Saratoga Investment Stock Forecast - Simple Exponential Smoothing
| SAR Stock | USD 23.57 0.15 0.64% |
Saratoga Stock outlook is based on your current time horizon. Although Saratoga Investment's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Saratoga Investment's systematic risk associated with finding meaningful patterns of Saratoga Investment fundamentals over time.
As of today, The relative strength index (RSI) of Saratoga Investment's share price is at 59. This usually implies that the stock is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling Saratoga Investment, making its price go up or down. Momentum 59
Buy Extended
Oversold | Overbought |
Quarterly Earnings Growth 0.163 | EPS Estimate Current Year 2.4013 | EPS Estimate Next Year 2.3613 | Wall Street Target Price 23.1667 | EPS Estimate Current Quarter 0.5913 |
Using Saratoga Investment hype-based prediction, you can estimate the value of Saratoga Investment Corp from the perspective of Saratoga Investment response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Saratoga Investment using Saratoga Investment's stock options and short interest. It helps to benchmark the overall future attitude of investors towards Saratoga using crowd psychology based on the activity and movement of Saratoga Investment's stock price.
Saratoga Investment Implied Volatility | 0.77 |
Saratoga Investment's implied volatility exposes the market's sentiment of Saratoga Investment Corp stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Saratoga Investment's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Saratoga Investment stock will not fluctuate a lot when Saratoga Investment's options are near their expiration.
The Simple Exponential Smoothing forecasted value of Saratoga Investment Corp on the next trading day is expected to be 23.57 with a mean absolute deviation of 0.17 and the sum of the absolute errors of 10.46. Saratoga Investment after-hype prediction price | USD 23.39 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of Saratoga Investment to cross-verify your projections. Prediction based on Rule 16 of the current Saratoga contract
Based on the Rule 16, the options market is currently suggesting that Saratoga Investment Corp will have an average daily up or down price movement of about 0.0481% per day over the life of the 2026-03-20 option contract. With Saratoga Investment trading at USD 23.57, that is roughly USD 0.0113 . If you think that the market is fully incorporating Saratoga Investment's daily price movement you should consider acquiring Saratoga Investment Corp options at the current volatility level of 0.77%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-03-20 Saratoga Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Saratoga Investment's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Saratoga Investment's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Saratoga Investment stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Saratoga Investment's open interest, investors have to compare it to Saratoga Investment's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Saratoga Investment is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Saratoga. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Saratoga Investment Additional Predictive Modules
Most predictive techniques to examine Saratoga price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Saratoga using various technical indicators. When you analyze Saratoga charts, please remember that the event formation may indicate an entry point for a short seller, and look at 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 |
Saratoga Investment Simple Exponential Smoothing Price Forecast For the 29th of January
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Saratoga Investment Corp on the next trading day is expected to be 23.57 with a mean absolute deviation of 0.17, mean absolute percentage error of 0.05, and the sum of the absolute errors of 10.46.Please note that although there have been many attempts to predict Saratoga Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Saratoga Investment's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Saratoga Investment Stock Forecast Pattern
| Backtest Saratoga Investment | Saratoga Investment Price Prediction | Buy or Sell Advice |
Saratoga Investment Forecasted Value
In the context of forecasting Saratoga Investment's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Saratoga Investment's downside and upside margins for the forecasting period are 22.60 and 24.53, respectively. We have considered Saratoga Investment's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Saratoga Investment stock data series using in forecasting. Note that when a statistical model is used to represent Saratoga Investment stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 113.2433 |
| Bias | Arithmetic mean of the errors | -0.0342 |
| MAD | Mean absolute deviation | 0.1743 |
| MAPE | Mean absolute percentage error | 0.0077 |
| SAE | Sum of the absolute errors | 10.455 |
Predictive Modules for Saratoga Investment
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Saratoga Investment Corp. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Saratoga Investment After-Hype Price Density Analysis
As far as predicting the price of Saratoga Investment at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Saratoga Investment or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of Saratoga Investment, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Saratoga Investment Estimiated After-Hype Price Volatility
In the context of predicting Saratoga Investment's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Saratoga Investment's historical news coverage. Saratoga Investment's after-hype downside and upside margins for the prediction period are 22.42 and 24.36, respectively. We have considered Saratoga Investment's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Saratoga Investment is very steady at this time. Analysis and calculation of next after-hype price of Saratoga Investment Corp is based on 3 months time horizon.
Saratoga Investment Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Saratoga Investment is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Saratoga Investment backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Saratoga Investment, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.15 | 0.97 | 0.03 | 0.02 | 8 Events / Month | 13 Events / Month | In about 8 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
23.57 | 23.39 | 0.13 |
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Saratoga Investment Hype Timeline
On the 28th of January Saratoga Investment Corp is traded for 23.57. The entity has historical hype elasticity of -0.03, and average elasticity to hype of competition of 0.02. Saratoga is forecasted to decline in value after the next headline, with the price expected to drop to 23.39. The average volatility of media hype impact on the company price is over 100%. The price depreciation on the next news is expected to be -0.13%, whereas the daily expected return is at this time at 0.15%. The volatility of related hype on Saratoga Investment is about 855.88%, with the expected price after the next announcement by competition of 23.59. About 13.0% of the company outstanding shares are owned by corporate insiders. The company has price-to-book ratio of 0.91. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Saratoga Investment Corp last dividend was issued on the 4th of February 2026. The entity had 1:10 split on the 13th of August 2010. Considering the 90-day investment horizon the next forecasted press release will be in about 8 days. Check out Historical Fundamental Analysis of Saratoga Investment to cross-verify your projections.Saratoga Investment Related Hype Analysis
Having access to credible news sources related to Saratoga Investment's direct competition is more important than ever and may enhance your ability to predict Saratoga Investment's future price movements. Getting to know how Saratoga Investment's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Saratoga Investment may potentially react to the hype associated with one of its peers.
Other Forecasting Options for Saratoga Investment
For every potential investor in Saratoga, whether a beginner or expert, Saratoga Investment's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Saratoga Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Saratoga. Basic forecasting techniques help filter out the noise by identifying Saratoga Investment's price trends.View Saratoga Investment Related Equities
| Risk & Return | Correlation |
Saratoga Investment Market Strength Events
Market strength 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 undertsting and applying Saratoga Investment stock market strength indicators, traders can identify Saratoga Investment Corp entry and exit signals to maximize returns.
Saratoga Investment Risk Indicators
The analysis of Saratoga Investment's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Saratoga Investment's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting saratoga stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.7684 | |||
| Semi Deviation | 0.8828 | |||
| Standard Deviation | 0.9761 | |||
| Variance | 0.9528 | |||
| Downside Variance | 1.06 | |||
| Semi Variance | 0.7793 | |||
| Expected Short fall | (0.83) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Saratoga Investment
The number of cover stories for Saratoga Investment depends on current market conditions and Saratoga Investment's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Saratoga Investment is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Saratoga Investment's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Saratoga Investment Short Properties
Saratoga Investment's future price predictability will typically decrease when Saratoga Investment's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Saratoga Investment Corp often depends not only on the future outlook of the potential Saratoga Investment's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Saratoga Investment's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 13.9 M | |
| Cash And Short Term Investments | 148.2 M |
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.