Saiheat Limited Stock Market Value
| SAIH Stock | 9.71 0.94 8.83% |
| Symbol | SAIHEAT |
Is Business Services space 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 SAIHEAT. If investors know SAIHEAT 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 SAIHEAT listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of SAIHEAT Limited is measured differently than its book value, which is the value of SAIHEAT that is recorded on the company's balance sheet. Investors also form their own opinion of SAIHEAT's value that differs from its market value or its book value, called intrinsic value, which is SAIHEAT'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 SAIHEAT's market value can be influenced by many factors that don't directly affect SAIHEAT'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 SAIHEAT's value and its price as these two are different measures arrived at by different means. Investors typically determine if SAIHEAT is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SAIHEAT'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.
SAIHEAT '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 SAIHEAT'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 SAIHEAT.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in SAIHEAT on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding SAIHEAT Limited or generate 0.0% return on investment in SAIHEAT over 90 days. SAIHEAT is related to or competes with Radcom, JD Sports, Kartoon Studios,, Reservoir Media, Imax Corp, JD Sports, and Weibo Corp. More
SAIHEAT 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 SAIHEAT'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 SAIHEAT Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.24 | |||
| Information Ratio | 0.1177 | |||
| Maximum Drawdown | 60.36 | |||
| Value At Risk | (11.77) | |||
| Potential Upside | 22.36 |
SAIHEAT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SAIHEAT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SAIHEAT's standard deviation. In reality, there are many statistical measures that can use SAIHEAT historical prices to predict the future SAIHEAT's volatility.| Risk Adjusted Performance | 0.132 | |||
| Jensen Alpha | 1.56 | |||
| Total Risk Alpha | (1.00) | |||
| Sortino Ratio | 0.1517 | |||
| Treynor Ratio | (2.95) |
SAIHEAT Limited Backtested Returns
SAIHEAT is risky given 3 months investment horizon. SAIHEAT Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the company had a 0.14 % return per unit of volatility over the last 3 months. We were able to collect and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.47% are justified by taking the suggested risk. Use SAIHEAT Limited Downside Deviation of 8.24, market risk adjusted performance of (2.94), and Risk Adjusted Performance of 0.132 to evaluate company specific risk that cannot be diversified away. SAIHEAT holds a performance score of 10 on a scale of zero to a hundred. The firm has a beta of -0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SAIHEAT are expected to decrease at a much lower rate. During the bear market, SAIHEAT is likely to outperform the market. Use SAIHEAT Limited sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to analyze future returns on SAIHEAT Limited.
Auto-correlation | 0.28 |
Poor predictability
SAIHEAT Limited has poor predictability. Overlapping area represents the amount of predictability between SAIHEAT 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 SAIHEAT Limited price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current SAIHEAT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 3.27 |
SAIHEAT Limited lagged returns against current returns
Autocorrelation, which is SAIHEAT 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 SAIHEAT's stock expected returns. We can calculate the autocorrelation of SAIHEAT returns to help us make a trade decision. For example, suppose you find that SAIHEAT 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 |
SAIHEAT 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 SAIHEAT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SAIHEAT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SAIHEAT stock over time.
Current vs Lagged Prices |
| Timeline |
SAIHEAT Lagged Returns
When evaluating SAIHEAT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SAIHEAT stock have on its future price. SAIHEAT 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, SAIHEAT autocorrelation shows the relationship between SAIHEAT stock current value and its past values and can show if there is a momentum factor associated with investing in SAIHEAT Limited.
Regressed Prices |
| Timeline |
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Check out SAIHEAT Correlation, SAIHEAT Volatility and SAIHEAT Alpha and Beta module to complement your research on SAIHEAT. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
SAIHEAT technical 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.