Satuit Capital Backtesting

SATSX -- USA Fund  

USD 12.09  0.00  0.00%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Satuit Capital US Small Cap A and determine expected loss or profit from investing in Satuit Capital over given investment horizon. Also please take a look at Satuit Capital Hype Analysis, Satuit Capital Correlation, Portfolio Optimization, Satuit Capital Volatility as well as analyze Satuit Capital Alpha and Beta and Satuit Capital Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Satuit Capital 'What if' Analysis

August 24, 2018
0.00
No Change 0.00  0.0%
In 30 days
September 23, 2018
0.00
If you would invest  0.00  in Satuit Capital on August 24, 2018 and sell it all today you would earn a total of 0.00 from holding Satuit Capital US Small Cap A or generate 0.0% return on investment in Satuit Capital over 30 days. Satuit Capital is related to or competes with T Rowe, Vanguard Small, Vanguard Small, T Rowe, Vanguard Small, Vanguard Explorer, and Vanguard Explorer. The fund seeks to achieve its investment objective by investing at least 80 percent of its assets in a diversified portf...

Satuit Capital Upside/Downside Indicators

  

Satuit Capital Market Premium Indicators

Satuit Capital US Backtested Returns

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.
Advice Volatility Trend Exposure Correlations
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.
Correlation Coefficient0.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

Satuit Capital US lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Satuit Capital regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Satuit Capital Lagged Returns

 Regressed Prices 
      Timeline 

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Also please take a look at Satuit Capital Hype Analysis, Satuit Capital Correlation, Portfolio Optimization, Satuit Capital Volatility as well as analyze Satuit Capital Alpha and Beta and Satuit Capital Performance. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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