S A P Stock Performance

SAP -  USA Stock  

USD 141.83  2.66  1.91%

S A P has performance score of 2 on a scale of 0 to 100. The firm has a beta of 0.4598, which indicates possible diversification benefits within a given portfolio. Let's try to break down what S A P's beta means in this case. As returns on the market increase, S A P returns are expected to increase less than the market. However, during the bear market, the loss on holding S A P will be expected to be smaller as well. Although it is extremely important to respect SAP Ag ADR current price movements, it is better to be realistic regarding the information on equity historical returns. The approach into measuring future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By examining SAP Ag ADR technical indicators, you can now evaluate if the expected return of 0.0427% will be sustainable into the future. SAP Ag ADR currently has a risk of 1.23%. 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.

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 S A P Performance
2 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in SAP Ag ADR are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, S A P is not utilizing all of its potentials. The newest stock price disarray, may contribute to short-term losses for the insiders. ...more

S A P Price Channel

Quick Ratio1.11
Fifty Two Week Low104.64
Target High Price178.72
Fifty Two Week High159.46
Payout Ratio34.32%
Trailing Annual Dividend Yield1.28%
Target Low Price122.81

S A P Relative Risk vs. Return Landscape

If you would invest  13,871  in SAP Ag ADR on June 23, 2021 and sell it today you would earn a total of  312.00  from holding SAP Ag ADR or generate 2.25% return on investment over 90 days. SAP Ag ADR is generating 0.0427% of daily returns assuming volatility of 1.227% on return distribution over 90 days investment horizon. In other words, 10% of stocks are less volatile than S A P, and above 99% of all equities are expected to generate higher returns over the next 90 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering the 90-day investment horizon S A P is expected to generate 1.82 times more return on investment than the market. However, the company is 1.82 times more volatile than its market benchmark. It trades about 0.03 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

S A P Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for S A P's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SAP Ag ADR, and traders can use it to determine the average amount a S A P's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0348

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Estimated Market Risk
 1.23
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 0.04
  actual daily
 
 0 %
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00
Risk-Adjusted Return
 0.03
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 2 %
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22
Based on monthly moving average S A P is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of S A P by adding it to a well-diversified portfolio.

About S A P Performance

To evaluate SAP Ag ADR Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when S A P generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare S A P Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand SAP Ag ADR stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents S A P's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
SAP SE operates as an enterprise application software company worldwide. SAP SE was founded in 1972 and is headquartered in Walldorf, Germany. S A P operates under SoftwareApplication classification in the United States and is traded on New York Stock Exchange. It employs 103142 people.

Things to note about SAP Ag ADR

Checking the ongoing alerts about S A P for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for SAP Ag ADR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

S A P Alerts

Equity Alerts and Improvement Suggestions

Additionally, take a look at World Market Map. Note that the SAP Ag 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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

Complementary Tools for S A P Stock analysis

When running SAP Ag ADR 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 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.
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The market value of SAP Ag ADR is measured differently than its book value, which is the value of S A P 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 SAP Ag ADR 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 S A P's value and its price as these two are different measures arrived at by different means. Investors typically determine S A P value 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.