Simt Tax-managed Competition

Mutual Funds . USA . 
Fund . Simt Tax Managed Large
STLYX Fund  USD 39.43  0.19  0.48%   
Simt Tax Managed competes with Nuveen Large, Nuveen Large, HUMANA, SCOR PK, and Barloworld; as well as few others. The fund is listed under Large Blend category and is part of SEI family. The entity is thematically classified as Large Value Funds. Analyzing Simt Tax-managed competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Simt Tax-managed to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Simt Tax-managed Correlation with its peers.
You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Simt Tax-managed competition on your existing holdings.
  
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simt Tax-managed'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.
Hype
Prediction
LowEstimatedHigh
38.5739.2439.91
Details
Intrinsic
Valuation
LowRealHigh
38.3138.9839.65
Details
Naive
Forecast
LowNextHigh
38.1538.8339.50
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
37.8338.8639.89
Details

Simt Tax-managed Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Simt Tax-managed and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of SIMT and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Simt Tax Managed does not affect the price movement of the other competitor.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio
High positive correlations   
FLYCX
+ 0.96
FLRAX
ID
+ 0.76
FLYCX
ID
+ 0.75
FLRAX
MSTSX
+ 0.74
FLYCX
MSTSX
+ 0.7
FLRAX
LBHIX
+ 0.69
MSTSX
  
High negative correlations   
444859BR2
- 0.77
FLRAX
444859BR2
- 0.76
FLYCX
MSTSX
- 0.63
444859BR2
LBHIX
- 0.58
444859BR2
ID
- 0.55
444859BR2
MSTSX
- 0.51
BRRAY

Risk-Adjusted Indicators

There is a big difference between SIMT Mutual Fund performing well and Simt Tax-managed Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Simt Tax-managed's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
FLRAX  0.60  0.01 (0.01) 0.11  0.71 
(0.64)
 1.14 
(1.32)
 3.85 
FLYCX  0.60  0.10 (0.01)(2.44) 0.72 
(0.64)
 1.13 
(1.33)
 3.87 
444859BR2  1.31 (0.03) 0.00  0.36  0.00 
 0.00 
 5.93 
(4.50)
 16.62 
SCRYY  2.12  0.39  0.11 (0.94) 2.04 
(2.86)
 5.61 
(4.09)
 12.99 
AQUI  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
 0.00 
 0.00 
BRRAY  1.27 (0.11) 0.00  0.01  0.00 
 0.00 
 0.00 
(2.98)
 34.02 
MSTSX  0.49  0.04 (0.11)(0.30) 0.52 
(0.59)
 1.21 
(1.02)
 2.80 
ABHYX  0.16  0.00 (0.20) 0.08  0.26 
(0.24)
 0.34 
(0.33)
 1.91 
LBHIX  0.11  0.01 (0.32) 0.44  0.00 
(0.29)
 0.24 
(0.24)
 0.96 
ID  3.76  0.21  0.02  1.43  4.72 
(5.01)
 7.32 
(7.69)
 20.54 
All Fundamental Data

Simt Tax-managed Competitive Analysis

The better you understand Simt Tax-managed competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Simt Tax-managed's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Simt Tax-managed's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
STLYX FLRAX FLYCX 444859BR2 SCRYY AQUI BRRAY MSTSX ABHYX LBHIX
 0.48 
 39.43 
SIMT
 0.20 
 46.11 
Nuveen
 0.35 
 40.42 
Nuveen
 0.37 
 80.35 
HUMANA
 0.40 
 2.54 
SCOR
 0.00 
 0.01 
Aquagold
 0.00 
 4.23 
Barloworld
 0.43 
 11.73 
Morningstar
 0.11 
 8.96 
High-yield
 0.24 
 4.25 
Thrivent
Market Volatility
(90 Days Market Risk)
Very steady
Very steady
Very steady
Very steady
Risky
Very steady
Relatively risky
Very steady
Very steady
Very steady
Market Performance
(90 Days Performance)
OK
OK
OK
Very Weak
OK
Very Weak
Very Weak
Insignificant
Insignificant
Good
Odds of Financial Distress
(Probability Of Bankruptcy)
Low
Low
Low
Below Average
Below Average
Average
Low
Low
Low
Low
Current Valuation
(Equity Enterprise Value)
Fairly Valued
Fairly Valued
Over Valued
Over Valued
Over Valued
Over Valued
Under Valued
Fairly Valued
Fairly Valued
Over Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Strong Hold
Strong Hold
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Hold
Sell
Cautious Hold
Strong Sell
Current Ratio
N/A
N/A
N/A
N/A
9.99
N/A
1.49
N/A
N/A
N/A
Net Asset
4.15 B
36.11 M
36.11 M
N/A
51.52 B
3.19 K
54.41 B
116.1 M
672.37 M
674.44 M
Profit Margin
N/A
N/A
N/A
N/A
-0.0209
N/A
0.0519
N/A
N/A
N/A
EBITDA
N/A
N/A
N/A
N/A
1.23 B
(727.69 K)
2.77 B
N/A
N/A
N/A
Price To Book
N/A
2.37
2.61
N/A
0.67
N/A
0.99
N/A
N/A
1.58
Operating Margin
N/A
N/A
N/A
N/A
-0.0092
N/A
0.1
N/A
N/A
N/A
Current Valuation
N/A
N/A
N/A
N/A
4.75 B
912.76 K
1.11 B
N/A
N/A
N/A
Five Year Return
12.34
14.15
13.38
N/A
4.83
N/A
3.98
8.13
1.68
3.31
Retained Earnings
N/A
N/A
N/A
N/A
(645.5 M)
(4.18 M)
13.37 B
N/A
N/A
N/A
Current Asset
N/A
N/A
N/A
N/A
N/A
N/A
25.84 B
N/A
N/A
N/A
One Year Return
24.09
35.0
33.96
N/A
N/A
N/A
N/A
18.78
12.1
11.68
Beta
N/A
N/A
N/A
N/A
1.25
7.05
0.63
N/A
N/A
N/A
Cash Position Weight
0.58
0.62
0.41
N/A
N/A
N/A
N/A
14.28
0.1
6.56
Equity Positions Weight
99.42
99.37
99.59
N/A
N/A
N/A
N/A
61.63
N/A
0.07
Number Of Employees
1
1
1
N/A
3.59 K
7
36
1
1
1
Shares Outstanding
N/A
N/A
N/A
N/A
1.78 B
965.83 K
185.7 M
N/A
N/A
N/A
Three Year Return
6.65
9.84
9.24
N/A
N/A
N/A
N/A
5.8
-0.71
2.59
Cash Flow From Operations
N/A
N/A
N/A
N/A
2.41 B
(218.19 K)
1.89 B
N/A
N/A
N/A
Annual Yield
0.0099
0.0043
N/A
N/A
0.0789
N/A
0.0543
0.021
0.0041
0.0617
Total Debt
N/A
N/A
N/A
N/A
3.05 B
N/A
8.64 B
N/A
N/A
N/A
Return On Equity
N/A
N/A
N/A
N/A
-0.0574
N/A
0.0588
N/A
N/A
N/A
Bond Positions Weight
N/A
N/A
N/A
N/A
N/A
N/A
N/A
22.72
2.0
92.23
Z Score
N/A
N/A
N/A
N/A
0.6
N/A
N/A
N/A
N/A
N/A
Holdings Turnover
N/A
N/A
N/A
N/A
N/A
N/A
N/A
269.0
N/A
N/A
Return On Asset
N/A
N/A
N/A
N/A
-0.002
-5.5
0.047
N/A
N/A
N/A
Book Value Per Share
N/A
N/A
N/A
N/A
3.04
-1.18
99.76
N/A
N/A
N/A
Minimum Initial Investment
N/A
N/A
3 K
N/A
N/A
N/A
N/A
N/A
N/A
2 K
Current Liabilities
N/A
N/A
N/A
N/A
N/A
794 K
13.9 B
N/A
N/A
N/A
Total Asset
4.66 B
25.42 M
1.32 M
N/A
51.52 B
3.19 K
54.41 B
215.11 M
243.16 M
347.66 M
Last Dividend Paid
0.09
N/A
N/A
N/A
N/A
N/A
4.6
N/A
0.03
0.02
Debt To Equity
N/A
N/A
N/A
N/A
0.43
N/A
0.68
N/A
N/A
N/A
Target Price
N/A
N/A
N/A
N/A
N/A
N/A
7.68
N/A
N/A
N/A
Market Capitalization
N/A
N/A
N/A
N/A
4.35 B
96.58 K
955.54 M
50.36 M
N/A
N/A
Price To Earning
N/A
17.3
18.24
N/A
12.21
-0.22
9.18
N/A
N/A
35.48
Price To Earnings To Growth
N/A
N/A
N/A
N/A
0.28
N/A
N/A
N/A
N/A
N/A
Price To Sales
N/A
2.08
2.25
N/A
0.2
N/A
0.0285
N/A
N/A
1.23
Net Income
N/A
N/A
N/A
N/A
456 M
(627.79 K)
2.04 B
N/A
N/A
N/A
Earnings Per Share
N/A
N/A
N/A
N/A
0.25
-0.63
0.35
N/A
N/A
N/A
Year To Date Return
16.64
25.84
25.69
N/A
N/A
N/A
N/A
11.76
5.77
6.69
Revenue
N/A
N/A
N/A
N/A
16.03 B
N/A
39.38 B
N/A
N/A
N/A
Ten Year Return
11.37
11.75
10.91
N/A
N/A
N/A
N/A
N/A
4.84
6.0
Working Capital
N/A
N/A
N/A
N/A
N/A
(794 K)
11.95 B
N/A
N/A
N/A
Cash And Equivalents
N/A
N/A
N/A
N/A
3.52 B
1.15 K
5.11 B
N/A
N/A
N/A
Cash Per Share
N/A
N/A
N/A
N/A
1.97
N/A
25.52
N/A
N/A
N/A
Gross Profit
N/A
N/A
N/A
N/A
(853 M)
(143.88 K)
5.12 B
N/A
N/A
N/A
Day Typical Price
39.43
46.11
40.42
80.35
2.55
0.006
4.23
11.73
8.96
4.25
Accumulation Distribution
N/A
N/A
N/A
N/A
0.0309
N/A
N/A
N/A
N/A
N/A
Market Facilitation Index
N/A
N/A
N/A
N/A
0.08
N/A
N/A
N/A
N/A
N/A
Daily Balance Of Power
9.2 T
9.2 T
(9,223,372,036,855)
(9,223,372,036,855)
0.125
0.0
0.0
9.2 T
9.2 T
9.2 T
Period Momentum Indicator
0.19
0.09
(0.14)
(0.30)
0.01
N/A
N/A
0.05
0.01
0.01
Rate Of Daily Change
1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.0
Day Median Price
39.43
46.11
40.42
80.35
2.55
0.006
4.23
11.73
8.96
4.25
Price Action Indicator
0.095
0.045
(0.07)
(0.15)
(0.01)
N/A
N/A
0.025
0.005
0.005
Coefficient Of Variation
1023.71
792.87
808.98
(7,322)
789.02
N/A
25169.77
1576.86
2042.34
583.8
Mean Deviation
0.5083
0.6038
0.6046
1.31
2.12
N/A
1.27
0.4856
0.1632
0.1099
Jensen Alpha
(0.03)
0.0066
0.0963
(0.03)
0.3931
N/A
(0.11)
0.0402
(0.0008)
0.0147
Total Risk Alpha
(0.03)
(0.01)
(0.02)
(0.38)
(0.02)
N/A
(0.54)
(0.05)
(0.03)
(0)
Sortino Ratio
(0.07)
(0.01)
(0.01)
N/A
0.1063
N/A
N/A
(0.11)
(0.20)
(0.32)
Downside Variance
0.4191
0.8088
0.783
N/A
5.81
N/A
N/A
0.3987
0.2328
0.0625
Standard Deviation
0.6772
0.8287
0.8298
2.57
2.88
N/A
4.2
0.6318
0.2858
0.1689
Kurtosis
1.91
1.27
1.29
5.85
1.48
N/A
11.15
0.1097
8.76
3.69
Potential Upside
0.9615
1.14
1.13
5.93
5.61
N/A
N/A
1.21
0.3382
0.2381
Treynor Ratio
0.0683
0.1069
(2.44)
0.3578
(0.94)
N/A
0.0057
(0.30)
0.0825
0.4414
Maximum Drawdown
3.6
3.85
3.87
16.62
12.99
N/A
34.02
2.8
1.91
0.9552
Variance
0.4586
0.6867
0.6886
6.6
8.32
N/A
17.65
0.3991
0.0817
0.0285
Market Risk Adjusted Performance
0.0783
0.1169
(2.43)
0.3678
(0.93)
N/A
0.0157
(0.29)
0.0925
0.4514
Risk Adjusted Performance
0.0732
0.097
0.0951
(0)
0.104
N/A
0.0112
0.0463
0.0207
0.0955
Skewness
0.2952
(0.26)
(0.26)
1.05
0.7698
N/A
0.4951
0.1403
(1.73)
1.16
Semi Deviation
0.5583
0.7112
0.7155
N/A
2.04
N/A
N/A
0.5186
0.2553
0.0
Information Ratio
(0.06)
(0.01)
(0.01)
(0.06)
0.0888
N/A
(0.02)
(0.11)
(0.33)
(0.48)
Value At Risk
(1.12)
(1.32)
(1.33)
(4.50)
(4.09)
N/A
(2.98)
(1.02)
(0.33)
(0.24)
Expected Short fall
(0.56)
(0.64)
(0.64)
N/A
(2.86)
N/A
N/A
(0.59)
(0.24)
(0.29)
Downside Deviation
0.6474
0.8993
0.8849
N/A
2.41
N/A
N/A
0.6314
0.4825
0.25
Semi Variance
0.3117
0.5058
0.512
N/A
4.18
N/A
N/A
0.2689
0.0652
(0.02)

Simt Tax-managed Competition Performance Charts

Five steps to successful analysis of Simt Tax-managed Competition

Simt Tax-managed's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Simt Tax Managed in relation to its competition. Simt Tax-managed's competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors of Simt Tax-managed in the market, both direct and indirect, as well as new entrants and disruptive technologies.
  • Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
  • Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Simt Tax-managed's competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Simt Tax Managed, and developing a strategy to address them.
  • Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Simt Tax-managed position

In addition to having Simt Tax-managed in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

Did You Try This Idea?

Run Impulse Thematic Idea Now

Impulse
Impulse Theme
Large corporations operating in retail, broadcasting, energy, airlines and telecom sectors. The Impulse theme has 49 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Impulse Theme or any other thematic opportunities.
View All  Next Launch

Other Information on Investing in SIMT Mutual Fund

Simt Tax-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 Tax-managed security.
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Top Crypto Exchanges
Search and analyze digital assets across top global cryptocurrency exchanges
Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2024 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY