Sa Value Fund Technical Analysis
| SABTX Fund | USD 25.68 0.07 0.27% |
As of the 27th of January, Sa Value owns the Mean Deviation of 0.6341, downside deviation of 0.6822, and Risk Adjusted Performance of 0.1596. In respect to fundamental indicators, the technical analysis model makes it possible for you to check possible technical drivers of Sa Value, as well as the relationship between them.
Sa Value Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SABTX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SABTXSABTX |
Sa Value '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 Sa Value's mutual fund 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 Sa Value.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Sa Value on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Sa Value or generate 0.0% return on investment in Sa Value over 90 days. Sa Value is related to or competes with Leuthold E, T Rowe, Blackrock Debt, Diamond Hill, Nuveen Dow, Hartford Growth, and T Rowe. The fund is designed to purchase a broad and diverse group of readily marketable equity securities of large and mid cap ... More
Sa Value 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 Sa Value's mutual fund 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 Sa Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6822 | |||
| Information Ratio | 0.1147 | |||
| Maximum Drawdown | 3.7 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.69 |
Sa Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sa Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sa Value's standard deviation. In reality, there are many statistical measures that can use Sa Value historical prices to predict the future Sa Value's volatility.| Risk Adjusted Performance | 0.1596 | |||
| Jensen Alpha | 0.0991 | |||
| Total Risk Alpha | 0.0853 | |||
| Sortino Ratio | 0.1338 | |||
| Treynor Ratio | 0.1823 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sa Value's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sa Value January 27, 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 | 0.1596 | |||
| Market Risk Adjusted Performance | 0.1923 | |||
| Mean Deviation | 0.6341 | |||
| Semi Deviation | 0.4524 | |||
| Downside Deviation | 0.6822 | |||
| Coefficient Of Variation | 462.07 | |||
| Standard Deviation | 0.7958 | |||
| Variance | 0.6333 | |||
| Information Ratio | 0.1147 | |||
| Jensen Alpha | 0.0991 | |||
| Total Risk Alpha | 0.0853 | |||
| Sortino Ratio | 0.1338 | |||
| Treynor Ratio | 0.1823 | |||
| Maximum Drawdown | 3.7 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 0.4654 | |||
| Semi Variance | 0.2047 | |||
| Expected Short fall | (0.74) | |||
| Skewness | 0.3633 | |||
| Kurtosis | 0.242 |
Sa Value Backtested Returns
Sa Value appears to be very steady, given 3 months investment horizon. Sa Value retains Efficiency (Sharpe Ratio) of 0.24, which indicates the fund had a 0.24 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Sa Value, which you can use to evaluate the volatility of the fund. Please review Sa Value's Mean Deviation of 0.6341, downside deviation of 0.6822, and Risk Adjusted Performance of 0.1596 to confirm if our risk estimates are consistent with your expectations. The entity owns a Beta (Systematic Risk) of 0.89, which indicates possible diversification benefits within a given portfolio. Sa Value returns are very sensitive to returns on the market. As the market goes up or down, Sa Value is expected to follow.
Auto-correlation | 0.51 |
Modest predictability
Sa Value has modest predictability. Overlapping area represents the amount of predictability between Sa Value time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 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 Sa Value price movement. The serial correlation of 0.51 indicates that about 51.0% of current Sa Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
Sa Value technical mutual fund 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, fund market cycles, or different charting patterns.
Sa Value Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Sa Value volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Sa Value Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Sa Value on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Sa Value based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Sa Value price pattern first instead of the macroeconomic environment surrounding Sa Value. By analyzing Sa Value's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Sa Value's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Sa Value specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sa Value January 27, 2026 Technical Indicators
Most technical analysis of SABTX help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for SABTX from various momentum indicators to cycle indicators. When you analyze SABTX charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1596 | |||
| Market Risk Adjusted Performance | 0.1923 | |||
| Mean Deviation | 0.6341 | |||
| Semi Deviation | 0.4524 | |||
| Downside Deviation | 0.6822 | |||
| Coefficient Of Variation | 462.07 | |||
| Standard Deviation | 0.7958 | |||
| Variance | 0.6333 | |||
| Information Ratio | 0.1147 | |||
| Jensen Alpha | 0.0991 | |||
| Total Risk Alpha | 0.0853 | |||
| Sortino Ratio | 0.1338 | |||
| Treynor Ratio | 0.1823 | |||
| Maximum Drawdown | 3.7 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 0.4654 | |||
| Semi Variance | 0.2047 | |||
| Expected Short fall | (0.74) | |||
| Skewness | 0.3633 | |||
| Kurtosis | 0.242 |
Sa Value January 27, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as SABTX stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 25.68 | ||
| Day Typical Price | 25.68 | ||
| Price Action Indicator | 0.04 |
Other Information on Investing in SABTX Mutual Fund
Sa Value financial ratios help investors to determine whether SABTX Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in SABTX with respect to the benefits of owning Sa Value security.
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