SABR Forecast



Bearish<—>Bullish



80% Confidence




Bullish Case: SABR has potential upside due to strategic partnerships and travel rebound, supported by active options market where calls outnumber puts. Stable implied volatility suggests manageable risk.




Bearish Case: High implied volatility and historical underperformance suggest risk, compounded by recent put option activity indicating bearish sentiment and uncertainty about recovery.




Potential Outcomes:
  • Market stabilization with moderate recovery due to partnerships (40%).
  • Persistent volatility limits gains, keeping prices around $2.53 (35%).
  • Competitive pressures or operational setbacks trigger declines (25%).



May 11, 2025


Sabre Forecast

SABR        Sabre











Correlated Assets

Assets that tend to move strongly with SABR



MAC Forecast + Options Trading Strategies   MAC  Macerich (0.82)


PNC Forecast + Options Trading Strategies   PNC  PNC Financial Services (0.81)


DGRO Forecast + Options Trading Strategies   DGRO  iShares Core Dividend Growth (0.8)


FITB Forecast + Options Trading Strategies   FITB  Fifth Third Bancorp (0.8)


UPST Forecast + Options Trading Strategies   UPST  Upstart (0.79)



Uncorrelated Assets

Assets with little price relationship to SABR



FE Forecast + Options Trading Strategies   FE  Firstenergy (-0.0)


LEN Forecast + Options Trading Strategies   LEN  Lennar (0.01)


NOA Forecast + Options Trading Strategies   NOA  North American Construction (-0.01)


AEO Forecast + Options Trading Strategies   AEO  American Eagle Outfitters (-0.02)


IPI Forecast + Options Trading Strategies   IPI  Intrepid Potash (-0.02)



Anticorrelated Assets

Assets that tend to move strongly against SABR



ILF Forecast + Options Trading Strategies   ILF  BlackRock Institutional Trust Company N.A. - iShares Latin America 40 (-0.51)


OXY Forecast + Options Trading Strategies   OXY  Occidental Petroleum (-0.53)


EWW Forecast + Options Trading Strategies   EWW  iShares MSCI Mexico (-0.55)


PAGS Forecast + Options Trading Strategies   PAGS  PagSeguro Digital (-0.59)


UDN Forecast + Options Trading Strategies   UDN  Invesco DB US Dollar Index Bearish (-0.65)









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