Science Stock Market Value

SAIC
 Stock
  

USD 92.04  2.22  2.36%   

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


Is Science Applications' 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 Science Applications. If investors know Science 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 Science Applications 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
-0.065
Market Capitalization
5.1 B
Quarterly Revenue Growth YOY
0.063
Return On Assets
0.0557
Return On Equity
0.17
The market value of Science Applications is measured differently than its book value, which is the value of Science that is recorded on the company's balance sheet. Investors also form their own opinion of Science Applications' value that differs from its market value or its book value, called intrinsic value, which is Science Applications' 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 Science Applications' market value can be influenced by many factors that don't directly affect Science Applications' 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 Science Applications' value and its price as these two are different measures arrived at by different means. Investors typically determine Science Applications value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Science Applications' 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.

Science Applications '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 Science Applications' 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 Science Applications.
0.00
04/04/2021
No Change 0.00  0.0 
In 1 year 2 months and 27 days
06/28/2022
0.00
If you would invest  0.00  in Science Applications on April 4, 2021 and sell it all today you would earn a total of 0.00 from holding Science Applications International or generate 0.0% return on investment in Science Applications over 450 days. Science Applications is related to or competes with Paypal Holdings, Visa, Xerox Corp, General Electric, Travelers Companies, Pfizer, and Disney. Science Applications International Corporation provides technical, engineering, and enterprise information technology se...More

Science Applications 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 Science Applications' 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 Science Applications International upside and downside potential and time the market with a certain degree of confidence.

Science Applications Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Science Applications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Science Applications' standard deviation. In reality, there are many statistical measures that can use Science Applications historical prices to predict the future Science Applications' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Science Applications' 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 Science Applications in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
90.1392.0493.95
Details
Intrinsic
Valuation
LowReal ValueHigh
82.84104.78106.69
Details
Naive
Forecast
LowNext ValueHigh
89.5891.4993.40
Details
10 Analysts
Consensus
LowTarget PriceHigh
93.00103.56111.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Science Applications. Your research has to be compared to or analyzed against Science Applications' peers to derive any actionable benefits. When done correctly, Science Applications' 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 Science Applications.

Science Applications Backtested Returns

Science Applications owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0016, which indicates the firm had -0.0016% 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. Science Applications International exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Science Applications Semi Deviation of 1.81, risk adjusted performance of 0.0355, and Coefficient Of Variation of 4366.97 to confirm the risk estimate we provide.
The entity has a beta of 0.8319, which indicates possible diversification benefits within a given portfolio. Let's try to break down what Science's beta means in this case. As returns on the market increase, Science Applications returns are expected to increase less than the market. However, during the bear market, the loss on holding Science Applications will be expected to be smaller as well. Even though it is essential to pay attention to Science Applications 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. Science Applications International exposes twenty-one different technical indicators, which can help you to evaluate its performance. Science Applications has an expected return of -0.0031%. Please be advised to validate Science Applications maximum drawdown, and the relationship between the information ratio and downside variance to decide if Science Applications performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.21  

Weak reverse predictability

Science Applications International has weak reverse predictability. Overlapping area represents the amount of predictability between Science Applications time series from 4th of April 2021 to 15th of November 2021 and 15th of November 2021 to 28th of June 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 Science Applications price movement. The serial correlation of -0.21 indicates that over 21.0% of current Science Applications price fluctuation can be explain by its past prices.
Correlation Coefficient-0.21
Spearman Rank Test0.06
Residual Average0.0
Price Variance12.89

Science Applications lagged returns against current returns

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

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

Science Applications Lagged Returns

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

Science Applications Investors Sentiment

The influence of Science Applications' 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 Science. 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.

Science Applications Implied Volatility

    
  31.77  
Science Applications' implied volatility exposes the market's sentiment of Science Applications International stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Science Applications' 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 Science Applications stock will not fluctuate a lot when Science Applications' 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 Science Applications 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, Science Applications' short interest history, or implied volatility extrapolated from Science Applications options trading.

Current Sentiment - SAIC

Science Applications Investor Sentiment

Most of Macroaxis users are at this time bullish on Science Applications International. What is your outlook on investing in Science Applications International? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

Currently Active Assets on Macroaxis

Additionally, take a look at Science Applications Hype Analysis, Science Applications Correlation, Science Applications Valuation, Science Applications Volatility, as well as analyze Science Applications Alpha and Beta and Science Applications Performance. Note that the Science Applications information on this page should be used as a complementary analysis to other Science Applications' 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 Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

Complementary Tools for Science Stock analysis

When running Science Applications price analysis, check to measure Science Applications' 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 Science Applications is operating at the current time. Most of Science Applications' value examination focuses on studying past and present price action to predict the probability of Science Applications' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Science Applications' price. Additionally, you may evaluate how the addition of Science Applications to your portfolios can decrease your overall portfolio volatility.
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Science Applications 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 Science Applications technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Science Applications 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...