Sit International Equity Fund Price on April 17, 3100
If you're considering investing in Sit Mutual Fund, it is important to understand the factors that can impact its price. Sit International Equity owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.1, which indicates the fund had a -0.1% return per unit of risk over the last 3 months. Sit International Equity exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sit International's Coefficient Of Variation of (999.05), variance of 0.472, and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide.
Sit Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Sit |
Sharpe Ratio = -0.1001
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Estimated Market Risk
0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
-0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sit International is not performing at its full potential. However, 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 Sit International by adding Sit International to a well-diversified portfolio.
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.
Price Boundaries
Sit International Period Price Range
Low | November 24, 2024
| High |
0.00 | 0.00 |
Sit International Equity 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.
Sit International November 24, 2024 Market Strength
Market strength indicators help investors to evaluate how Sit International 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 Sit International shares will generate the highest return on investment. By undertsting and applying Sit International mutual fund market strength indicators, traders can identify Sit International Equity entry and exit signals to maximize returns
Sit International Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Sit International's price direction in advance. Along with the technical and fundamental analysis of Sit Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Sit 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 | (0.08) | |||
Jensen Alpha | (0.08) | |||
Total Risk Alpha | (0.19) | |||
Treynor Ratio | (4.86) |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Other Tools for Sit Mutual Fund
When running Sit International's price analysis, check to measure Sit International's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sit International is operating at the current time. Most of Sit International's value examination focuses on studying past and present price action to predict the probability of Sit International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sit International's price. Additionally, you may evaluate how the addition of Sit International to your portfolios can decrease your overall portfolio volatility.
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