Sa Emerging Markets Fund Market Value

SAEMX Fund  USD 10.71  0.01  0.09%   
Sa Emerging's market value is the price at which a share of Sa Emerging trades on a public exchange. It measures the collective expectations of Sa Emerging Markets investors about its performance. Sa Emerging is trading at 10.71 as of the 5th of December 2024; that is 0.09 percent increase since the beginning of the trading day. The fund's open price was 10.7.
With this module, you can estimate the performance of a buy and hold strategy of Sa Emerging Markets and determine expected loss or profit from investing in Sa Emerging over a given investment horizon. Check out Sa Emerging Correlation, Sa Emerging Volatility and Sa Emerging Alpha and Beta module to complement your research on Sa Emerging.
Symbol

Please note, there is a significant difference between Sa Emerging's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sa Emerging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sa Emerging's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Sa Emerging '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 Sa Emerging'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 Sa Emerging.
0.00
11/05/2024
No Change 0.00  0.0 
In 31 days
12/05/2024
0.00
If you would invest  0.00  in Sa Emerging on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Sa Emerging Markets or generate 0.0% return on investment in Sa Emerging over 30 days. Sa Emerging is related to or competes with Firsthand Alternative, Salient Mlp, Invesco Energy, Dreyfus Natural, Oil Gas, and Goehring Rozencwajg. The fund is designed to purchase a broad and diverse group of equity securities of companies in emerging markets, which ... More

Sa Emerging 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 Sa Emerging'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 Sa Emerging Markets upside and downside potential and time the market with a certain degree of confidence.

Sa Emerging Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sa Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sa Emerging's standard deviation. In reality, there are many statistical measures that can use Sa Emerging historical prices to predict the future Sa Emerging's volatility.
Hype
Prediction
LowEstimatedHigh
9.8710.7111.55
Details
Intrinsic
Valuation
LowRealHigh
8.859.6911.78
Details

Sa Emerging Markets Backtested Returns

At this stage we consider SAEMX Mutual Fund to be very steady. Sa Emerging Markets retains Efficiency (Sharpe Ratio) of 0.0391, which indicates the fund had a 0.0391% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Sa Emerging, which you can use to evaluate the volatility of the fund. Please validate Sa Emerging's Risk Adjusted Performance of 0.0081, downside deviation of 0.9042, and Mean Deviation of 0.6539 to confirm if the risk estimate we provide is consistent with the expected return of 0.033%. The entity owns a Beta (Systematic Risk) of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sa Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sa Emerging is expected to be smaller as well.

Auto-correlation

    
  -0.53  

Good reverse predictability

Sa Emerging Markets has good reverse predictability. Overlapping area represents the amount of predictability between Sa Emerging time series from 5th of November 2024 to 20th of November 2024 and 20th of November 2024 to 5th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sa Emerging Markets price movement. The serial correlation of -0.53 indicates that about 53.0% of current Sa Emerging price fluctuation can be explain by its past prices.
Correlation Coefficient-0.53
Spearman Rank Test-0.49
Residual Average0.0
Price Variance0.0

Sa Emerging Markets lagged returns against current returns

Autocorrelation, which is Sa Emerging 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 Sa Emerging's mutual fund expected returns. We can calculate the autocorrelation of Sa Emerging returns to help us make a trade decision. For example, suppose you find that Sa Emerging 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  

Sa Emerging 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 Sa Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sa Emerging mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sa Emerging mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Sa Emerging Lagged Returns

When evaluating Sa Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sa Emerging mutual fund have on its future price. Sa Emerging 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, Sa Emerging autocorrelation shows the relationship between Sa Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sa Emerging Markets.
   Regressed Prices   
       Timeline  

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Other Information on Investing in SAEMX Mutual Fund

Sa Emerging financial ratios help investors to determine whether SAEMX 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 SAEMX with respect to the benefits of owning Sa Emerging security.
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