Sei Instit International Fund Market Value
| SEEIX Fund | USD 12.74 0.09 0.70% |
| Symbol | Sei |
Sei Instit '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 Sei Instit'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 Sei Instit.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in Sei Instit on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding Sei Instit International or generate 0.0% return on investment in Sei Instit over 30 days. Sei Instit is related to or competes with Simt Multi, Saat Market, Simt Real, Simt Small, Siit Screened, Saat Aggressive, and Saat Aggressive. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities More
Sei Instit 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 Sei Instit'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 Sei Instit International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 3.03 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.05 |
Sei Instit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sei Instit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sei Instit's standard deviation. In reality, there are many statistical measures that can use Sei Instit historical prices to predict the future Sei Instit's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (0.06) |
Sei Instit International Backtested Returns
Sei Instit International owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.042, which indicates the fund had a -0.042% return per unit of risk over the last 3 months. Sei Instit International exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sei Instit's Variance of 0.4863, risk adjusted performance of (0.01), and Coefficient Of Variation of (11,808) to confirm the risk estimate we provide. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sei Instit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sei Instit is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Sei Instit International has poor reverse predictability. Overlapping area represents the amount of predictability between Sei Instit time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th 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 Sei Instit International price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Sei Instit price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Sei Instit International lagged returns against current returns
Autocorrelation, which is Sei Instit 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 Sei Instit's mutual fund expected returns. We can calculate the autocorrelation of Sei Instit returns to help us make a trade decision. For example, suppose you find that Sei Instit 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 |
Sei Instit 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 Sei Instit mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sei Instit mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sei Instit mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sei Instit Lagged Returns
When evaluating Sei Instit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sei Instit mutual fund have on its future price. Sei Instit 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, Sei Instit autocorrelation shows the relationship between Sei Instit mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sei Instit International.
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 Sei Mutual Fund
Sei Instit financial ratios help investors to determine whether Sei 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 Sei with respect to the benefits of owning Sei Instit security.
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