Sabine Royalty Trust Stock Market Value
| SBR Stock | USD 65.49 0.02 0.03% |
| Symbol | Sabine |
Sabine Royalty Trust Price To Book Ratio
Is Oil & Gas Exploration & Production 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 Sabine Royalty. If investors know Sabine 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 Sabine Royalty 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 (0.09) | Dividend Share 5.382 | Earnings Share 5.33 | Revenue Per Share | Quarterly Revenue Growth (0.07) |
The market value of Sabine Royalty Trust is measured differently than its book value, which is the value of Sabine that is recorded on the company's balance sheet. Investors also form their own opinion of Sabine Royalty's value that differs from its market value or its book value, called intrinsic value, which is Sabine Royalty'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 Sabine Royalty's market value can be influenced by many factors that don't directly affect Sabine Royalty'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 Sabine Royalty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sabine Royalty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sabine Royalty'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.
Sabine Royalty '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 Sabine Royalty'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 Sabine Royalty.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Sabine Royalty on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Sabine Royalty Trust or generate 0.0% return on investment in Sabine Royalty over 90 days. Sabine Royalty is related to or competes with Cross Timbers, Mesa Royalty, MV Oil, North European, Permian Basin, PermRock Royalty, and San Juan. Sabine Royalty Trust holds royalty and mineral interests in various producing oil and gas properties in the United State... More
Sabine Royalty 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 Sabine Royalty'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 Sabine Royalty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9786 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.57 |
Sabine Royalty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabine Royalty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabine Royalty's standard deviation. In reality, there are many statistical measures that can use Sabine Royalty historical prices to predict the future Sabine Royalty's volatility.| Risk Adjusted Performance | 0.0404 | |||
| Jensen Alpha | (0.0008) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | 0.1643 |
Sabine Royalty Trust Backtested Returns
Sabine Royalty Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Sabine Royalty Trust exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sabine Royalty's Semi Deviation of 0.9238, risk adjusted performance of 0.0404, and Coefficient Of Variation of 2282.58 to confirm the risk estimate we provide. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sabine Royalty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sabine Royalty is expected to be smaller as well. At this point, Sabine Royalty Trust has a negative expected return of -0.0016%. Please make sure to validate Sabine Royalty's value at risk, and the relationship between the jensen alpha and skewness , to decide if Sabine Royalty Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Sabine Royalty Trust has insignificant predictability. Overlapping area represents the amount of predictability between Sabine Royalty 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 Sabine Royalty Trust price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Sabine Royalty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Sabine Royalty Trust lagged returns against current returns
Autocorrelation, which is Sabine Royalty 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 Sabine Royalty's stock expected returns. We can calculate the autocorrelation of Sabine Royalty returns to help us make a trade decision. For example, suppose you find that Sabine Royalty 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 |
Sabine Royalty 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 Sabine Royalty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabine Royalty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabine Royalty stock over time.
Current vs Lagged Prices |
| Timeline |
Sabine Royalty Lagged Returns
When evaluating Sabine Royalty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabine Royalty stock have on its future price. Sabine Royalty 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, Sabine Royalty autocorrelation shows the relationship between Sabine Royalty stock current value and its past values and can show if there is a momentum factor associated with investing in Sabine Royalty Trust.
Regressed Prices |
| Timeline |
Pair Trading with Sabine Royalty
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Sabine Royalty position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Sabine Royalty will appreciate offsetting losses from the drop in the long position's value.Moving together with Sabine Stock
Moving against Sabine Stock
| 0.47 | PBA | Pembina Pipeline Corp | PairCorr |
| 0.4 | SMC | Summit Midstream Symbol Change | PairCorr |
| 0.31 | CQP | Cheniere Energy Partners | PairCorr |
The ability to find closely correlated positions to Sabine Royalty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Sabine Royalty when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Sabine Royalty - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Sabine Royalty Trust to buy it.
The correlation of Sabine Royalty is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Sabine Royalty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Sabine Royalty Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Sabine Royalty can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Sabine Stock Analysis
When running Sabine Royalty's price analysis, check to measure Sabine Royalty'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 Sabine Royalty is operating at the current time. Most of Sabine Royalty's value examination focuses on studying past and present price action to predict the probability of Sabine Royalty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sabine Royalty's price. Additionally, you may evaluate how the addition of Sabine Royalty to your portfolios can decrease your overall portfolio volatility.