Saratoga Investment Corp Stock Alpha and Beta Analysis
| SAR Stock | USD 25.75 0.32 1.23% |
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 0.53 | Alpha 0.16 | Risk 1.19 | Sharpe Ratio 0.18 | Expected Return 0.22 |
Saratoga Investment Quarterly Cash And Equivalents |
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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.
Saratoga |
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 | 0.16 | β | 0.53 |
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 Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 23.46 with a coefficient of variation of 3.65. The daily time series for the period is distributed with a sample standard deviation of 0.87, arithmetic mean of 23.73, and mean deviation of 0.7. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Saratoga Investment dividend paid on 26th of September 2024 | 09/26/2024 |
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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.
| 2021 | 2022 | 2023 (projected) | Dividend Yield | 0.0577 | 0.0688 | 0.11 | Price To Sales Ratio | 5.47 | 3.33 | 2.08 |
Saratoga Investment Upcoming Company Events
As portrayed in its financial statements, the presentation of Saratoga Investment's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Saratoga Investment's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Saratoga Investment's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Saratoga Investment. Please utilize our Beneish M Score to check the likelihood of Saratoga Investment's management manipulating its earnings.
| 7th of May 2024 Upcoming Quarterly Report | View | |
| 8th of July 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 7th of May 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 28th of February 2023 Last Financial Announcement | View |
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Additional Tools for Saratoga Stock Analysis
When running Saratoga Investment's price analysis, check to measure Saratoga Investment's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Saratoga Investment is operating at the current time. Most of Saratoga Investment's value examination focuses on studying past and present price action to predict the probability of Saratoga Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Saratoga Investment's price. Additionally, you may evaluate how the addition of Saratoga Investment to your portfolios can decrease your overall portfolio volatility.