Sapiens International (Israel) Market Value
| SPNS Stock | 10,160 30.00 0.29% |
| Symbol | Sapiens |
Sapiens International '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 Sapiens International'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 Sapiens International.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Sapiens International on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Sapiens International or generate 0.0% return on investment in Sapiens International over 90 days. Sapiens International is related to or competes with Nova, Nice, Matrix, Magic Software, and Tower Semiconductor. Sapiens International Corporation N.V. provides software solutions for the insurance and financial services industries i... More
Sapiens International 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 Sapiens International'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 Sapiens International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 8.66 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 1.5 |
Sapiens International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sapiens International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sapiens International's standard deviation. In reality, there are many statistical measures that can use Sapiens International historical prices to predict the future Sapiens International's volatility.| Risk Adjusted Performance | 0.0346 | |||
| Jensen Alpha | 0.0327 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.7015 |
Sapiens International Backtested Returns
At this point, Sapiens International is very steady. Sapiens International 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. We have found thirty technical indicators for Sapiens International, which you can use to evaluate the volatility of the company. Please validate Sapiens International's Coefficient Of Variation of 2978.58, risk adjusted performance of 0.0346, and Semi Deviation of 1.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.0061%. The entity has a beta of 0.0613, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sapiens International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sapiens International is expected to be smaller as well. Sapiens International right now has a risk of 1.44%. Please validate Sapiens International treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Sapiens International will be following its existing price patterns.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Sapiens International has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sapiens International 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 Sapiens International price movement. The serial correlation of -0.16 indicates that over 16.0% of current Sapiens International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 27.3 K |
Sapiens International lagged returns against current returns
Autocorrelation, which is Sapiens International 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 Sapiens International's stock expected returns. We can calculate the autocorrelation of Sapiens International returns to help us make a trade decision. For example, suppose you find that Sapiens International 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 |
Sapiens International 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 Sapiens International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sapiens International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sapiens International stock over time.
Current vs Lagged Prices |
| Timeline |
Sapiens International Lagged Returns
When evaluating Sapiens International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sapiens International stock have on its future price. Sapiens International 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, Sapiens International autocorrelation shows the relationship between Sapiens International stock current value and its past values and can show if there is a momentum factor associated with investing in Sapiens International.
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.Additional Information and Resources on Investing in Sapiens Stock
When determining whether Sapiens International is a strong investment it is important to analyze Sapiens International'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 Sapiens International's future performance. For an informed investment choice regarding Sapiens Stock, refer to the following important reports:Check out Sapiens International Correlation, Sapiens International Volatility and Sapiens International Alpha and Beta module to complement your research on Sapiens International. For information on how to trade Sapiens Stock refer to our How to Trade Sapiens Stock guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Sapiens International 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.