Saratoga Investment Corp Stock Alpha and Beta Analysis
| SAJ Stock | USD 25.49 0.02 0.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Saratoga Investment Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Saratoga Investment over a specified time horizon. Remember, high Saratoga Investment'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 Saratoga Investment's market risk premium analysis include:
Beta (0.06) | Alpha 0.0243 | Risk 0.27 | Sharpe Ratio 0.14 | Expected Return 0.0381 |
Enterprise Value |
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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.
Check out Saratoga Investment Backtesting, Saratoga Investment Valuation, Saratoga Investment Correlation, Saratoga Investment Hype Analysis, Saratoga Investment Volatility, Saratoga Investment History and analyze Saratoga Investment Performance. Saratoga Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Saratoga Investment market risk premium is the additional return an investor will receive from holding Saratoga Investment 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 Saratoga Investment. 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 Saratoga Investment's performance over market.| α | 0.02 | β | -0.06 |
Saratoga Investment 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 Saratoga Investment's Buy-and-hold return. Our buy-and-hold chart shows how Saratoga Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Saratoga Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how Saratoga Investment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Saratoga Investment shares will generate the highest return on investment. By understating and applying Saratoga Investment stock market price indicators, traders can identify Saratoga Investment position entry and exit signals to maximize returns.
Saratoga Investment Return and Market Media
The median price of Saratoga Investment for the period between Sat, Oct 18, 2025 and Fri, Jan 16, 2026 is 25.21 with a coefficient of variation of 0.9. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 25.21, and mean deviation of 0.18. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | How Saratoga Investment Corp. stock gains from tech spending - Weekly Gains Report Free Community Consensus Stock Picks - newser.com | 11/11/2025 |
2 | Why Saratoga Investment Corp. stock is seen as undervalued - 2025 Institutional Moves Weekly Setup with High ROI Potential - newser.com | 11/14/2025 |
3 | Will Saratoga Investment Corp. stock profit from automation wave - July 2025 Movers AI Based Buy and Sell Signals - newser.com | 11/17/2025 |
4 | Will Saratoga Investment Corp New stock boost dividends further - July 2025 Sector Moves Growth Focused Stock Reports - newser.com | 11/20/2025 |
| Saratoga Investment dividend paid on 1st of December 2025 | 12/01/2025 |
5 | Acquisition by Steenkamp Henri J of 3587 shares of Saratoga Investment subject to Rule 16b-3 | 12/03/2025 |
6 | Acquisition by Oberbeck Christian L of 7800 shares of Saratoga Investment subject to Rule 16b-3 | 12/11/2025 |
7 | Saratoga Investment Corp. to Report Q3 Fiscal Results and Host Conference Call on January 8, 2026 - Quiver Quantitative | 12/16/2025 |
8 | Disposition of 1000 shares by Oberbeck Christian L of Saratoga Investment subject to Rule 16b-3 | 12/19/2025 |
9 | What drives Saratoga Investment Corp QJ8 stock price - Geopolitical Risk Analysis High Yield Investment Portfolio - earlytimes.in | 12/23/2025 |
10 | Published on 2026-01-07 184311 - ulpravda.ru | 01/07/2026 |
11 | Treasury Yields Why Saratoga Investment Corp New stock attracts wealthy investors - Weekly Investment Recap Fast Gain Stock Tips - moha.gov.vn | 01/13/2026 |
About Saratoga Investment 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 Saratoga or other stocks. Alpha measures the amount that position in Saratoga Investment Corp 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.
| 2023 | 2024 | 2025 | 2026 (projected) | Current Ratio | 3.93 | 27.93 | 25.14 | 26.39 | Net Debt To EBITDA | 67.95 | 19.82 | 17.84 | 18.73 |
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 Saratoga Investment 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, Saratoga Investment's short interest history, or implied volatility extrapolated from Saratoga Investment options trading.
Build Portfolio with Saratoga Investment
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Check out Saratoga Investment Backtesting, Saratoga Investment Valuation, Saratoga Investment Correlation, Saratoga Investment Hype Analysis, Saratoga Investment Volatility, Saratoga Investment History and analyze Saratoga Investment Performance. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Saratoga Investment 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.