Saba Capital Income Etf Alpha and Beta Analysis
| SABA Etf | 8.89 0.09 1.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Saba Capital Income. It also helps investors analyze the systematic and unsystematic risks associated with investing in Saba Capital over a specified time horizon. Remember, high Saba Capital'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 Saba Capital's market risk premium analysis include:
Beta 0.26 | Alpha 0.0855 | Risk 0.75 | Sharpe Ratio 0.16 | Expected Return 0.12 |
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.
Saba |
Saba Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Saba Capital market risk premium is the additional return an investor will receive from holding Saba Capital 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 Saba Capital. 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 Saba Capital's performance over market.| α | 0.09 | β | 0.26 |
Saba Capital 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 Saba Capital's Buy-and-hold return. Our buy-and-hold chart shows how Saba Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Saba Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Saba Capital etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Saba Capital shares will generate the highest return on investment. By understating and applying Saba Capital etf market price indicators, traders can identify Saba Capital position entry and exit signals to maximize returns.
Saba Capital Return and Market Media
The median price of Saba Capital for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 8.53 with a coefficient of variation of 2.9. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 8.59, and mean deviation of 0.2. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Saba Capital Management sells shares worth 866,986 | 09/26/2024 |
2 | Disposition of 19532 shares by Saba Capital Management, L.p. of Saba Capital at 8.5 subject to Rule 16b-3 | 10/02/2024 |
3 | Saba Capital Income Opportunities Fund II to Issue Monthly Dividend of 0.06 on October 31st | 10/07/2024 |
4 | Disposition of 4881 shares by Saba Capital Management, L.p. of Saba Capital at 8.6 subject to Rule 16b-3 | 10/16/2024 |
5 | Disposition of 46728 shares by Saba Capital Management, L.p. of Saba Capital at 8.52 subject to Rule 16b-3 | 10/18/2024 |
6 | Saba capital sells 278,746 in common stock of Opportunities Fund II | 10/22/2024 |
7 | SABA Announces 0.058 Dividend | 11/01/2024 |
8 | Insider Trading | 11/15/2024 |
9 | Acquisition by Russell William of 10000 shares of Saba Capital subject to Rule 16b-3 | 11/22/2024 |
10 | The Most Ruggedly Beautiful Island Youve Never Heard Of | 12/12/2024 |
About Saba Capital 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 Saba or other etfs. Alpha measures the amount that position in Saba Capital Income 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.
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 Saba Capital 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, Saba Capital's short interest history, or implied volatility extrapolated from Saba Capital options trading.
Build Portfolio with Saba Capital
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in Saba Etf
Saba Capital financial ratios help investors to determine whether Saba Etf 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 Saba with respect to the benefits of owning Saba Capital security.