Safe T (Israel) Market Value
| SAFE Stock | 393.90 6.00 1.50% |
| Symbol | Safe |
Safe T '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 Safe T'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 Safe T.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Safe T on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Safe T Group or generate 0.0% return on investment in Safe T over 90 days. Safe T is related to or competes with One Software, Synel MLL, Ai Conversation, and Fantasy Network. Safe-T Group Ltd. provides security solutions for companies and governments in North America, the Asia-Pacific, Africa, ... More
Safe T 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 Safe T'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 Safe T Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.53 | |||
| Information Ratio | 0.0962 | |||
| Maximum Drawdown | 30.37 | |||
| Value At Risk | (7.47) | |||
| Potential Upside | 16.99 |
Safe T Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Safe T's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Safe T's standard deviation. In reality, there are many statistical measures that can use Safe T historical prices to predict the future Safe T's volatility.| Risk Adjusted Performance | 0.1195 | |||
| Jensen Alpha | 0.7913 | |||
| Total Risk Alpha | (0.44) | |||
| Sortino Ratio | 0.1418 | |||
| Treynor Ratio | 7.18 |
Safe T Group Backtested Returns
Safe T appears to be very steady, given 3 months investment horizon. Safe T Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15 % return per unit of risk over the last 3 months. By inspecting Safe T's technical indicators, you can evaluate if the expected return of 0.93% is justified by implied risk. Please review Safe T's Coefficient Of Variation of 813.75, semi deviation of 4.15, and Risk Adjusted Performance of 0.1195 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Safe T holds a performance score of 11. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Safe T's returns are expected to increase less than the market. However, during the bear market, the loss of holding Safe T is expected to be smaller as well. Please check Safe T's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Safe T's existing price patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
Safe T Group has below average predictability. Overlapping area represents the amount of predictability between Safe T time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Safe T Group price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Safe T price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 1049.83 |
Safe T Group lagged returns against current returns
Autocorrelation, which is Safe T 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 Safe T's stock expected returns. We can calculate the autocorrelation of Safe T returns to help us make a trade decision. For example, suppose you find that Safe T 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 |
Safe T 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 Safe T stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Safe T stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Safe T stock over time.
Current vs Lagged Prices |
| Timeline |
Safe T Lagged Returns
When evaluating Safe T's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Safe T stock have on its future price. Safe T 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, Safe T autocorrelation shows the relationship between Safe T stock current value and its past values and can show if there is a momentum factor associated with investing in Safe T Group.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Safe Stock
Safe T financial ratios help investors to determine whether Safe Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Safe with respect to the benefits of owning Safe T security.