Siit Equity Factor Fund Price on November 27, 2024
| SEHAX Fund | USD 16.11 0.07 0.44% |
Below is the normalized historical share price chart for Siit Equity Factor extending back to April 26, 2018. 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 Us stands at 16.11, as last reported on the 2nd of December, with the highest price reaching 16.11 and the lowest price hitting 16.11 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 out of control. Siit Equity Factor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the fund had a 0.24% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Siit Equity Factor, which you can use to evaluate the volatility of the fund. Please validate Siit Us' Coefficient Of Variation of 489.55, semi deviation of 0.5216, and Risk Adjusted Performance of 0.156 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%.
Siit Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Siit |
Sharpe Ratio = 0.2442
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Estimated Market Risk
| 0.71 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 19 81% of assets perform better |
Based on monthly moving average Siit Us is performing at about 19% 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 Us by adding it to a well-diversified portfolio.
Siit Us Valuation on November 27, 2024
It is possible to determine the worth of Siit Us on a given historical date. On November 27, 2024 Siit was worth 16.04 at the beginning of the trading date compared to the closed value of 16.04. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Siit Us mutual fund. Still, in general, we apply an absolute valuation method to find Siit Us' 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 Us where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Siit Us' related companies.
| Open | High | Low | Close | Volume | |
| 16.12 | 16.12 | 16.12 | 16.12 | 1.00 | |
11/27/2024 | 16.04 | 16.04 | 16.04 | 16.04 | 1.00 |
| 16.11 | 16.11 | 16.11 | 16.11 | 1.00 |
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Siit Us Trading Date Momentum on November 27, 2024
| On November 29 2024 Siit Equity Factor was traded for 16.11 at the closing time. The highest daily price throughout the period was 16.11 and the lowest price was 16.11 . There was no trading activity during the period 1.0. Lack of trading volume on 11/29/2024 added to the next day price jump. The trading price change to closing price of the next trading day was 0.44% . The trading price change to current closing price is 0.44% . |
Siit Equity Factor Fundamentals Correlations and Trends
By evaluating Siit Us' 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 Us' 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 Us Mutual Fund history
Siit Us 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 Equity Factor 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 Us stock prices may prove useful in developing a viable investing in Siit Us
Under normal market conditions, the fund will invest at least 80 percent of its net assets in equity and equity-related securities, such as structured notes and convertible bonds, of U.S. companies of all capitalization ranges. It may also, to a lesser extent, invest in American Depositary Receipts and interests in real estate investments trusts . The funds investment portfolio will be diversified and will not be concentrated in any particular industry or sector.
Siit Us Mutual Fund Technical Analysis
Siit Us 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 Us Period Price Range
Low | December 2, 2024
| High |
0.00 | 0.00 |
Siit Equity Factor 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 Us December 2, 2024 Market Strength
Market strength indicators help investors to evaluate how Siit Us 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 Us shares will generate the highest return on investment. By undertsting and applying Siit Us mutual fund market strength indicators, traders can identify Siit Equity Factor entry and exit signals to maximize returns
Siit Us Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Siit Us' 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 | 0.156 | |||
| Jensen Alpha | 0.0305 | |||
| Total Risk Alpha | 0.0182 | |||
| Sortino Ratio | 0.0223 | |||
| Treynor Ratio | 0.1618 |
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Other Information on Investing in Siit Mutual Fund
Siit Us 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 Us security.
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| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
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