Siit Global Managed Fund Price on November 4, 2024
| SGMAX Fund | USD 12.93 0.00 0.00% |
Below is the normalized historical share price chart for Siit Global Managed extending back to February 01, 2016. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Siit Global stands at 12.93, as last reported on the 3rd of December, with the highest price reaching 12.93 and the lowest price hitting 12.93 during the day.
If you're considering investing in Siit Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Siit Mutual Fund to be very steady. Siit Global Managed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the fund had a 0.15% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Siit Global Managed, which you can use to evaluate the volatility of the fund. Please validate Siit Global's Semi Deviation of 0.2565, coefficient of variation of 658.72, and Risk Adjusted Performance of 0.1076 to confirm if the risk estimate we provide is consistent with the expected return of 0.0609%.
Siit Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Siit |
Sharpe Ratio = 0.1463
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | SGMAX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.42 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Siit Global is performing at about 11% 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 Siit Global by adding it to a well-diversified portfolio.
Siit Global Valuation on November 4, 2024
It is possible to determine the worth of Siit Global on a given historical date. On November 4, 2024 Siit was worth 12.51 at the beginning of the trading date compared to the closed value of 12.51. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Siit Global mutual fund. Still, in general, we apply an absolute valuation method to find Siit Global's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Siit Global where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Siit Global's related companies.
| Open | High | Low | Close | Volume | |
| 12.51 | 12.51 | 12.51 | 12.51 | 1.00 | |
11/04/2024 | 12.51 | 12.51 | 12.51 | 12.51 | 1.00 |
| 12.61 | 12.61 | 12.61 | 12.61 | 1.00 |
| Backtest Siit Global | | | Siit Global History | | | Siit Global Valuation | Previous | Next |
Siit Global Trading Date Momentum on November 4, 2024
| On November 05 2024 Siit Global Managed was traded for 12.61 at the closing time. The highest daily price throughout the period was 12.61 and the lowest price was 12.61 . There was no trading activity during the period 1.0. Lack of trading volume on 11/05/2024 added to the next day price jump. The trading price change to closing price of the next trading day was 0.80% . The trading price change to current closing price is 1.20% . |
Siit Global Managed Fundamentals Correlations and Trends
By evaluating Siit Global's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Siit Global's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Siit financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Siit Global Mutual Fund history
Siit Global investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Siit is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Siit Global Managed will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Siit Global stock prices may prove useful in developing a viable investing in Siit Global
The fund will typically invest in securities of U.S. and foreign companies of all capitalization ranges. Under normal circumstances, the fund will invest in at least three countries outside of the U.S., but will typically invest much more broadly. It is expected that at least 40 percent of the funds assets will be invested in non-U.S. securities. The fund will invest primarily in companies located in developed countries, but may also invest in companies located in emerging markets.
Siit Global Mutual Fund Technical Analysis
Siit Global 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.
Price Boundaries
Siit Global Period Price Range
Low | December 3, 2024
| High |
0.00 | 0.00 |
Siit Global Managed cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Siit Global December 3, 2024 Market Strength
Market strength indicators help investors to evaluate how Siit Global 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 Siit Global shares will generate the highest return on investment. By undertsting and applying Siit Global mutual fund market strength indicators, traders can identify Siit Global Managed entry and exit signals to maximize returns
Siit Global Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Siit Global's price direction in advance. Along with the technical and fundamental analysis of Siit Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Siit to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1076 | |||
| Jensen Alpha | 0.0469 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.9772 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Siit Mutual Fund
Siit Global financial ratios help investors to determine whether Siit 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 Siit with respect to the benefits of owning Siit Global security.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA |