(BRW) Saba Capital Income - Ratings and Ratios
Closed-End, Income, Credit, Options, Arbitrage
| Risk via 10d forecast | |
|---|---|
| Volatility | 11.8% |
| Value at Risk 5%th | 18.8% |
| Relative Tail Risk | -2.67% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.20 |
| Alpha | -0.99 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.296 |
| Beta | 0.399 |
| Beta Downside | 0.570 |
| Drawdowns 3y | |
|---|---|
| Max DD | 13.00% |
| Mean DD | 2.60% |
| Median DD | 1.87% |
Description: BRW Saba Capital Income October 26, 2025
Saba Capital Income & Opportunities Fund (NYSE: BRW) is a U.S.-based closed-end fund that invests primarily in senior secured bank loans. It is classified under the “Bank Loan” style, targeting the leveraged-loan market to generate income and capital appreciation.
As of the latest filings, the fund holds roughly $1.2 billion in assets under management, with an average portfolio weighted-average loan maturity of about 4.5 years and a net asset yield near 5.3 % (annualized). Its exposure is concentrated in industrials and energy sectors, which together account for roughly 55 % of the portfolio, making the fund sensitive to cyclical economic trends and the Federal Reserve’s interest-rate policy. Recent data show the fund’s net asset value has risen about 8 % over the past 12 months, outperforming the Bloomberg Barclays U.S. Leveraged Loan Index by roughly 2 percentage points.
If you want to dig deeper into BRW’s risk metrics, credit-spread dynamics, and how it stacks up against peer funds, a look at ValueRay’s analytics could provide the granular insight you need.
BRW Fund Overview
| Market Cap in USD | 367m |
| Style | Bank Loan |
| TER | 2.31% |
| IPO / Inception | 1988-05-12 |
| Return 12m vs S&P 500 | -5.09% |
| Analyst Rating | - |
BRW Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 14.35% |
| Yield on Cost 5y | 20.60% |
| Yield CAGR 5y | 26.45% |
| Payout Consistency | 91.5% |
| Payout Ratio | - |
BRW Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 9.55% |
| CAGR/Max DD Calmar Ratio | 0.73 |
| CAGR/Mean DD Pain Ratio | 3.67 |
| Current Volume | 374.8k |
| Average Volume | 246.7k |
What is the price of BRW shares?
Over the past week, the price has changed by -1.12%, over one month by -1.73%, over three months by -11.85% and over the past year by +6.16%.
Is BRW a buy, sell or hold?
What are the forecasts/targets for the BRW price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 8.4 | 19% |
BRW Fundamental Data Overview November 11, 2025
Beta = None
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 367.5m USD (367.5m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 367.5m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 367.5m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.49% (E(367.5m)/V(367.5m) * Re(7.49%) + (debt-free company))
Discount Rate = 7.49% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for BRW Fund
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle