Sabre Insurance (Germany) Market Value
| 18M Stock | EUR 1.44 0.02 1.41% |
| Symbol | Sabre |
Sabre Insurance '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 Insurance'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 Insurance.
| 09/02/2025 |
| 12/01/2025 |
If you would invest 0.00 in Sabre Insurance on September 2, 2025 and sell it all today you would earn a total of 0.00 from holding Sabre Insurance Group or generate 0.0% return on investment in Sabre Insurance over 90 days. Sabre Insurance is related to or competes with AFRICAN MEDIA, Taiwan Semiconductor, Ubisoft Entertainment, Hollywood Bowl, Semiconductor Manufacturing, MagnaChip Semiconductor, and Southern Cross. Sabre Insurance Group plc, through its subsidiaries, writes general insurance for motor vehicles in the United Kingdom More
Sabre Insurance 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 Insurance'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 Insurance Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 12.21 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 4.23 |
Sabre Insurance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabre Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabre Insurance's standard deviation. In reality, there are many statistical measures that can use Sabre Insurance historical prices to predict the future Sabre Insurance's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.27) |
Sabre Insurance Group Backtested Returns
Sabre Insurance Group owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0613, which indicates the firm had a -0.0613 % return per unit of risk over the last 3 months. Sabre Insurance Group exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sabre Insurance's Coefficient Of Variation of (1,463), risk adjusted performance of (0.04), and Variance of 5.99 to confirm the risk estimate we provide. The entity has a beta of 0.66, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sabre Insurance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sabre Insurance is expected to be smaller as well. At this point, Sabre Insurance Group has a negative expected return of -0.15%. Please make sure to validate Sabre Insurance's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if Sabre Insurance Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
Sabre Insurance Group has very weak reverse predictability. Overlapping area represents the amount of predictability between Sabre Insurance time series from 2nd of September 2025 to 17th of October 2025 and 17th of October 2025 to 1st of December 2025. 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 Insurance Group price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Sabre Insurance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sabre Insurance Group lagged returns against current returns
Autocorrelation, which is Sabre Insurance 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 Insurance's stock expected returns. We can calculate the autocorrelation of Sabre Insurance returns to help us make a trade decision. For example, suppose you find that Sabre Insurance 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 |
Sabre Insurance 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 Insurance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabre Insurance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabre Insurance stock over time.
Current vs Lagged Prices |
| Timeline |
Sabre Insurance Lagged Returns
When evaluating Sabre Insurance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabre Insurance stock have on its future price. Sabre Insurance 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 Insurance autocorrelation shows the relationship between Sabre Insurance stock current value and its past values and can show if there is a momentum factor associated with investing in Sabre Insurance Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sabre Stock
Sabre Insurance financial ratios help investors to determine whether Sabre Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sabre with respect to the benefits of owning Sabre Insurance security.