverse predictability. Overlapping area represents the amount of predictability between Sabre Corp time series from 6th of June 2022 to 21st of June 2022 and 21st of June 2022 to 6th of July 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 -0.3 indicates that nearly 30.0% of current Sabre Corp price fluctuation can be explain by its past prices.
Correlation Coefficient-0.3
Spearman Rank Test-0.59
Residual Average0.0
Price Variance0.05

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 
Share
      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 
Share
      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 
Share
      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Sabre Corp without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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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 Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.

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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...