Saratoga Mutual Fund Manager Performance Evaluation

SSCYX
 Fund
  

USD 5.55  0.05  0.91%   

The entity has a beta of 1.2558, which indicates a somewhat significant risk relative to the market. Let's try to break down what Saratoga's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Saratoga Small will likely underperform. Even though it is essential to pay attention to Saratoga Small Capit current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Saratoga Small Capitalization exposes twenty-one different technical indicators, which can help you to evaluate its performance.
  
Refresh
Saratoga Performance
0 of 100
Over the last 90 days Saratoga Small Capitalization has generated negative risk-adjusted returns adding no value to fund investors. In spite of weak performance in the last few months, the Fund's basic indicators remain fairly strong which may send shares a bit higher in August 2022. The current disturbance may also be a sign of long term up-swing for the fund investors.
...more

Saratoga Price Channel

Fifty Two Week Low5.45
Fifty Two Week High9.51
Annual Report Expense Ratio2.09%

Saratoga Small Relative Risk vs. Return Landscape

If you would invest  648.00  in Saratoga Small Capitalization on April 5, 2022 and sell it today you would lose (93.00)  from holding Saratoga Small Capitalization or give up 14.35% of portfolio value over 90 days. Saratoga Small Capitalization is currently producing negative expected returns and takes up 2.0407% volatility of returns over 90 trading days. Put another way, 17% of traded mutual funds are less volatile than Saratoga, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Saratoga Small is expected to under-perform the market. In addition to that, the company is 1.41 times more volatile than its market benchmark. It trades about -0.11 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.11 per unit of volatility.

Saratoga Small Current Valuation

Undervalued
Today 5.55
Please note that Saratoga Small's price fluctuation is somewhat reliable at this time.
Saratoga Small Capit has a current Real Value of $5.67 per share. The regular price of the fund is $5.55. At this time, the fund appears to be undervalued. We determine the value of Saratoga Small Capit from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued stocks and dropping overvalued stocks since, at some point, stock prices and their ongoing real values will draw towards each other.
Our valuation method for Saratoga Small Capitalization is useful when determining the fair value of the Saratoga mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Saratoga Small. Since Saratoga Small is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Saratoga Mutual Fund. However, Saratoga Small's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
5.67
Real Value
7.71
Upside
Estimating the potential upside or downside of Saratoga Small Capitalization helps investors to forecast how Saratoga mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Saratoga Small more accurately as focusing exclusively on Saratoga Small's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
5.375.906.44
Details
Hype
Prediction
LowEstimated ValueHigh
3.515.557.59
Details
Naive
Forecast
LowNext ValueHigh
3.685.727.76
Details

Saratoga Small Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Saratoga Small's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Saratoga Small Capitalization, and traders can use it to determine the average amount a Saratoga Small's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.1122

Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsSSCYX
Estimated Market Risk
 2.04
  actual daily
 
 17 %
of total potential
 
1717
Expected Return
 -0.23
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.11
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Saratoga Small is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Saratoga Small by adding it to a well-diversified portfolio.

About Saratoga Small Performance

To evaluate Saratoga Small Capit Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Saratoga Small generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Saratoga Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Saratoga Small Capit stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Saratoga's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The fund will normally invest at least 80 percent of its total assets in common stocks of companies whose stock market capitalizations fall within the range of capitalizations in the Russell 2000 Index. Saratoga Small is traded on NASDAQ Exchange in the United States.

Things to note about Saratoga Small Capit

Checking the ongoing alerts about Saratoga Small for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Saratoga Small Capit help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Saratoga Small Alerts

Equity Alerts and Improvement Suggestions

Saratoga Small Capit generated a negative expected return over the last 90 days
The fund maintains 96.57% of its assets in stocks
Additionally, take a look at World Market Map. Note that the Saratoga Small Capit information on this page should be used as a complementary analysis to other Saratoga Small's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.

Complementary Tools for Saratoga Mutual Fund analysis

When running Saratoga Small Capit price analysis, check to measure Saratoga Small's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Saratoga Small is operating at the current time. Most of Saratoga Small's value examination focuses on studying past and present price action to predict the probability of Saratoga Small's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Saratoga Small's price. Additionally, you may evaluate how the addition of Saratoga Small to your portfolios can decrease your overall portfolio volatility.
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Go
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Go
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go
Cryptocurrency Center
Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Go
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Go
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Go
Fundamental Analysis
View fundamental data based on most recent published financial statements
Go
Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
Go
Please note, there is a significant difference between Saratoga Small's value and its price as these two are different measures arrived at by different means. Investors typically determine Saratoga Small value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Saratoga Small's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.