Saba Closed End Funds Etf Alpha and Beta Analysis
| CEFS Etf | USD 22.34 0.09 0.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Saba Closed End Funds. It also helps investors analyze the systematic and unsystematic risks associated with investing in Saba Closed over a specified time horizon. Remember, high Saba Closed's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Saba Closed's market risk premium analysis include:
Beta 0.44 | Alpha 0.000267 | Risk 0.61 | Sharpe Ratio 0.0953 | Expected Return 0.0581 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Saba |
Saba Closed Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Saba Closed market risk premium is the additional return an investor will receive from holding Saba Closed long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Saba Closed. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Saba Closed's performance over market.| α | 0.0003 | β | 0.44 |
Saba Closed expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Saba Closed's Buy-and-hold return. Our buy-and-hold chart shows how Saba Closed performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Saba Closed Market Price Analysis
Market price analysis indicators help investors to evaluate how Saba Closed etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Saba Closed shares will generate the highest return on investment. By understating and applying Saba Closed etf market price indicators, traders can identify Saba Closed position entry and exit signals to maximize returns.
Saba Closed Return and Market Media
The median price of Saba Closed for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 22.01 with a coefficient of variation of 1.41. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 21.9, and mean deviation of 0.25. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | CEFS ETF Recent Developments - Seeking Alpha | 09/20/2024 |
2 | How To Play Chinas New Stimulus Package With Closed-End Funds | 10/15/2024 |
3 | This 8 percent Dividend Is The Perfect Buy As Markets Turn Choppy | 10/29/2024 |
4 | Our Simple Plan To Hedge Volatility, Grab 8.5 percent Dividends | 11/08/2024 |
5 | These Closed-End Funds Pay 1,000 A Month On Every 100K Invested | 11/12/2024 |
6 | This Common Investment Rule Could Be Costing You Millions | 11/19/2024 |
7 | The Difference Between Good And Bad CEFs | 11/26/2024 |
About Saba Closed Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Saba or other etfs. Alpha measures the amount that position in Saba Closed End has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Saba Closed in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Saba Closed's short interest history, or implied volatility extrapolated from Saba Closed options trading.
Build Portfolio with Saba Closed
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Saba Closed Backtesting, Portfolio Optimization, Saba Closed Correlation, Saba Closed Hype Analysis, Saba Closed Volatility, Saba Closed History and analyze Saba Closed Performance. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Saba Closed technical etf 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, etf market cycles, or different charting patterns.