Saputo OTC Stock Market Value

SAPIF -  USA Stock  

USD 24.97  0.51  2.00%

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


The market value of Saputo Inc is measured differently than its book value, which is the value of Saputo that is recorded on the company's balance sheet. Investors also form their own opinion of Saputo's value that differs from its market value or its book value, called intrinsic value, which is Saputo'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 Saputo's market value can be influenced by many factors that don't directly affect Saputo Inc underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Saputo's value and its price as these two are different measures arrived at by different means. Investors typically determine Saputo value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Saputo'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.

Saputo '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 Saputo's otc 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 Saputo.
0.00
09/21/2021
No Change 0.00  0.0 
In 30 days
10/21/2021
0.00
If you would invest  0.00  in Saputo on September 21, 2021 and sell it all today you would earn a total of 0.00 from holding Saputo Inc or generate 0.0% return on investment in Saputo over 30 days. Saputo is related to or competes with Kraft Heinz, Groupe Danone, General Mills, China Mengniu, Kerry Group, Kerry Group, and China Mengniu. Saputo Inc., through its subsidiaries, produces, markets, and distributes dairy products in Canada, the United States, A...

Saputo 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 Saputo's otc 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 Saputo Inc upside and downside potential and time the market with a certain degree of confidence.

Saputo Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Saputo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saputo's standard deviation. In reality, there are many statistical measures that can use Saputo historical prices to predict the future Saputo's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Saputo'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 Saputo in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
23.8424.9826.12
Details
Intrinsic
Valuation
LowReal ValueHigh
24.9726.1127.25
Details
Naive
Forecast
LowNext ValueHigh
24.3125.4526.58
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
24.0827.0730.05
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Saputo. Your research has to be compared to or analyzed against Saputo's peers to derive any actionable benefits. When done correctly, Saputo's 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 Saputo Inc.

Saputo Inc Backtested Returns

Saputo Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the firm had -0.15% 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. Saputo Inc exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Saputo risk adjusted performance of (0.09), and Coefficient Of Variation of (768.56) to confirm the risk estimate we provide.
The entity has a beta of 0.5868, which indicates possible diversification benefits within a given portfolio. Let's try to break down what Saputo's beta means in this case. As returns on the market increase, Saputo returns are expected to increase less than the market. However, during the bear market, the loss on holding Saputo will be expected to be smaller as well. Even though it is essential to pay attention to Saputo Inc 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. Saputo Inc exposes twenty-one different technical indicators, which can help you to evaluate its performance. Saputo Inc has an expected return of -0.18%. Please be advised to validate Saputo variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and semi variance to decide if Saputo Inc performance from the past will be repeated at some point in the near future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.14   

Insignificant predictability

Saputo Inc has insignificant predictability. Overlapping area represents the amount of predictability between Saputo time series from 21st of September 2021 to 6th of October 2021 and 6th of October 2021 to 21st of October 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Saputo Inc price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Saputo price fluctuation can be explain by its past prices.
Correlation Coefficient0.14
Spearman Rank Test-0.24
Residual Average0.0
Price Variance0.04

Saputo Inc lagged returns against current returns

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

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

Saputo Lagged Returns

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

Saputo Investors Sentiment

The influence of Saputo's 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 Saputo. 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.

Current Sentiment - SAPIF

Saputo Inc Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Saputo Inc. What is your outlook on investing in Saputo Inc? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
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Currently Active Assets on Macroaxis

Additionally, take a look at Saputo Hype Analysis, Saputo Correlation, Saputo Valuation, Saputo Volatility, as well as analyze Saputo Alpha and Beta and Saputo Performance. Note that the Saputo Inc information on this page should be used as a complementary analysis to other Saputo'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 Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for Saputo OTC Stock analysis

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