Our philosophy towards measuring volatility of a fund is to use all available market data together with fund specific technical indicators
that cannot be diversified away. We have found twenty-one technical indicators
for Satuit Capital US Small Cap A which you can use to evaluate future volatility of the fund. Please validate Satuit Capital to confirm if risk estimate we provide are consistent with the epected return of 0.0%. The entity has beta of 0.0 which indicates the returns on MARKET and Satuit Capital are completely uncorrelated. Although it is extremely important to respect Satuit Capital US
current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators
. By inspecting Satuit Capital US technical indicators
you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
|15 days auto-correlation|| 0.00 |
No correlation between past and present
Satuit Capital US Small Cap A has no correlation between past and present. Overlapping area represents the amount of predictability between Satuit Capital time series from August 24, 2018 to September 8, 2018 and September 8, 2018 to September 23, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Satuit Capital US price movement. The serial correlation of 0.0 indicates that just 0.0% of current Satuit Capital price fluctuation can be explain by its past prices.
|Spearman Rank Test||1.0|