Saratoga Mutual Fund Alpha and Beta Analysis

SSCYX
 Fund
  

USD 6.54  0.07  1.08%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Saratoga Small Capitalization. It also helps investors analyze the systematic and unsystematic risks associated with investing in Saratoga Small over a specified time horizon. Remember, high Saratoga Small's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Additionally, take a look at Saratoga Small Backtesting, Portfolio Optimization, Saratoga Small Correlation, Saratoga Small Hype Analysis, Saratoga Small Volatility, Saratoga Small History and analyze Saratoga Small Performance.
  
Please note that although Saratoga Small alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Saratoga Small did 0.19  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Saratoga Small Capitalization fund's relative risk over its benchmark. Saratoga Small Capit has a beta of 0.09  . Let's try to break down what Saratoga's beta means in this case. As returns on the market increase, returns on owning Saratoga Small are expected to decrease at a much lower rate. During the bear market, Saratoga Small is likely to outperform the market.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Saratoga Small Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Saratoga Small market risk premium is the additional return an investor will receive from holding Saratoga Small long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Saratoga Small. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Saratoga Small's performance over market.
α0.19   β-0.09
90 days against DJI

Saratoga Small expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Saratoga Small's Buy-and-hold return. Our buy-and-hold chart shows how Saratoga Small performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Saratoga Small Market Price Analysis

Market price analysis indicators help investors to evaluate how Saratoga Small mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Saratoga Small shares will generate the highest return on investment. By understating and applying Saratoga Small mutual fund market price indicators, traders can identify Saratoga Small position entry and exit signals to maximize returns.

Saratoga Small Return and Market Media

The median price of Saratoga Small for the period between Fri, May 20, 2022 and Thu, Aug 18, 2022 is 5.84 with a coefficient of variation of 4.92. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 5.87, and mean deviation of 0.25. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Saratoga Small Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Saratoga or other funds. Alpha measures the amount that position in Saratoga Small Capit has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Saratoga Small in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Saratoga Small's short interest history, or implied volatility extrapolated from Saratoga Small options trading.

Build Portfolio with Saratoga Small

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at Saratoga Small Backtesting, Portfolio Optimization, Saratoga Small Correlation, Saratoga Small Hype Analysis, Saratoga Small Volatility, Saratoga Small History and analyze Saratoga Small Performance. 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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

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.
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Saratoga Small technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
A focus of Saratoga Small technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Saratoga Small trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...