Saat E Market Fund Market Value
| SCMSX Fund | USD 12.75 0.04 0.31% |
| Symbol | Saat |
Saat E '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 Saat E'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 Saat E.
| 12/28/2022 |
| 12/17/2024 |
If you would invest 0.00 in Saat E on December 28, 2022 and sell it all today you would earn a total of 0.00 from holding Saat E Market or generate 0.0% return on investment in Saat E over 720 days. Saat E is related to or competes with Simt Multi, Saat Market, Simt Real, Simt Small, Siit Screened, Saat Aggressive, and Saat Aggressive. The fund predominantly invests in other SEI Funds, each of which has its own investment goal More
Saat E 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 Saat E'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 Saat E Market upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3527 | |||
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 1.42 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.4766 |
Saat E Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saat E's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saat E's standard deviation. In reality, there are many statistical measures that can use Saat E historical prices to predict the future Saat E's volatility.| Risk Adjusted Performance | 0.0263 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.0249 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Saat E's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Saat E Market Backtested Returns
At this stage we consider Saat Mutual Fund to be very steady. Saat E Market owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0476, which indicates the fund had a 0.0476% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Saat E Market, which you can use to evaluate the volatility of the fund. Please validate Saat E's Risk Adjusted Performance of 0.0263, semi deviation of 0.2576, and Coefficient Of Variation of 1864.89 to confirm if the risk estimate we provide is consistent with the expected return of 0.0153%. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Saat E's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saat E is expected to be smaller as well.
Auto-correlation | 0.26 |
Poor predictability
Saat E Market has poor predictability. Overlapping area represents the amount of predictability between Saat E time series from 28th of December 2022 to 23rd of December 2023 and 23rd of December 2023 to 17th 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 Saat E Market price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Saat E price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Saat E Market lagged returns against current returns
Autocorrelation, which is Saat E 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 Saat E's mutual fund expected returns. We can calculate the autocorrelation of Saat E returns to help us make a trade decision. For example, suppose you find that Saat E 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 |
Saat E 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 Saat E mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saat E mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saat E mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Saat E Lagged Returns
When evaluating Saat E's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saat E mutual fund have on its future price. Saat E 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, Saat E autocorrelation shows the relationship between Saat E mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Saat E Market.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Saat Mutual Fund
Saat E financial ratios help investors to determine whether Saat 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 Saat with respect to the benefits of owning Saat E security.
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