SA Worldwide Risk Analysis And Volatility

SAWMX -- USA Fund  

USD 10.93  0.08  0.74%

We consider SA Worldwide not too volatile. SA Worldwide Moderate retains Efficiency (Sharpe Ratio) of 0.0145 which indicates the fund had 0.0145% of return per unit of price deviation over the last 3 months. Our way in which we are 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 SA Worldwide which you can use to evaluate future volatility of the entity. Please validate SA Worldwide Moderate Growth Fu Market Risk Adjusted Performance of 0.1616 and Standard Deviation of 0.6225 to confirm if risk estimate we provide are consistent with the epected return of 0.0091%.

90 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Very Small

90 Days Economic Sensitivity

Barely shadows market
Horizon     30 Days    Login   to change

SA Worldwide Market Sensitivity

As returns on market increase, SA Worldwide returns are expected to increase less than the market. However during bear market, the loss on holding SA Worldwide will be expected to be smaller as well.
3 Months Beta |Analyze SA Worldwide Moderate Demand Trend
Check current 30 days SA Worldwide correlation with market (DOW)
β = 0.0293

SA Worldwide Central Daily Price Deviation

SA Worldwide Moderate Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. SA Worldwide Moderate Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

SA Worldwide Projected Return Density Against Market

Assuming 30 trading days horizon, SA Worldwide has beta of 0.0293 . This entails as returns on market go up, SA Worldwide average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SA Worldwide Moderate Growth Fu will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0054 implying that it can potentially generate 0.0054% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of SA Worldwide is 6877.27. The daily returns are destributed with a variance of 0.39 and standard deviation of 0.63. The mean deviation of SA Worldwide Moderate Growth Fu is currently at 0.46. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
α
Alpha over DOW
=0.0054
β
Beta against DOW=0.0293
σ
Overall volatility
=0.63
Ir
Information ratio =0.06

SA Worldwide Return Volatility

the fund shows 0.6254% volatility of returns over 30 trading days. the entity inherits 0.9872% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

SA Worldwide Investment Opportunity

DOW has a standard deviation of returns of 0.99 and is 1.57 times more volatile than SA Worldwide Moderate Growth Fu. of all equities and portfolios are less risky than SA Worldwide. Compared to the overall equity markets, volatility of historical daily returns of SA Worldwide Moderate Growth Fu is lower than 5 () of all global equities and portfolios over the last 30 days. Use SA Worldwide Moderate Growth Fu to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of SA Worldwide to be traded at $12.02 in 30 days. . As returns on market increase, SA Worldwide returns are expected to increase less than the market. However during bear market, the loss on holding SA Worldwide will be expected to be smaller as well.

SA Worldwide correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding SA Worldwide Moderate Growth F and equity matching DJI index in the same portfolio.

SA Worldwide Current Risk Indicators

SA Worldwide 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.
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