Siit Small Cap Fund Price on September 24, 2024
| SECAX Fund | USD 13.04 0.02 0.15% |
Below is the normalized historical share price chart for Siit Small Cap extending back to April 13, 2012. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Siit Small stands at 13.04, as last reported on the 28th of November, with the highest price reaching 13.04 and the lowest price hitting 13.04 during the day.
If you're considering investing in Siit Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Siit Mutual Fund to be very steady. Siit Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Siit Small Cap, which you can use to evaluate the volatility of the fund. Please validate Siit Small's Coefficient Of Variation of 823.52, semi deviation of 0.7912, and Risk Adjusted Performance of 0.0964 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%.
Siit Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Siit |
Sharpe Ratio = 0.1165
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| Cash | SECAX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.22 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Siit Small is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Siit Small by adding it to a well-diversified portfolio.
Siit Small Valuation on September 24, 2024
It is possible to determine the worth of Siit Small on a given historical date. On September 24, 2024 Siit was worth 11.99 at the beginning of the trading date compared to the closed value of 11.99. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Siit Small mutual fund. Still, in general, we apply an absolute valuation method to find Siit Small's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Siit Small where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Siit Small's related companies.
| Open | High | Low | Close | Volume | |
| 11.97 | 11.97 | 11.97 | 11.97 | 1.00 | |
09/24/2024 | 11.99 | 11.99 | 11.99 | 11.99 | 1.00 |
| 11.86 | 11.86 | 11.86 | 11.86 | 1.00 |
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Siit Small Trading Date Momentum on September 24, 2024
| On September 25 2024 Siit Small Cap was traded for 11.86 at the closing time. The highest daily price throughout the period was 11.86 and the lowest price was 11.86 . There was no trading activity during the period 1.0. Lack of trading volume on 09/25/2024 added to the next day price reduction. The trading price change to closing price of the next trading day was 1.08% . The trading price change to current closing price is 0.00% . |
Siit Small Cap Fundamentals Correlations and Trends
By evaluating Siit Small's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Siit Small's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Siit financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Siit Small Mutual Fund history
Siit Small investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Siit is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Siit Small Cap will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Siit Small stock prices may prove useful in developing a viable investing in Siit Small
The fund will invest at least 80 percent of its net assets in equity securities of small companies, ETFs based on small capitalization indexes and securities of REITs. For purposes of this fund, a small company is a company with a market capitalization in the range of companies in the Russell 2000 Index at the time of purchase. It uses a multi-manager approach, relying upon one or more Sub-Advisers with differing investment philosophies to manage portions of the funds portfolio under the general supervision of SIMC.
Siit Small Mutual Fund Technical Analysis
Siit Small technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Price Boundaries
Siit Small Period Price Range
Low | November 28, 2024
| High |
0.00 | 0.00 |
Siit Small Cap cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Siit Small November 28, 2024 Market Strength
Market strength indicators help investors to evaluate how Siit Small mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Siit Small shares will generate the highest return on investment. By undertsting and applying Siit Small mutual fund market strength indicators, traders can identify Siit Small Cap entry and exit signals to maximize returns
Siit Small Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Siit Small's price direction in advance. Along with the technical and fundamental analysis of Siit Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Siit to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0964 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0154 | |||
| Treynor Ratio | 0.0957 |
| Cycle Indicators | ||
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| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Siit Mutual Fund
Siit Small financial ratios help investors to determine whether Siit 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 Siit with respect to the benefits of owning Siit Small security.
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |