Saratoga Small Capitalization Fund Market Value
| SSCCX Fund | USD 0.39 0.00 0.00% |
| Symbol | Saratoga |
Saratoga Small 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Saratoga Small's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Saratoga Small.
| 08/16/2025 |
| 11/14/2025 |
If you would invest 0.00 in Saratoga Small on August 16, 2025 and sell it all today you would earn a total of 0.00 from holding Saratoga Small Capitalization or generate 0.0% return on investment in Saratoga Small over 90 days. Saratoga Small is related to or competes with Federated Government, Payden Us, Short Term, Us Government, Us Government, and Us Government. The fund will normally invest at least 80 percent of its total assets in common stocks of companies whose stock market c... More
Saratoga Small Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Saratoga Small's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Saratoga Small Capitalization upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.62 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.2 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.56 |
Saratoga Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saratoga Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saratoga Small's standard deviation. In reality, there are many statistical measures that can use Saratoga Small historical prices to predict the future Saratoga Small's volatility.| Risk Adjusted Performance | 0.0272 | |||
| Jensen Alpha | 0.0377 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 1.06 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Saratoga Small's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Saratoga Small Capit Backtested Returns
At this stage we consider Saratoga Mutual Fund to be dangerous. Saratoga Small Capit owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0343, which indicates the fund had a 0.0343 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Saratoga Small Capitalization, which you can use to evaluate the volatility of the fund. Please validate Saratoga Small's Coefficient Of Variation of 2983.23, semi deviation of 1.12, and Risk Adjusted Performance of 0.0272 to confirm if the risk estimate we provide is consistent with the expected return of 0.053%. The entity has a beta of 0.0382, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Saratoga Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saratoga Small is expected to be smaller as well.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Saratoga Small Capitalization has insignificant reverse predictability. Overlapping area represents the amount of predictability between Saratoga Small time series from 16th of August 2025 to 30th of September 2025 and 30th of September 2025 to 14th of November 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Saratoga Small Capit price movement. The serial correlation of -0.17 indicates that over 17.0% of current Saratoga Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Saratoga Small Capit lagged returns against current returns
Autocorrelation, which is Saratoga Small mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Saratoga Small's mutual fund expected returns. We can calculate the autocorrelation of Saratoga Small returns to help us make a trade decision. For example, suppose you find that Saratoga Small has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Saratoga Small regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Saratoga Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saratoga Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saratoga Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Saratoga Small Lagged Returns
When evaluating Saratoga Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saratoga Small mutual fund have on its future price. Saratoga Small autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Saratoga Small autocorrelation shows the relationship between Saratoga Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Saratoga Small Capitalization.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Saratoga Mutual Fund
Saratoga Small financial ratios help investors to determine whether Saratoga Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Saratoga with respect to the benefits of owning Saratoga Small security.
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