Satuit Capital Risk Analysis And Volatility

SATSX -- USA Fund  

USD 12.09  0.00  0.00%

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%.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Very Small

60 Days Economic Sensitivity

Ignores market trends
Horizon     30 Days    Login   to change

Satuit Capital US Technical Analysis

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Satuit Capital Projected Return Density Against Market

Assuming 30 trading days horizon, Satuit Capital has beta of 0.0 . This entails the returns on DOW and Satuit Capital do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Satuit Capital Return Volatility

the fund shows 0.0% volatility of returns over 30 trading days. the entity inherits 0.6116% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Satuit Capital Investment Opportunity

DOW has a standard deviation of returns of 0.61 and is 9.223372036854776E16 times more volatile than Satuit Capital US Small Cap A. 0% of all equities and portfolios are less risky than Satuit Capital. Compared to the overall equity markets, volatility of historical daily returns of Satuit Capital US Small Cap A is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Satuit Capital Current Risk Indicators

Satuit Capital Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.