Sats Stock Market Value
| SPASF Stock | USD 2.50 0.06 2.46% |
| Symbol | SATS |
SATS '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 SATS's pink sheet 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 SATS.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in SATS on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding SATS or generate 0.0% return on investment in SATS over 90 days. SATS is related to or competes with RLJ Lodging, Sphere Entertainment, Getty Images, Wynn Resorts, Boyd Gaming, and Dave Busters. SATS Ltd., an investment holding company, provides gateway services and food solutions in Singapore, Japan, and internat... More
SATS 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 SATS's pink sheet 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 SATS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.69 | |||
| Information Ratio | 0.0926 | |||
| Maximum Drawdown | 49.73 | |||
| Value At Risk | (10.26) | |||
| Potential Upside | 16.13 |
SATS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SATS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SATS's standard deviation. In reality, there are many statistical measures that can use SATS historical prices to predict the future SATS's volatility.| Risk Adjusted Performance | 0.114 | |||
| Jensen Alpha | 0.8408 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0553 | |||
| Treynor Ratio | (1.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SATS's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
SATS Backtested Returns
At this point, SATS is very risky. SATS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0297, which indicates the company had a 0.0297 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for SATS, which you can use to evaluate the volatility of the entity. Please validate SATS's Downside Deviation of 11.69, risk adjusted performance of 0.114, and Market Risk Adjusted Performance of (1.60) to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. SATS has a performance score of 2 on a scale of 0 to 100. The firm has a beta of -0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SATS are expected to decrease at a much lower rate. During the bear market, SATS is likely to outperform the market. SATS currently has a risk of 4.16%. Please validate SATS potential upside, as well as the relationship between the skewness and day median price , to decide if SATS will be following its existing price patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
SATS has weak reverse predictability. Overlapping area represents the amount of predictability between SATS time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 SATS price movement. The serial correlation of -0.22 indicates that over 22.0% of current SATS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
SATS lagged returns against current returns
Autocorrelation, which is SATS pink sheet'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 SATS's pink sheet expected returns. We can calculate the autocorrelation of SATS returns to help us make a trade decision. For example, suppose you find that SATS has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
SATS 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 SATS pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SATS pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SATS pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SATS Lagged Returns
When evaluating SATS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SATS pink sheet have on its future price. SATS 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, SATS autocorrelation shows the relationship between SATS pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SATS.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SATS Pink Sheet
SATS financial ratios help investors to determine whether SATS Pink Sheet 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 SATS with respect to the benefits of owning SATS security.