Saba Closed End Funds Etf Market Value
| CEFS Etf | USD 23.51 0.06 0.26% |
| Symbol | Saba |
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 | 0.5663 | |||
| Information Ratio | (0.03) | |||
| 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 | 0.116 | |||
| Jensen Alpha | 0.0448 | |||
| Total Risk Alpha | 0.0093 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.2173 |
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 | 0.116 | |||
| Market Risk Adjusted Performance | 0.2273 | |||
| Mean Deviation | 0.4582 | |||
| Semi Deviation | 0.3996 | |||
| Downside Deviation | 0.5663 | |||
| Coefficient Of Variation | 663.57 | |||
| Standard Deviation | 0.588 | |||
| Variance | 0.3457 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0448 | |||
| Total Risk Alpha | 0.0093 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.2173 | |||
| Maximum Drawdown | 2.84 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 1.16 | |||
| Downside Variance | 0.3207 | |||
| Semi Variance | 0.1597 | |||
| Expected Short fall | (0.48) | |||
| Skewness | 0.3047 | |||
| Kurtosis | 0.1024 |
Saba Closed End Backtested Returns
Currently, Saba Closed End Funds is very steady. Saba Closed End owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the etf had a 0.18 % 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 Coefficient Of Variation of 663.57, risk adjusted performance of 0.116, and Semi Deviation of 0.3996 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The entity has a beta of 0.36, 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 |
Thematic Opportunities
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Check out Saba Closed Correlation, Saba Closed Volatility and Saba Closed Performance module to complement your research on Saba Closed. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
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.