SAR is a data analytics and software company that relies on specialized data science to strengthen data-driven decision-making of insurance companies that provide Directors and Officers executive liability insurance.
SAR proactively tracks, monitors, and analyzes federal "stock drop" securities class actions that allege violations of the federal securities laws under Section 10(b) and 20(a) of the Securities Exchange Act of 1934 ("Exchange Act") and Rule 10b-5 promulgated thereunder by the SEC.
SAR provides independent estimates of severity on filed Exchange Act claims to support insurance companies with robust loss mitigation and claims resolution SCA data.
SAR relies on the uniform application of the court-accepted event study methodology to quantify a verifiably independent estimate of maximum potentially available class-wide damages. SAR Severity Reports present full transparency of price impact on alleged stock drops to identify econometric deficiencies. Exchange Act claims with price impact deficiencies can be dismissed or negated class certification.
The SAR Underwriting Tool quantifies securities class action risk for U.S. and non-U.S. issuers by identifying adverse corporate events that expose Directors and Officers to potential liability for alleged violations of the Exchange Act.
SAR applies the same court-accepted event study methodology to identify adverse corporate events that may trigger and substantiate an indemnifiable securities securities class action claim. SAR quantifies securities class action risk and potential liability based on high-risk adverse corporate events that have materialized during the applicable statute of limitations.
SAR is raising the standards through data science. Implement complex claims severity estimation and public company underwriting with robust event study analysis. Quantify SCA risk in a high frequency event-driven securities class action environment.
SAR does not render expert litigation consulting services to law firms. None of our employees render expert testimony services for lawyers. Law firms do not retain SAR to perform the event studies that are used to quantify alleged stock price artificial inflation to estimate potential class-wide damages. The econometric analyses applied to evaluate Rule 10b-5 Exchange Act claims and quantify securities class action risk from adverse corporate events that expose Directors and Officers to Rule 10b-5 liability are based on the court-accepted event study methodology that abides by established case precedents in key circuits of the U.S. Federal Court system. SAR does not apply any machine learning algorithms or artificial intelligence to perform the multivariate linear regressions that support the single-firm event study analyses. SAR is committed to the value of human capital through data science. SAR has no vested interest or economic benefit to providing anything but an objective and independent third-party risk assessment of potential liability for alleged fraud on the market. SAR SCA data is not to be considered "generally available" or "publicly available". SAR is not a financial services firm or a short-seller.