Saratoga Investment Corp Stock Market Value
| SAR Stock | USD 23.27 0.12 0.51% |
| Symbol | Saratoga |
Can Asset Management & Custody Banks industry sustain growth momentum? Does Saratoga have expansion opportunities? Factors like these will boost the valuation of Saratoga Investment. If investors know Saratoga will grow in the future, the company's valuation will be higher. Determining accurate worth demands scrutiny of both present operating results and projected expansion capacity. Evaluating Saratoga Investment demands reviewing these metrics collectively while recognizing certain factors exert disproportionate influence.
Quarterly Earnings Growth 0.163 | Dividend Share 2.99 | Earnings Share 2.42 | Revenue Per Share | Quarterly Revenue Growth (0.12) |
The market value of Saratoga Investment Corp is measured differently than its book value, which is the value of Saratoga that is recorded on the company's balance sheet. Investors also form their own opinion of Saratoga Investment's value that differs from its market value or its book value, called intrinsic value, which is Saratoga Investment's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because Saratoga Investment's market value can be influenced by many factors that don't directly affect Saratoga Investment's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Saratoga Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Saratoga Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, Saratoga Investment's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Saratoga Investment '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 Saratoga Investment's stock 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 Saratoga Investment.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Saratoga Investment on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Saratoga Investment Corp or generate 0.0% return on investment in Saratoga Investment over 90 days. Saratoga Investment is related to or competes with New Mountain, BlackRock TCP, Carlyle Secured, Sixth Street, WhiteHorse Finance, Horizon Technology, and Gladstone Capital. Saratoga Investment Corp. is a business development company specializing in leveraged and management buyouts, acquisitio... More
Saratoga Investment 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 Saratoga Investment's stock 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 Saratoga Investment Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9032 | |||
| Information Ratio | 0.0521 | |||
| Maximum Drawdown | 4.29 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.6 |
Saratoga Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saratoga Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saratoga Investment's standard deviation. In reality, there are many statistical measures that can use Saratoga Investment historical prices to predict the future Saratoga Investment's volatility.| Risk Adjusted Performance | 0.1215 | |||
| Jensen Alpha | 0.0925 | |||
| Total Risk Alpha | 0.0342 | |||
| Sortino Ratio | 0.0548 | |||
| Treynor Ratio | 0.2756 |
Saratoga Investment February 10, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.1215 | |||
| Market Risk Adjusted Performance | 0.2856 | |||
| Mean Deviation | 0.7462 | |||
| Semi Deviation | 0.7285 | |||
| Downside Deviation | 0.9032 | |||
| Coefficient Of Variation | 667.64 | |||
| Standard Deviation | 0.9488 | |||
| Variance | 0.9003 | |||
| Information Ratio | 0.0521 | |||
| Jensen Alpha | 0.0925 | |||
| Total Risk Alpha | 0.0342 | |||
| Sortino Ratio | 0.0548 | |||
| Treynor Ratio | 0.2756 | |||
| Maximum Drawdown | 4.29 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.6 | |||
| Downside Variance | 0.8157 | |||
| Semi Variance | 0.5307 | |||
| Expected Short fall | (0.88) | |||
| Skewness | (0.27) | |||
| Kurtosis | 0.1642 |
Saratoga Investment Corp Backtested Returns
Currently, Saratoga Investment Corp is very steady. Saratoga Investment Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Saratoga Investment Corp, which you can use to evaluate the volatility of the company. Please validate Saratoga Investment's Semi Deviation of 0.7285, coefficient of variation of 667.64, and Risk Adjusted Performance of 0.1215 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Saratoga Investment has a performance score of 10 on a scale of 0 to 100. The entity has a beta of 0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Saratoga Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saratoga Investment is expected to be smaller as well. Saratoga Investment Corp right now has a risk of 0.94%. Please validate Saratoga Investment potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Saratoga Investment will be following its existing price patterns.
Auto-correlation | 0.82 |
Very good predictability
Saratoga Investment Corp has very good predictability. Overlapping area represents the amount of predictability between Saratoga Investment time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 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 Saratoga Investment Corp price movement. The serial correlation of 0.82 indicates that around 82.0% of current Saratoga Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Pair Trading with Saratoga Investment
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Saratoga Investment position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Saratoga Investment will appreciate offsetting losses from the drop in the long position's value.Moving together with Saratoga Stock
| 0.9 | LBS | Life Banc Split | PairCorr |
| 0.87 | DFN | Dividend 15 Split | PairCorr |
| 0.64 | CSOC-A | Canso Select Opportu | PairCorr |
| 0.84 | DGS | Dividend Growth Split | PairCorr |
| 0.88 | ASA | ASA Gold | PairCorr |
Moving against Saratoga Stock
The ability to find closely correlated positions to Saratoga Investment could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Saratoga Investment when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Saratoga Investment - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Saratoga Investment Corp to buy it.
The correlation of Saratoga Investment is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Saratoga Investment moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Saratoga Investment Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Saratoga Investment can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.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.