Simt Managed Volatility Fund Price on June 22, 2023
| SVOAX Fund | USD 16.56 0.06 0.36% |
Below is the normalized historical share price chart for Simt Managed Volatility extending back to December 06, 2004. 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 Simt Managed stands at 16.56, as last reported on the 14th of December 2024, with the highest price reaching 16.56 and the lowest price hitting 16.56 during the day.
If you're considering investing in Simt Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Simt Mutual Fund to be very steady. Simt Managed Volatility owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.085, which indicates the fund had a 0.085% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Simt Managed Volatility, which you can use to evaluate the volatility of the fund. Please validate Simt Managed's Risk Adjusted Performance of 0.0877, coefficient of variation of 803.67, and Semi Deviation of 0.3378 to confirm if the risk estimate we provide is consistent with the expected return of 0.0485%.
Simt Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Simt |
Sharpe Ratio = 0.085
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SVOAX |
Estimated Market Risk
| 0.57 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average Simt Managed is performing at about 6% 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 Simt Managed by adding it to a well-diversified portfolio.
Simt Managed Valuation on June 22, 2023
It is possible to determine the worth of Simt Managed on a given historical date. On June 22, 2023 Simt was worth 14.81 at the beginning of the trading date compared to the closed value of 14.81. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Simt Managed mutual fund. Still, in general, we apply an absolute valuation method to find Simt Managed'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 Simt Managed where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Simt Managed's related companies.
| Open | High | Low | Close | Volume | |
| 14.82 | 14.82 | 14.82 | 14.82 | 1.00 | |
06/22/2023 | 14.81 | 14.81 | 14.81 | 14.81 | 1.00 |
| 14.69 | 14.69 | 14.69 | 14.69 | 1.00 |
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Simt Managed Trading Date Momentum on June 22, 2023
| On June 23 2023 Simt Managed Volatility was traded for 14.69 at the closing time. The highest daily price throughout the period was 14.69 and the lowest price was 14.69 . There was no trading activity during the period 1.0. Lack of trading volume on 06/23/2023 added to the next day price reduction. The trading price change to closing price of the next trading day was 0.81% . The trading price change to current closing price is 1.49% . |
Simt Managed Volatility Fundamentals Correlations and Trends
By evaluating Simt Managed'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 Simt Managed's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Simt financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Simt Managed Mutual Fund history
Simt Managed 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 Simt is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Simt Managed Volatility 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 Simt Managed stock prices may prove useful in developing a viable investing in Simt Managed
The fund will typically invest in securities of U.S. companies of all capitalization ranges. These securities may include common stocks, preferred stocks, warrants and exchange-traded funds . It may also, to a lesser extent, invest in American Depositary Receipts , real estate investment trusts and securities of non-U.S. companies.
Simt Managed Mutual Fund Technical Analysis
Simt Managed 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
Simt Managed Period Price Range
Low | December 14, 2024
| High |
0.00 | 0.00 |
Simt Managed Volatility 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.
Simt Managed December 14, 2024 Market Strength
Market strength indicators help investors to evaluate how Simt Managed 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 Simt Managed shares will generate the highest return on investment. By undertsting and applying Simt Managed mutual fund market strength indicators, traders can identify Simt Managed Volatility entry and exit signals to maximize returns
Simt Managed Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Simt Managed's price direction in advance. Along with the technical and fundamental analysis of Simt Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Simt 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 | 0.0877 | |||
| Jensen Alpha | (0.0008) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0889 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Simt Mutual Fund
Simt Managed financial ratios help investors to determine whether Simt 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 Simt with respect to the benefits of owning Simt Managed security.
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