Sabre Stock Alpha and Beta Analysis


USD 7.34  0.34  4.43%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sabre Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sabre Corp over a specified time horizon. Remember, high Sabre Corp's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Additionally, take a look at Sabre Corp Backtesting, Sabre Corp Valuation, Sabre Corp Correlation, Sabre Corp Hype Analysis, Sabre Corp Volatility, Sabre Corp History and analyze Sabre Corp Performance.
Please note that although Sabre Corp alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Sabre Corp did 0.12  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Sabre Corp stock's relative risk over its benchmark. Sabre Corp has a beta of 2.25  . 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.
Sabre Corp Book Value per Share is relatively stable at the moment as compared to the past year. Sabre Corp reported last year Book Value per Share of 2.01. As of 08/19/2022, Enterprise Value over EBIT is likely to grow to 23.68, while Enterprise Value is likely to drop slightly above 8.9 B.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Enterprise Value

8.91 Billion

Sabre Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sabre Corp market risk premium is the additional return an investor will receive from holding Sabre Corp long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Sabre Corp. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Sabre Corp's performance over market.
α0.12   β2.25
90 days against DJI

Sabre Corp expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Sabre Corp's Buy-and-hold return. Our buy-and-hold chart shows how Sabre Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Sabre Corp Market Price Analysis

Market price analysis indicators help investors to evaluate how Sabre Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sabre Corp shares will generate the highest return on investment. By understating and applying Sabre Corp stock market price indicators, traders can identify Sabre Corp position entry and exit signals to maximize returns.

Sabre Corp Return and Market Media

The median price of Sabre Corp for the period between Sat, May 21, 2022 and Fri, Aug 19, 2022 is 6.75 with a coefficient of variation of 10.77. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 6.79, and mean deviation of 0.65. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
624.95 Million in Sales Expected for Sabre Co. This Quarter ...06/02/2022
Payment of 42946 shares by Moore David D of Sabre Corp subje...06/17/2022
HYA Advisors Inc Increases Holdings in Sabre Co. - Defense W...06/22/2022
EPS Estimate06/30/2022
Air Serbia to become the first customer of Sabres AI-driven ...07/12/2022
Sabre Stock Why It Increased Over 1.3 percent Today - Pulse ...07/20/2022
EPS Reported08/02/2022
Payment of 6862 shares by Williams Shawn G of Sabre Corp sub...08/16/2022
Payment of 1015 shares by Moore David D of Sabre Corp subjec...08/17/2022

About Sabre Corp Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Sabre or other stocks. Alpha measures the amount that position in Sabre Corp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2019 2021 2022 (projected)
Long Term Debt to Equity3.4715.013.95
Interest Coverage2.322.092.05

Sabre Corp Upcoming Company Events

As portrayed in its financial statements, the presentation of Sabre Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sabre Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sabre Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sabre Corp. Please utilize our Beneish M Score to check the likelihood of Sabre Corp's management manipulating its earnings.
Upcoming Quarterly Report15th of February 2022
Next Financial Report3rd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End15th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Sabre Corp

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at Sabre Corp Backtesting, Sabre Corp Valuation, Sabre Corp Correlation, Sabre Corp Hype Analysis, Sabre Corp Volatility, Sabre Corp History and analyze 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 Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

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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...