Sa Fixed Incme Fund Market Value

SAUFX Fund  USD 9.69  0.01  0.10%   
Sa Us' market value is the price at which a share of Sa Us trades on a public exchange. It measures the collective expectations of Sa Fixed Incme investors about its performance. Sa Us is trading at 9.69 as of the 5th of December 2024; that is 0.10% increase since the beginning of the trading day. The fund's open price was 9.68.
With this module, you can estimate the performance of a buy and hold strategy of Sa Fixed Incme and determine expected loss or profit from investing in Sa Us over a given investment horizon. Check out Sa Us Correlation, Sa Us Volatility and Sa Us Alpha and Beta module to complement your research on Sa Us.
Symbol

Please note, there is a significant difference between Sa Us' value and its price as these two are different measures arrived at by different means. Investors typically determine if Sa Us is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sa Us' 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 Us '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 Us' 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 Us.
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 Us on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Sa Fixed Incme or generate 0.0% return on investment in Sa Us over 30 days. Sa Us is related to or competes with Sa Value, Sa Emerging, Sa International, Sa International, Sa Mkt, Sa Real, and Sa Us. Generally, the fund manager acquires obligations that mature between one and ten years from the date of settlement More

Sa Us 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 Us' 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 Fixed Incme upside and downside potential and time the market with a certain degree of confidence.

Sa Us Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sa Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sa Us' standard deviation. In reality, there are many statistical measures that can use Sa Us historical prices to predict the future Sa Us' volatility.
Hype
Prediction
LowEstimatedHigh
9.609.699.78
Details
Intrinsic
Valuation
LowRealHigh
8.828.9110.66
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Sa Us. Your research has to be compared to or analyzed against Sa Us' peers to derive any actionable benefits. When done correctly, Sa Us' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Sa Fixed Incme.

Sa Fixed Incme Backtested Returns

At this stage we consider SAUFX Mutual Fund to be very steady. Sa Fixed Incme retains Efficiency (Sharpe Ratio) of 0.15, which indicates the fund had a 0.15% return per unit of price deviation over the last 3 months. We have found twenty-six technical indicators for Sa Us, which you can use to evaluate the volatility of the fund. Please validate Sa Us' Mean Deviation of 0.0671, risk adjusted performance of 0.0713, and Coefficient Of Variation of 509.94 to confirm if the risk estimate we provide is consistent with the expected return of 0.013%. The entity owns a Beta (Systematic Risk) of -0.0078, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sa Us are expected to decrease at a much lower rate. During the bear market, Sa Us is likely to outperform the market.

Auto-correlation

    
  0.23  

Weak predictability

Sa Fixed Incme has weak predictability. Overlapping area represents the amount of predictability between Sa Us 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 Fixed Incme price movement. The serial correlation of 0.23 indicates that over 23.0% of current Sa Us price fluctuation can be explain by its past prices.
Correlation Coefficient0.23
Spearman Rank Test0.53
Residual Average0.0
Price Variance0.0

Sa Fixed Incme lagged returns against current returns

Autocorrelation, which is Sa Us 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 Us' mutual fund expected returns. We can calculate the autocorrelation of Sa Us returns to help us make a trade decision. For example, suppose you find that Sa Us 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 Us 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 Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sa Us 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 Us mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Sa Us Lagged Returns

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

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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 SAUFX Mutual Fund

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