Satuit Capital Risk Analysis And Volatility Evaluation

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%.
Horizon     30 Days    Login   to change

Satuit Capital US Technical Analysis

Transformation
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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 unless we do not have required data, the returns on DOW and Satuit Capital are completely uncorrelated. Furthermore, Satuit Capital US Small Cap AIt does not look like Satuit Capital alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Satuit Capital Return Volatility

Satuit Capital US Small Cap A shows 0.0% volatility of returns over 30 trading days. DOW inherits 1.1628% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Satuit Capital Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Satuit Capital Investment Opportunity

DOW has a standard deviation of returns of 1.16 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 Volatility Indicators

Satuit Capital US Small Cap A Current Risk Indicators

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