Saba Closed End Funds Etf Key Fundamental Indicators
| CEFS Etf | USD 23.29 0.22 0.94% |
As of the 12th of February 2026, Saba Closed has the Risk Adjusted Performance of 0.1191, semi deviation of 0.3814, and Coefficient Of Variation of 661.41. Saba Closed technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the etf's future prices. Please validate Saba Closed End coefficient of variation, as well as the relationship between the treynor ratio and semi variance to decide if Saba Closed is priced more or less accurately, providing market reflects its prevalent price of 23.29 per share.
Saba Closed's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Saba Closed's valuation are provided below:Saba Closed End Funds does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Investors evaluate Saba Closed End using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Saba Closed's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Saba Closed's market price to deviate significantly from intrinsic value.
It's important to distinguish between Saba Closed's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Saba Closed should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Saba Closed's market price signifies the transaction level at which participants voluntarily complete trades.
Saba Closed '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 Saba Closed's etf 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 Saba Closed.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Saba Closed on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Saba Closed End Funds or generate 0.0% return on investment in Saba Closed over 90 days. Saba Closed is related to or competes with Northern Lights, TCW ETF, Ea Bridgeway, IShares MSCI, Invesco Dynamic, Brinsmere, and Global X. The fund is an actively managed exchange-traded fund that seeks to achieve its investment objective by normally investin... More
Saba Closed 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 Saba Closed's etf 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 Saba Closed End Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5745 | |||
| Information Ratio | 0.0155 | |||
| Maximum Drawdown | 2.84 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 1.16 |
Saba Closed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saba Closed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saba Closed's standard deviation. In reality, there are many statistical measures that can use Saba Closed historical prices to predict the future Saba Closed's volatility.| Risk Adjusted Performance | 0.1191 | |||
| Jensen Alpha | 0.0584 | |||
| Total Risk Alpha | 0.0281 | |||
| Sortino Ratio | 0.0161 | |||
| Treynor Ratio | 0.2622 |
Saba Closed February 12, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1191 | |||
| Market Risk Adjusted Performance | 0.2722 | |||
| Mean Deviation | 0.4587 | |||
| Semi Deviation | 0.3814 | |||
| Downside Deviation | 0.5745 | |||
| Coefficient Of Variation | 661.41 | |||
| Standard Deviation | 0.5952 | |||
| Variance | 0.3542 | |||
| Information Ratio | 0.0155 | |||
| Jensen Alpha | 0.0584 | |||
| Total Risk Alpha | 0.0281 | |||
| Sortino Ratio | 0.0161 | |||
| Treynor Ratio | 0.2622 | |||
| Maximum Drawdown | 2.84 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 1.16 | |||
| Downside Variance | 0.3301 | |||
| Semi Variance | 0.1454 | |||
| Expected Short fall | (0.48) | |||
| Skewness | 0.3004 | |||
| Kurtosis | 0.1916 |
Saba Closed End Backtested Returns
Currently, Saba Closed End Funds is very steady. Saba Closed End owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the etf had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Saba Closed End Funds, which you can use to evaluate the volatility of the etf. Please validate Saba Closed's Risk Adjusted Performance of 0.1191, semi deviation of 0.3814, and Coefficient Of Variation of 661.41 to confirm if the risk estimate we provide is consistent with the expected return of 0.09%. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Saba Closed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saba Closed is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
Saba Closed End Funds has good predictability. Overlapping area represents the amount of predictability between Saba Closed time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Saba Closed End price movement. The serial correlation of 0.7 indicates that around 70.0% of current Saba Closed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Saba Closed End Funds has a Beta of 0.96. This is much higher than that of the SABA ETF family and significantly higher than that of the Event Driven category. The beta for all United States etfs is notably lower than that of the firm.
Saba Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Saba Closed's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Saba Closed could also be used in its relative valuation, which is a method of valuing Saba Closed by comparing valuation metrics of similar companies.Saba Closed is currently under evaluation in beta as compared to similar ETFs.
Saba Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Saba Closed's current stock value. Our valuation model uses many indicators to compare Saba Closed value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Saba Closed competition to find correlations between indicators driving Saba Closed's intrinsic value. More Info.Saba Closed End Funds is the top ETF in beta as compared to similar ETFs. It also is the top ETF in one year return as compared to similar ETFs reporting about 14.48 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value Saba Closed by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for Saba Closed
The fund invests 40.19% of asset under management in tradable equity instruments, with the rest of investments concentrated in bonds (28.04%) and various exotic instruments.Asset allocation divides Saba Closed's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Saba Closed returns are very sensitive to returns on the market. As the market goes up or down, Saba Closed is expected to follow.
Saba Fundamentals
| Number Of Employees | 522 | |||
| Beta | 0.96 | |||
| Total Asset | 81.26 M | |||
| One Year Return | 13.90 % | |||
| Three Year Return | 17.60 % | |||
| Five Year Return | 13.20 % | |||
| Net Asset | 81.26 M | |||
| Last Dividend Paid | 0.14 | |||
| Equity Positions Weight | 40.19 % | |||
| Bond Positions Weight | 28.04 % |
About Saba Closed Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Saba Closed End Funds's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Saba Closed using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Saba Closed End Funds based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund is an actively managed exchange-traded fund that seeks to achieve its investment objective by normally investing at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, in securities issued by closed-end funds . Exchange Listed is traded on BATS Exchange in the United States.
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Investors evaluate Saba Closed End using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Saba Closed's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Saba Closed's market price to deviate significantly from intrinsic value.
It's important to distinguish between Saba Closed's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Saba Closed should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Saba Closed's market price signifies the transaction level at which participants voluntarily complete trades.