Sap Se Adr Stock Market Value
| SAP Stock | USD 178.64 1.30 0.72% |
| Symbol | SAP |
SAP SE ADR Price To Book Ratio
Is S A P'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 S A P. If investors know SAP 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 S A P 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 1.418 | Dividend Share 2.2 | Earnings Share 3.27 | Revenue Per Share 26.741 | Quarterly Revenue Growth 0.05 |
The market value of SAP SE ADR is measured differently than its book value, which is the value of SAP that is recorded on the company's balance sheet. Investors also form their own opinion of S A P's value that differs from its market value or its book value, called intrinsic value, which is S A P'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 S A P's market value can be influenced by many factors that don't directly affect S A P'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 S A P's value and its price as these two are different measures arrived at by different means. Investors typically determine if S A P is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, S A P'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.
S A P '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 S A P'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 S A P.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in S A P on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding SAP SE ADR or generate 0.0% return on investment in S A P over 30 days. S A P is related to or competes with Tyler Technologies, Roper Technologies, Cadence Design, PTC, Workday, Intuit, and Zoom Video. SAP SE, together with its subsidiaries, operates as an enterprise application software company worldwide More
S A P 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 S A P'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 SAP SE ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.0908 | |||
| Maximum Drawdown | 9.89 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 2.38 |
S A P Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for S A P's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as S A P's standard deviation. In reality, there are many statistical measures that can use S A P historical prices to predict the future S A P's volatility.| Risk Adjusted Performance | 0.0895 | |||
| Jensen Alpha | 0.1204 | |||
| Total Risk Alpha | 0.0523 | |||
| Sortino Ratio | 0.111 | |||
| Treynor Ratio | 0.148 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of S A P'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.
SAP SE ADR Backtested Returns
We consider S A P very steady. SAP SE ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0996, which indicates the company had a 0.0996% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for SAP SE ADR, which you can use to evaluate the volatility of the entity. Please validate S A P's Downside Deviation of 1.27, risk adjusted performance of 0.0895, and Market Risk Adjusted Performance of 0.158 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. S A P has a performance score of 7 on a scale of 0 to 100. The firm has a beta of 1.35, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, S A P will likely underperform. SAP SE ADR currently has a risk of 1.56%. Please validate S A P value at risk, as well as the relationship between the skewness and day median price , to decide if S A P will be following its existing price patterns.
Auto-correlation | 0.12 |
Insignificant predictability
SAP SE ADR has insignificant predictability. Overlapping area represents the amount of predictability between S A P time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SAP SE ADR price movement. The serial correlation of 0.12 indicates that less than 12.0% of current S A P price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 23.81 |
SAP SE ADR lagged returns against current returns
Autocorrelation, which is S A P 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 S A P's stock expected returns. We can calculate the autocorrelation of S A P returns to help us make a trade decision. For example, suppose you find that S A P 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 |
S A P 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 S A P stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if S A P stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in S A P stock over time.
Current vs Lagged Prices |
| Timeline |
S A P Lagged Returns
When evaluating S A P's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of S A P stock have on its future price. S A P 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, S A P autocorrelation shows the relationship between S A P stock current value and its past values and can show if there is a momentum factor associated with investing in SAP SE ADR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether SAP SE ADR is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if SAP Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Sap Se Adr Stock. Highlighted below are key reports to facilitate an investment decision about Sap Se Adr Stock:Check out S A P Correlation, S A P Volatility and S A P Alpha and Beta module to complement your research on S A P. Note that the SAP SE ADR information on this page should be used as a complementary analysis to other S A P'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 the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for SAP Stock analysis
When running S A P's price analysis, check to measure S A P'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 S A P is operating at the current time. Most of S A P's value examination focuses on studying past and present price action to predict the probability of S A P's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move S A P's price. Additionally, you may evaluate how the addition of S A P to your portfolios can decrease your overall portfolio volatility.
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device |
S A P 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.