Sap Se Stock Market Value

SAPGF Stock  USD 187.48  1.92  1.01%   
SAP SE's market value is the price at which a share of SAP SE stock trades on a public exchange. It measures the collective expectations of SAP SE investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of SAP SE and determine expected loss or profit from investing in SAP SE over a given investment horizon.
Check out SAP SE Correlation, SAP SE Volatility and SAP SE Alpha and Beta module to complement your research on SAP SE.
Symbol

Please note, there is a significant difference between SAP SE's value and its price as these two are different measures arrived at by different means. Investors typically determine if SAP SE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SAP SE'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.

SAP SE '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 SAP SE's pink sheet 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 SAP SE.
0.00
11/25/2022
No Change 0.00  0.0 
In 1 year 3 months and 25 days
03/19/2024
0.00
If you would invest  0.00  in SAP SE on November 25, 2022 and sell it all today you would earn a total of 0.00 from holding SAP SE or generate 0.0% return on investment in SAP SE over 480 days. SAP SE is related to or competes with Salesforce, S A P, Intuit, Uber Technologies, ServiceNow, Shopify, and Cadence Design. SAP SE, together with its subsidiaries, operates as an enterprise application software company worldwide More

SAP SE 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 SAP SE's pink sheet 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 upside and downside potential and time the market with a certain degree of confidence.

SAP SE Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for SAP SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SAP SE's standard deviation. In reality, there are many statistical measures that can use SAP SE historical prices to predict the future SAP SE's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of SAP SE'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 SAP SE in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
185.70187.48189.26
Details
Intrinsic
Valuation
LowRealHigh
168.73192.08193.86
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as SAP SE. Your research has to be compared to or analyzed against SAP SE's peers to derive any actionable benefits. When done correctly, SAP SE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in SAP SE.

SAP SE Backtested Returns

SAP SE appears to be very steady, given 3 months investment horizon. SAP SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the company had 0.21% return per unit of standard deviation over the last 3 months. Our approach into measuring the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for SAP SE, which you can use to evaluate the future volatility of the entity. Please review SAP SE's Downside Deviation of 1.36, risk adjusted performance of 0.1083, and Market Risk Adjusted Performance of 0.2775 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SAP SE holds a performance score of 16. The firm has a beta of 1.02, which indicates a somewhat significant risk relative to the market. SAP SE returns are very sensitive to returns on the market. As the market goes up or down, SAP SE is expected to follow. By examining SAP SE technical indicators, you can now evaluate if the expected return of 0.38% will be sustainable into the future. Please operates SAP SE semi variance, and the relationship between the maximum drawdown and daily balance of power to make a quick decision on whether SAP SE existing price patterns will revert.

Auto-correlation

    
  0.84  

Very good predictability

SAP SE has very good predictability. Overlapping area represents the amount of predictability between SAP SE time series from 25th of November 2022 to 23rd of July 2023 and 23rd of July 2023 to 19th of March 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 price movement. The serial correlation of 0.84 indicates that around 84.0% of current SAP SE price fluctuation can be explain by its past prices.
Correlation Coefficient0.84
Spearman Rank Test0.81
Residual Average0.0
Price Variance379.99

SAP SE lagged returns against current returns

Autocorrelation, which is SAP SE pink sheet'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 SAP SE's pink sheet expected returns. We can calculate the autocorrelation of SAP SE returns to help us make a trade decision. For example, suppose you find that SAP SE pink sheet 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   
       Timeline  

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

SAP SE Lagged Returns

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

Currently Active Assets on Macroaxis

Check out SAP SE Correlation, SAP SE Volatility and SAP SE Alpha and Beta module to complement your research on SAP SE.
Note that the SAP SE information on this page should be used as a complementary analysis to other SAP SE'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 AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.

Complementary Tools for SAP Pink Sheet analysis

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