Sabre Corpo Stock Volatility
| SABR Stock | USD 2.80 0.04 1.45% |
Sabre Corpo owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13% return per unit of risk over the last 3 months. Sabre Corpo exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sabre Corpo's Coefficient Of Variation of (881.54), variance of 24.57, and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. Key indicators related to Sabre Corpo's volatility include:
60 Days Market Risk | Chance Of Distress | 60 Days Economic Sensitivity |
Sabre Corpo Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Sabre daily returns, and it is calculated using variance and standard deviation. We also use Sabre's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Sabre Corpo volatility.
Sabre |
ESG Sustainability
While most ESG disclosures are voluntary, Sabre Corpo's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Sabre Corpo's managers and investors.Environment Score | Governance Score | Social Score |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Sabre Corpo can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Sabre Corpo at lower prices. For example, an investor can purchase Sabre stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Sabre Corpo's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving together with Sabre Stock
| 0.74 | ZS | Zscaler Financial Report 6th of June 2024 | PairCorr |
Moving against Sabre Stock
| 0.84 | SQ | Block Inc Aggressive Push | PairCorr |
| 0.81 | DTSS | Datasea Tech Boost | PairCorr |
| 0.63 | EEFT | Euronet Worldwide Financial Report 7th of May 2024 | PairCorr |
| 0.57 | FLYW | Flywire Corp Financial Report 14th of May 2024 | PairCorr |
| 0.56 | BOX | Box Inc Financial Report 4th of June 2024 | PairCorr |
| 0.49 | GB | Global Blue Group | PairCorr |
| 0.49 | VERI | Veritone Financial Report 7th of May 2024 | PairCorr |
| 0.42 | NN | Nextnav Acquisition Corp Upward Rally | PairCorr |
Sabre Corpo Market Sensitivity And Downside Risk
Sabre Corpo's beta coefficient measures the volatility of Sabre stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Sabre stock's returns against your selected market. In other words, Sabre Corpo's beta of -1.39 provides an investor with an approximation of how much risk Sabre Corpo stock can potentially add to one of your existing portfolios. Sabre Corpo exhibits very low volatility with skewness of -1.32 and kurtosis of 5.84. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Sabre Corpo's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Sabre Corpo's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Sabre Corpo Demand TrendCheck current 90 days Sabre Corpo correlation with market (NYSE Composite)Sabre Beta |
Sabre standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 5.08 |
It is essential to understand the difference between upside risk (as represented by Sabre Corpo's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Sabre Corpo's daily returns or price. Since the actual investment returns on holding a position in sabre stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Sabre Corpo.
Using Sabre Put Option to Manage Risk
Put options written on Sabre Corpo grant holders of the option the right to sell a specified amount of Sabre Corpo at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Sabre Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Sabre Corpo's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding Sabre Corpo will be realized, the loss incurred will be offset by the profits made with the option trade.
Sabre Corpo's PUT expiring on 2024-05-17
Profit |
| Sabre Corpo Price At Expiration |
Current Sabre Corpo Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | 2024-05-17 PUT at $4.0 | -0.5826 | 0.207 | 9 | 2024-05-17 | 1.17 - 2.12 | 1.4 | View |
Put | 2024-05-17 PUT at $3.5 | -0.9241 | 0.2972 | 61 | 2024-05-17 | 0.71 - 0.83 | 0.89 | View |
Put | 2024-05-17 PUT at $3.0 | -0.5977 | 0.5814 | 106 | 2024-05-17 | 0.41 - 0.43 | 0.42 | View |
Put | 2024-05-17 PUT at $2.5 | -0.3094 | 0.5029 | 488 | 2024-05-17 | 0.16 - 0.18 | 0.16 | View |
Put | 2024-05-17 PUT at $2.0 | -0.1111 | 0.2321 | 248 | 2024-05-17 | 0.05 - 0.06 | 0.05 | View |
Sabre Corpo Stock Volatility Analysis
Volatility refers to the frequency at which Sabre Corpo stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Sabre Corpo's price changes. Investors will then calculate the volatility of Sabre Corpo's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Sabre Corpo's volatility:
Historical Volatility
This type of stock volatility measures Sabre Corpo's fluctuations based on previous trends. It's commonly used to predict Sabre Corpo's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Sabre Corpo's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Sabre Corpo's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Sabre Corpo Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Sabre Corpo Projected Return Density Against Market
Given the investment horizon of 90 days Sabre Corpo has a beta of -1.3904 . This usually implies as returns on its benchmark rise, returns on holding Sabre Corpo are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Sabre Corpo is expected to outperform its benchmark.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Sabre Corpo or IT Services sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Sabre Corpo's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Sabre stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Sabre Corpo has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Predicted Return Density |
| Returns |
What Drives a Sabre Corpo Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Sabre Corpo Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Sabre Corpo is -764.12. The daily returns are distributed with a variance of 25.82 and standard deviation of 5.08. The mean deviation of Sabre Corpo is currently at 3.41. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | -0.46 | |
β | Beta against NYSE Composite | -1.39 | |
σ | Overall volatility | 5.08 | |
Ir | Information ratio | -0.13 |
Sabre Corpo Stock Return Volatility
Sabre Corpo historical daily return volatility represents how much of Sabre Corpo stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 5.0813% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.63% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Sabre Corpo Volatility
Volatility is a rate at which the price of Sabre Corpo or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Sabre Corpo may increase or decrease. In other words, similar to Sabre's beta indicator, it measures the risk of Sabre Corpo and helps estimate the fluctuations that may happen in a short period of time. So if prices of Sabre Corpo fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.| Last Reported | Projected for Next Year | ||
| Market Cap | 1.5 B | 2.4 B |
Sabre Corpo's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Sabre Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Sabre Corpo's price varies over time.
3 ways to utilize Sabre Corpo's volatility to invest better
Higher Sabre Corpo's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Sabre Corpo stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Sabre Corpo stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Sabre Corpo investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Sabre Corpo's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Sabre Corpo's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Sabre Corpo Investment Opportunity
Sabre Corpo has a volatility of 5.08 and is 8.06 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of Sabre Corpo is lower than 45 percent of all global equities and portfolios over the last 90 days. You can use Sabre Corpo to enhance the returns of your portfolios. The stock experiences a large bullish trend. Check odds of Sabre Corpo to be traded at $3.08 in 90 days.Good diversification
The correlation between Sabre Corpo and NYA is -0.18 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sabre Corpo and NYA in the same portfolio, assuming nothing else is changed.
Sabre Corpo Additional Risk Indicators
The analysis of Sabre Corpo's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Sabre Corpo's investment and either accepting that risk or mitigating it. Along with some common measures of Sabre Corpo stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | (0.06) | |||
| Market Risk Adjusted Performance | 0.4216 | |||
| Mean Deviation | 3.33 | |||
| Coefficient Of Variation | (881.54) | |||
| Standard Deviation | 4.96 | |||
| Variance | 24.57 | |||
| Information Ratio | (0.13) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Sabre Corpo Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Sabre Corpo as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Sabre Corpo's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Sabre Corpo's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Sabre Corpo.
When determining whether Sabre Corpo is a strong investment it is important to analyze Sabre Corpo's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Sabre Corpo's future performance. For an informed investment choice regarding Sabre Stock, refer to the following important reports: Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sabre Corpo. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of labor statistics. To learn how to invest in Sabre Stock, please use our How to Invest in Sabre Corpo guide.Note that the Sabre Corpo information on this page should be used as a complementary analysis to other Sabre Corpo'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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Complementary Tools for Sabre Stock analysis
When running Sabre Corpo's price analysis, check to measure Sabre Corpo'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 Sabre Corpo is operating at the current time. Most of Sabre Corpo's value examination focuses on studying past and present price action to predict the probability of Sabre Corpo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sabre Corpo's price. Additionally, you may evaluate how the addition of Sabre Corpo to your portfolios can decrease your overall portfolio volatility.
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine |
Is Sabre Corpo'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 Sabre Corpo. If investors know Sabre 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 Sabre Corpo 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 (0.13) | Earnings Share (1.56) | Revenue Per Share 8.39 | Quarterly Revenue Growth 0.089 | Return On Assets 0.0078 |
The market value of Sabre Corpo is measured differently than its book value, which is the value of Sabre that is recorded on the company's balance sheet. Investors also form their own opinion of Sabre Corpo's value that differs from its market value or its book value, called intrinsic value, which is Sabre Corpo'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 Sabre Corpo's market value can be influenced by many factors that don't directly affect Sabre Corpo'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 Sabre Corpo's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sabre Corpo is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sabre Corpo'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.