Saratoga Investment Corp Stock Alpha and Beta Analysis
| SAT Stock | USD 24.50 0.21 0.86% |
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 0.0321 | Alpha 0.0269 | Risk 0.41 | Sharpe Ratio 0.1 | Expected Return 0.0422 |
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 | 0.03 | β | 0.03 |
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 Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 24.25 with a coefficient of variation of 0.75. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 24.18, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Oberbeck Christian L of 29061 shares of Saratoga Investment at 22.45 subject to Rule 16b-3 | 09/27/2024 |
2 | Saratoga Investment Corp Q2 2025 Earnings Report Preview What to Expect - GuruFocus.com | 10/08/2024 |
3 | Acquisition by Steenkamp Henri J of 1203 shares of Saratoga Investment at 12.9 subject to Rule 16b-3 | 10/18/2024 |
4 | The Olive Book Unveils New Revealed Preference College Ranking Methodology The Olive Book 100 | 11/12/2024 |
5 | Acquisition by Oberbeck Christian L of 6708 shares of Saratoga Investment subject to Rule 16b-3 | 11/21/2024 |
6 | DirecTV Ends Acquisition Deal with EchoStars Dish TV Business | 11/22/2024 |
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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 8.0E-5 | 1.06E-4 | 1.01E-4 | Price To Sales Ratio | 2.7K | 2.1K | 2.7K |
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.
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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.